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: 401
 
s_poramet
 
Q13 contest
0.27
02/23/2019 10:28
Wheel of Fortune
8.52%
3.57%
2.53
4.11
0.23% 2.43%
0.27
0.45
 Rank: 402
 
s_poramet
 
Q13 contest
0.27
02/10/2019 08:25
Z Clamp CNR Square 1
40.71%
8.57%
4.91
9.09
0.47% 9.63%
0.27
0.57
 Rank: 403
 
Troy B
 
Q13 contest
0.27
07/21/2019 15:28
July19_V10
19.92%
9.57%
2.04
3.73
1.00% 10.92%
0.27
0.42
 Rank: 404
 
Troy B
 
Q13 contest
0.27
07/28/2019 21:40
July19_V7A
15.16%
8.34%
1.78
3.15
0.84% 9.24%
0.27
0.42
 Rank: 405
 
Troy B
 
Q13 contest
0.27
07/09/2019 21:38
July19_V7
15.20%
8.34%
1.78
3.16
0.84% 9.24%
0.27
0.42
 Rank: 406
 
alango
 
Q13 contest
0.26
06/21/2019 08:00
q13comp2
3.19%
2.91%
1.47
1.59
0.22% 2.45%
0.26
0.44
 Rank: 407
 
s_poramet
 
Q13 contest
0.26
03/10/2019 03:30
Soccer Field B
13.28%
3.90%
3.39
6.24
0.15% 3.25%
0.26
0.41
 Rank: 408
 
s_poramet
 
Q13 contest
0.26
02/07/2019 21:57
Z Clamp CNR Duo 11
43.69%
10.20%
4.39
7.95
0.46% 9.93%
0.26
0.54
 Rank: 409
 
s_poramet
 
Q13 contest
0.25
02/12/2019 00:54
Z Clamp CNR Trio 10
43.16%
8.90%
4.99
9.38
0.46% 10.07%
0.25
0.53
 Rank: 410
 
leandro43
 
Q13 contest
0.25
05/09/2019 06:18
KIAS
2.01%
18.15%
0.25
0.18
8.99% 14.47%
2.04
3.74
 Rank: 411
 
xxing9703
 
Q13 contest
0.25
01/28/2019 21:39
trendfollowing201901290039
1.04%
6.99%
0.25
0.23
1.04% 3.79%
0.82
1.41
 Rank: 412
 
Troy B
 
Q13 contest
0.25
07/17/2019 18:41
SLPMSTR9
7.35%
8.32%
0.88
1.43
0.81% 9.67%
0.25
0.42
 Rank: 413
 
s_poramet
 
Q13 contest
0.24
02/05/2019 05:58
Triple Cheeseburger 66b - Beef
48.82%
6.84%
7.73
14.59
0.49% 5.90%
0.24
0.49
 Rank: 414
 
s_poramet
 
Q13 contest
0.23
07/28/2019 02:19
Lobo Man EV 01
27.43%
6.54%
4.29
7.88
0.43% 5.49%
0.23
0.35
 Rank: 415
 
surf_with_da_bots
 
Q13 contest
0.23
06/05/2019 19:43
Trend Following Example
2.62%
18.97%
0.23
0.20
6.34% 14.88%
1.36
1.97
 Rank: 416
 
s_poramet
 
Q13 contest
0.23
01/07/2019 02:10
Lvl Hundred 100
18.94%
12.20%
1.82
2.31
0.65% 8.41%
0.23
0.37
 Rank: 417
 
s_poramet
 
Q13 contest
0.21
07/13/2019 10:29
MCPLUS
10.50%
4.21%
2.51
4.22
0.22% 3.09%
0.21
0.32
 Rank: 418
 
s_poramet
 
Q13 contest
0.21
07/26/2019 11:33
VOTxVOT 01
15.98%
6.28%
3.05
4.10
0.39% 5.50%
0.21
0.35
 Rank: 419
 
s_poramet
 
Q13 contest
0.20
02/04/2019 01:28
First Stack Lvl 66b
18.88%
11.57%
1.95
2.40
0.60% 8.73%
0.20
0.29
 Rank: 420
 
s_poramet
 
Q13 contest
0.20
02/07/2019 21:57
Z Clamp CNR Duo 14
37.36%
8.81%
4.40
7.79
0.38% 10.20%
0.20
0.42
 Rank: 421
 
s_poramet
 
Q13 contest
0.20
07/14/2019 21:37
Gwang
10.43%
3.26%
3.22
5.71
0.16% 2.40%
0.20
0.30
 Rank: 422
 
s_poramet
 
Q13 contest
0.20
02/12/2019 00:54
Z Clamp CNR Trio 9
44.73%
8.16%
5.45
11.01
- -%
0.20
-
 Rank: 423
 
ahmedengu
 
Q13 contest
0.19
06/06/2019 06:04
bb
1.52%
6.38%
0.19
0.55
5.16% 9.52%
1.67
25.38
 Rank: 424
 
alango
 
Q13 contest
0.18
07/01/2019 14:10
q13comp7
4.04%
3.16%
1.80
1.85
0.15% 2.43%
0.18
0.29
 Rank: 425
 
s_poramet
 
Q13 contest
0.18
02/04/2019 01:28
First Stack Lvl 66 Selector B
23.91%
13.06%
1.95
3.18
0.78% 12.96%
0.18
0.31