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: 226
 
s_poramet
 
Q13 contest
1.09
02/17/2019 02:06
Z Lvl Second Stack 66 Selector
49.88%
3559
15.10%
3.48
6.25
0.36%
148
15.73%
1.09
0.07
 Rank: 227
 
Troy B
 
Q13 contest
1.09
07/18/2019 20:37
SLPMSTR15
7.50%
3719
6.54%
1.09
1.95
6.82%
45
11.87%
2.39
10.18
 Rank: 228
 
Sun73
 
Q13 contest
1.08
06/29/2019 04:52
sun73_v9d_rev2
26.49%
7657
6.34%
4.10
7.98
0.74%
59
11.03%
1.08
0.45
 Rank: 229
 
charless
 
Q13 contest
1.07
05/14/2019 12:45
Q13-050.py
111.26%
3714
4.74%
23.59
172.40
0.09%
93
3.84%
1.07
0.12
 Rank: 230
 
Troy B
 
Q13 contest
1.07
07/29/2019 20:38
Vortex1B
13.42%
3745
8.66%
1.51
2.56
2.42%
38
9.82%
1.07
3.50
 Rank: 231
 
Troy B
 
Q13 contest
1.06
07/14/2019 19:15
SLPMSTR2
10.75%
3714
9.68%
1.06
1.79
5.74%
49
11.39%
2.05
6.13
 Rank: 232
 
s_poramet
 
Q13 contest
1.05
02/11/2019 00:22
Z Clamp CNR Square 10
56.58%
3654
7.62%
7.68
16.53
-9.19%
154
6.33%
1.05
-3.75
 Rank: 233
 
s_poramet
 
Q13 contest
1.05
07/05/2019 10:09
a_Collection_d
21.19%
3757
6.91%
2.99
5.67
2.09%
55
5.77%
1.05
3.35
 Rank: 234
 
AlgoQT
 
Q13 contest
1.05
07/23/2019 06:29
SP128_0723_v2
2.91%
3765
2.39%
1.18
1.95
0.55%
42
2.80%
1.05
2.13
 Rank: 235
 
s_poramet
 
Q13 contest
1.05
02/02/2019 02:47
Y LvlSd Mc1 Bronze 75-1
43.77%
3648
5.51%
7.96
17.52
3.19%
162
3.52%
1.05
2.46
 Rank: 236
 
s_poramet
 
Q13 contest
1.05
01/12/2019 07:45
W Lvlsd Mc1 Bronze 75-1
43.77%
3633
5.51%
7.98
17.52
4.08%
177
3.46%
1.05
2.92
 Rank: 237
 
s_poramet
 
Q13 contest
1.04
07/02/2019 11:09
T_Appreciation
27.85%
3754
5.55%
4.94
9.68
-0.29%
57
3.72%
1.04
-0.57
 Rank: 238
 
Troy B
 
Q13 contest
1.03
07/12/2019 22:10
TB_Lin_Reg
13.51%
3755
12.54%
1.03
1.87
5.16%
49
12.76%
2.98
36.10
 Rank: 239
 
Troy B
 
Q13 contest
1.02
07/12/2019 22:06
TB_Lin_Reg
13.86%
3755
13.01%
1.02
1.83
5.16%
49
12.76%
2.98
36.07
 Rank: 240
 
charless
 
Q13 contest
1.01
05/13/2019 17:42
Q13-040.py
96.70%
3714
4.14%
23.44
167.21
-0.53%
90
2.82%
1.01
-0.89
 Rank: 241
 
s_poramet
 
Q13 contest
1.00
07/31/2019 08:09
xAll SIM EV 33
32.94%
3775
6.79%
4.74
9.22
1.69%
36
7.29%
1.00
3.46
 Rank: 242
 
AlgoQT
 
Q13 contest
1.00
06/25/2019 13:04
Sp102720196251604
3.17%
3744
2.46%
1.24
2.07
1.25%
62
2.63%
1.00
3.30
 Rank: 243
 
AlgoQT
 
Q13 contest
1.00
06/25/2019 12:41
BlankTradingStrategy20196251541
2.99%
3744
2.45%
1.17
1.94
1.25%
62
2.63%
1.00
3.30
 Rank: 244
 
charless
 
Q13 contest
0.99
07/28/2019 04:03
Q13-309.py
24.17%
3768
6.48%
3.65
6.59
1.28%
38
7.48%
0.99
1.88
 Rank: 245
 
charless
 
Q13 contest
0.98
05/13/2019 17:42
Q13-038.py
162.33%
3712
6.48%
25.10
138.42
2.10%
92
5.42%
0.98
1.85
 Rank: 246
 
Sun73
 
Q13 contest
0.98
07/01/2019 12:20
sun73_v9a_rev3c
21.22%
7658
6.45%
3.22
5.72
0.52%
59
8.74%
0.98
0.44
 Rank: 247
 
Troy B
 
Q13 contest
0.97
07/17/2019 18:46
SLPMSTR10
8.52%
3749
6.19%
1.33
2.31
3.33%
46
9.38%
0.97
3.69
 Rank: 248
 
KOBAS
 
Q13 contest
0.96
04/05/2019 05:53
190213MiKJJDAT6_2
5.64%
3688
3.85%
1.42
2.47
2.63%
118
3.32%
0.96
3.09
 Rank: 249
 
s_poramet
 
Q13 contest
0.95
07/05/2019 10:09
a_Collection_b
21.08%
3757
6.85%
3.01
5.66
2.21%
55
6.13%
0.95
3.45
 Rank: 250
 
fujin
 
Q13 contest
0.95
07/07/2019 02:05
patsan
4.00%
3751
4.07%
0.95
1.57
1.41%
53
3.68%
1.29
3.29