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: 201
 
mwalimudan
 
Q13 contest
1.05
04/30/2019 05:53
DizaineDeTrader
11.30%
15.00%
1.05
1.06
6.40% 13.93%
1.43
2.22
 Rank: 202
 
Troy B
 
Q13 contest
1.05
07/17/2019 18:46
SLPMSTR10
8.23%
6.32%
1.33
2.17
3.20% 9.24%
1.05
1.89
 Rank: 203
 
mwalimudan
 
Q13 contest
1.04
07/26/2019 08:58
SmellItBangQ131
13.12%
10.91%
1.16
1.92
3.50% 10.17%
1.04
1.69
 Rank: 204
 
charless
 
Q13 contest
1.04
07/30/2019 01:46
Q13-341.py
30.04%
6.48%
4.67
8.95
1.97% 5.66%
1.04
1.87
 Rank: 205
 
mwalimudan
 
Q13 contest
1.04
04/30/2019 05:51
OnziemeDeTrader
11.04%
15.02%
1.04
1.03
7.89% 14.04%
1.77
2.83
 Rank: 206
 
Troy B
 
Q13 contest
1.03
07/12/2019 22:10
TB_Lin_Reg
11.13%
13.47%
1.03
1.27
5.16% 9.53%
1.67
25.39
 Rank: 207
 
KOBAS
 
Q13 contest
1.03
04/05/2019 05:57
190213MiKJJMDAT1
13.12%
13.26%
1.04
1.53
3.43% 10.08%
1.03
1.97
 Rank: 208
 
s_poramet
 
Q13 contest
1.03
07/16/2019 06:07
Piggy
9.33%
2.87%
3.37
5.94
0.74% 2.13%
1.03
1.65
 Rank: 209
 
charless
 
Q13 contest
1.03
05/04/2019 23:43
Q13-004.py
203.80%
6.79%
33.39
132.05
1.54% 4.44%
1.03
1.89
 Rank: 210
 
Troy B
 
Q13 contest
1.02
07/12/2019 22:06
TB_Lin_Reg
11.41%
13.89%
1.02
1.26
5.16% 9.53%
1.67
25.37
 Rank: 211
 
s_poramet
 
Q13 contest
1.01
01/12/2019 07:47
W Lvlsd Mc1 Miracle 75-All
31.56%
9.70%
3.72
5.32
3.33% 10.02%
1.01
1.46
 Rank: 212
 
s_poramet
 
Q13 contest
1.00
01/12/2019 07:47
W Lvlsd Mc1 Miracle 75-3
28.17%
12.33%
2.66
3.52
3.23% 9.73%
1.00
1.60
 Rank: 213
 
s_poramet
 
Q13 contest
0.99
02/10/2019 08:25
Z Clamp CNR Square 3
51.91%
8.84%
6.04
12.06
1.56% 8.89%
0.99
2.10
 Rank: 214
 
charless
 
Q13 contest
0.98
05/21/2019 11:24
Q13-083.py
88.40%
3.59%
26.66
136.10
0.77% 2.31%
0.98
1.68
 Rank: 215
 
s_poramet
 
Q13 contest
0.98
02/01/2019 00:04
Y Lvl Mc1 Miracle 75-1
61.22%
11.19%
5.86
10.55
3.04% 9.40%
0.98
1.76
 Rank: 216
 
s_poramet
 
Q13 contest
0.98
01/14/2019 02:22
W Lvl Mc1 Miracle 75-1
62.90%
11.02%
5.88
11.29
3.04% 9.40%
0.98
1.76
 Rank: 217
 
s_poramet
 
Q13 contest
0.96
02/05/2019 06:02
w_lvlpvo_ascence_stack2_miracle66.py
11.86%
7.38%
1.91
2.46
1.59% 4.91%
0.96
1.52
 Rank: 218
 
charless
 
Q13 contest
0.95
06/09/2019 10:19
Q13-153.py
153.01%
6.93%
23.85
98.79
1.62% 5.08%
0.95
1.60
 Rank: 219
 
s_poramet
 
Q13 contest
0.95
07/16/2019 08:08
Mc Waffle
14.79%
3.61%
4.08
7.57
0.80% 2.49%
0.95
1.40
 Rank: 220
 
fujin
 
Q13 contest
0.95
07/07/2019 02:05
patsan
4.18%
4.14%
0.95
1.61
2.92% 3.31%
2.66
4.71
 Rank: 221
 
Troy B
 
Q13 contest
0.95
07/27/2019 21:17
Hedge2
2.00%
2.33%
0.95
1.34
1.22% 1.85%
1.95
3.46
 Rank: 222
 
Troy B
 
Q13 contest
0.94
07/27/2019 20:33
Hedge1
1.94%
2.29%
0.94
1.31
0.86% 1.84%
1.39
2.32
 Rank: 223
 
Troy B
 
Q13 contest
0.94
07/29/2019 18:35
Hedge2A
0.29%
0.33%
0.94
1.31
0.23% 0.51%
1.33
2.08
 Rank: 224
 
Troy B
 
Q13 contest
0.94
07/22/2019 09:47
July19_V11
22.85%
10.02%
2.26
4.13
3.28% 10.55%
0.94
1.51
 Rank: 225
 
Troy B
 
Q13 contest
0.94
07/21/2019 17:02
July19_V11
23.00%
10.03%
2.25
4.15
3.28% 10.55%
0.94
1.51