Quantitative trading competition Q13
Guaranteed investments of $2,250,000

CLOSED
Enter the biggest algorithmic trading competition.
The best 3 algorithms get guaranteed investments of:
$1,000,000  |  $750,000  |  $500,000
You pocket half of the performance fees as long as your algo performs.
Submit your trading algorithm before August 1, 2019.
HOW IT WORKS
OBJECTIVE
Write a trading algorithm on futures and submit it to the Quantiacs platform before the deadline. Your code remains a black box and you always keep the IP. Use Quantiacs’ free futures data and the free and open source back testing toolbox.
 
TIME LINE
There are two main phases in the competition: The submission period and the live simulation period.
Deadline for trading algorithm submissions:   07/31/2019 (11:59:59PM PST)

Once your trading algorithm is uploaded you cannot change it but you can submit new versions of it (up to 10 submissions per day). All submitted trading algorithms will be simulated for 4 months with live market data.

Live simulation period:   08/01/2019 – 11/30/2019 (11:59:59PM PST)

SCORING
Your final score is the lower of your Sharpe Ratio of your backtest, which starts on January 1, 2005, and the Sharpe Ratio of the live simulation (Min[Sharpe Ratio backtest, Sharpe Ratio live]). If you submit several trading systems we will take the one with the highest score. We will announce the winners at the beginning of January 2020. The three best algorithmic trading systems get guaranteed investments of $500,000, $750,000, and $1,000,000.

IMPORTANT
To score in the competition your trading algorithm:
• Trades futures (you can use stocks in your indicators)
• Have a live Sharpe Ratio that is no less than the backtest Sharpe ratio divided by two
• Evaluates in less than 30 minutes on our servers (rule of thumb)
• Returns the same result if it is run twice (deterministic)
• Have a backtest Sharpe Ratio greater than 1.0
• Does not use ex post common knowledge (e.g. ‘don’t trade in 2008 and 2009’)
• Uses a maximum lookback of 2520 trading days
 
For a detailed collection of all rules please see the official rules.

RANKING

Backtest

Live Test August 2019 to November 30 2019

Rank
Name
Score
Upload Date
Trading System
Yearly Perf. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 351
 
s_poramet
 
Q13 contest
0.40
01/18/2019 02:01
W Clamp CNR Pentagon 6
52.31%
7.83%
6.80
13.98
0.74% 9.62%
0.40
0.60
 Rank: 352
 
s_poramet
 
Q13 contest
0.40
02/12/2019 00:53
Z Clamp CNR Trio 2
46.97%
9.22%
5.22
9.95
0.65% 9.00%
0.40
0.80
 Rank: 353
 
s_poramet
 
Q13 contest
0.40
03/10/2019 04:34
Mama Pitbull
13.44%
4.64%
2.84
4.99
0.31% 4.22%
0.40
0.68
 Rank: 354
 
emmarfan
 
Q13 contest
0.40
01/07/2019 01:03
13
2.33%
6.23%
0.40
0.57
1.15% 4.38%
0.78
1.15
 Rank: 355
 
emmarfan
 
Q13 contest
0.40
01/07/2019 01:03
1
1.93%
6.28%
0.40
0.46
1.15% 4.38%
0.78
1.15
 Rank: 356
 
Brinafan
 
Q13 contest
0.39
04/21/2019 05:46
TrendFollowing20194212046
1.99%
6.25%
0.39
0.48
1.05% 4.29%
0.72
1.06
 Rank: 357
 
s_poramet
 
Q13 contest
0.39
02/09/2019 00:06
Z Clamp CNR Ranger 15
5.31%
2.49%
2.15
3.97
0.11% 1.51%
0.39
0.55
 Rank: 358
 
s_poramet
 
Q13 contest
0.39
01/02/2019 03:02
Swoosh Lvl Gold 70
29.83%
5.15%
6.25
11.04
0.54% 4.10%
0.39
0.64
 Rank: 359
 
alango
 
Q13 contest
0.39
07/01/2019 13:14
q13comp6
4.94%
2.75%
1.78
3.02
0.32% 2.45%
0.39
0.62
 Rank: 360
 
s_poramet
 
Q13 contest
0.38
01/10/2019 00:28
Y LvlSD Forty 200
22.18%
5.83%
4.04
7.14
0.49% 3.74%
0.38
0.70
 Rank: 361
 
dm7
 
Q13 contest
0.38
07/29/2019 06:41
tsq132b07f41024b544448aab1979625d31e0
88.94%
12.77%
7.72
14.83
1.29% 9.99%
0.38
0.68
 Rank: 362
 
s_poramet
 
Q13 contest
0.38
01/02/2019 03:04
Swoosh Lvl Diamond 60
18.02%
4.82%
3.99
6.70
0.52% 4.01%
0.38
0.64
 Rank: 363
 
s_poramet
 
Q13 contest
0.37
01/26/2019 00:08
Y Clamp CNR Proto
37.85%
7.64%
5.44
9.45
0.69% 9.65%
0.37
0.56
 Rank: 364
 
s_poramet
 
Q13 contest
0.37
07/28/2019 02:19
Lobo Man EV 33
26.82%
6.15%
4.38
8.37
0.62% 4.93%
0.37
0.55
 Rank: 365
 
s_poramet
 
Q13 contest
0.36
02/10/2019 08:25
Z Clamp CNR Square 4
45.04%
8.69%
5.35
10.20
0.64% 9.79%
0.36
0.75
 Rank: 366
 
s_poramet
 
Q13 contest
0.36
07/21/2019 01:44
TVO2
16.69%
5.15%
3.57
5.15
0.51% 4.13%
0.36
0.64
 Rank: 367
 
Troy B
 
Q13 contest
0.36
07/07/2019 20:02
July19_V2
17.78%
10.99%
1.61
2.75
1.55% 12.89%
0.36
0.59
 Rank: 368
 
Troy B
 
Q13 contest
0.36
07/08/2019 19:08
July19_V3
18.00%
11.10%
1.61
2.76
1.55% 12.89%
0.36
0.59
 Rank: 369
 
Troy B
 
Q13 contest
0.36
07/08/2019 19:26
July19_V3
18.03%
10.99%
1.61
2.79
1.55% 12.89%
0.36
0.59
 Rank: 370
 
Troy B
 
Q13 contest
0.36
07/30/2019 20:51
July19_V2A
5.61%
7.90%
0.69
1.10
1.55% 12.89%
0.36
0.59
 Rank: 371
 
Troy B
 
Q13 contest
0.36
07/30/2019 20:52
July19_V3a
5.69%
7.90%
0.69
1.12
1.55% 12.89%
0.36
0.59
 Rank: 372
 
charless
 
Q13 contest
0.36
05/13/2019 17:42
Q13-043.py
272.22%
7.70%
40.58
146.61
0.54% 4.48%
0.36
0.67
 Rank: 373
 
saltzmanjoelh
 
Q13 contest
0.36
07/31/2019 23:54
simpleTS
4.56%
19.31%
0.36
0.36
6.34% 14.88%
1.36
1.97
 Rank: 374
 
saltzmanjoelh
 
Q13 contest
0.35
07/31/2019 23:32
simpleTS
4.34%
19.32%
0.35
0.34
6.34% 14.89%
1.36
1.97
 Rank: 375
 
saltzmanjoelh
 
Q13 contest
0.35
07/31/2019 23:32
simpleTS
4.54%
19.31%
0.35
0.36
6.34% 14.89%
1.36
1.97