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

JOIN Q13
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.
TradingDays
Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance
TradingDays
Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 1
 
s_poramet
 
Q13 contest
0.00
01/01/2019 00:02
Mirror LvlA Coin
39.89%
2441
7.34%
5.45
11.96
465.02%
1267
---
---
---
 Rank: 2
 
s_poramet
 
Q13 contest
0.00
01/01/2019 00:02
Diamond Rank 85
77.69%
2479
28.40%
2.53
4.48
3,084.98%
1281
---
---
---
 Rank: 3
 
s_poramet
 
Q13 contest
0.00
01/01/2019 00:02
Diamond Rank 85 Reflector
66.03%
2477
28.47%
2.52
3.79
1,104.18%
1281
---
---
---
 Rank: 4
 
s_poramet
 
Q13 contest
0.00
01/01/2019 00:03
LvlA PVO Coin
39.41%
2441
8.72%
4.77
9.58
353.85%
1267
---
---
---
 Rank: 5
 
s_poramet
 
Q13 contest
0.00
01/01/2019 00:03
LvlA PVO Coin Reflector
39.45%
2441
8.66%
4.75
9.50
363.86%
1267
---
---
---
 Rank: 6
 
s_poramet
 
Q13 contest
0.00
01/01/2019 00:03
LvlA PVO Ground
108.89%
2422
20.31%
6.25
11.77
1,022.01%
1250
---
---
---
 Rank: 7
 
s_poramet
 
Q13 contest
0.00
01/01/2019 00:04
LvlA PVO Ground Reflector
101.02%
2422
19.89%
6.10
11.06
750.02%
1250
---
---
---
 Rank: 8
 
s_poramet
 
Q13 contest
0.00
01/01/2019 02:53
PP Diamond 90
37.42%
2478
21.28%
1.58
2.59
355.73%
1281
---
---
---
 Rank: 9
 
s_poramet
 
Q13 contest
0.00
01/01/2019 02:53
PP Gold 85
24.46%
2484
8.11%
3.03
4.78
164.89%
1282
---
---
---
 Rank: 10
 
s_poramet
 
Q13 contest
0.00
01/01/2019 03:00
PP Gold 85 Reflector
23.62%
2484
9.19%
2.83
4.06
118.54%
1283
---
---
---
 Rank: 11
 
Phang Chee Haw
 
Q13 contest
0.00
01/01/2019 09:19
trendFollowing
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 12
 
s_poramet
 
Q13 contest
0.00
01/02/2019 03:01
Swoosh Lvl Gold 60
22.57%
2484
4.93%
4.48
8.56
144.61%
1282
---
---
---
 Rank: 13
 
s_poramet
 
Q13 contest
0.00
01/02/2019 03:02
Swoosh Lvl Gold 70
32.04%
2484
5.09%
6.03
12.60
258.28%
1283
---
---
---
 Rank: 14
 
s_poramet
 
Q13 contest
0.00
01/02/2019 03:02
Swoosh Lvl Gold 80
37.18%
2484
5.98%
5.80
12.47
335.84%
1282
---
---
---
 Rank: 15
 
s_poramet
 
Q13 contest
0.00
01/02/2019 03:02
Swoosh Lvl Gold 85
41.19%
2484
8.29%
4.64
9.46
388.36%
1283
---
---
---
 Rank: 16
 
s_poramet
 
Q13 contest
0.00
01/02/2019 03:02
Swoosh Lvl Gold 90
43.23%
2484
10.14%
4.36
7.89
342.64%
1282
---
---
---
 Rank: 17
 
s_poramet
 
Q13 contest
0.00
01/02/2019 03:04
Swoosh Lvl Diamond 60
19.30%
2484
4.78%
3.92
7.43
121.63%
1282
---
---
---
 Rank: 18
 
s_poramet
 
Q13 contest
0.00
01/02/2019 03:04
Swoosh Lvl Diamond 70
29.38%
2484
5.47%
5.07
10.36
226.14%
1282
---
---
---
 Rank: 19
 
s_poramet
 
Q13 contest
0.00
01/02/2019 03:05
Swoosh Lvl Diamond 80
29.21%
2484
9.05%
3.02
5.77
224.47%
1283
---
---
---
 Rank: 20
 
s_poramet
 
Q13 contest
0.00
01/02/2019 03:05
Swoosh Lvl Diamond 85
30.90%
2484
15.66%
1.70
3.23
322.82%
1282
---
---
---
 Rank: 21
 
tylernass
 
Q13 contest
0.00
01/02/2019 14:32
temp
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 22
 
s_poramet
 
Q13 contest
0.00
01/03/2019 03:44
Swoosh Lvl Gold 99 Mini
21.43%
2473
14.18%
1.78
2.48
100.45%
1280
---
---
---
 Rank: 23
 
s_poramet
 
Q13 contest
0.00
01/03/2019 03:45
Swoosh Lvl Gold 90 Mini
43.40%
2481
9.87%
4.60
8.19
304.36%
1282
---
---
---
 Rank: 24
 
s_poramet
 
Q13 contest
0.00
01/03/2019 03:45
Swoosh Lvl Gold 85 Mini
40.82%
2482
7.44%
5.17
10.85
382.02%
1282
---
---
---
 Rank: 25
 
s_poramet
 
Q13 contest
0.00
01/03/2019 03:45
Swoosh Lvl Gold 80 Mini
37.20%
2482
5.21%
6.70
15.16
346.63%
1282
---
---
---