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 Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 251
 
charless
 
Q13 contest
0.64
05/12/2019 14:48
Q13-035.py
83.85%
3.62%
23.52
189.63
0.34% 2.49%
0.64
1.16
 Rank: 252
 
s_poramet
 
Q13 contest
0.63
02/12/2019 00:54
Z Clamp CNR Trio 8
55.82%
9.74%
5.87
11.69
1.05% 9.34%
0.63
1.21
 Rank: 253
 
s_poramet
 
Q13 contest
0.62
02/05/2019 06:02
PVO Miracle 66
31.00%
8.59%
3.66
5.97
0.94% 6.87%
0.62
1.00
 Rank: 254
 
charless
 
Q13 contest
0.62
06/08/2019 05:40
Q13-147.py
97.99%
3.92%
25.22
158.91
0.31% 2.37%
0.62
1.20
 Rank: 255
 
charless
 
Q13 contest
0.61
07/30/2019 01:45
Q13-337.py
26.19%
7.07%
3.67
6.66
1.03% 7.66%
0.61
1.05
 Rank: 256
 
s_poramet
 
Q13 contest
0.61
07/29/2019 01:18
Cookie Box 33
23.50%
5.32%
4.36
8.52
0.68% 5.05%
0.61
0.95
 Rank: 257
 
alango
 
Q13 contest
0.61
06/21/2019 08:04
q13comp1
4.03%
2.69%
1.47
2.44
0.43% 3.31%
0.61
1.13
 Rank: 258
 
s_poramet
 
Q13 contest
0.61
02/12/2019 00:54
Z Clamp CNR Trio 6
43.11%
8.56%
5.20
9.72
1.09% 10.04%
0.61
1.27
 Rank: 259
 
s_poramet
 
Q13 contest
0.60
01/08/2019 00:08
wpass Fifty 70
12.13%
7.79%
1.58
2.52
0.80% 6.08%
0.60
1.02
 Rank: 260
 
s_poramet
 
Q13 contest
0.60
03/09/2019 05:17
Turn All
15.66%
7.30%
2.18
3.67
0.64% 5.92%
0.60
1.07
 Rank: 261
 
alango
 
Q13 contest
0.60
06/21/2019 08:00
q13comp2
3.82%
2.54%
1.47
2.45
0.37% 2.89%
0.60
1.03
 Rank: 262
 
s_poramet
 
Q13 contest
0.59
07/29/2019 01:23
Cookie Box EV 33
23.59%
5.30%
4.38
8.57
0.65% 5.21%
0.59
0.94
 Rank: 263
 
s_poramet
 
Q13 contest
0.57
07/31/2019 08:17
xAll SMA EV 33
23.82%
6.45%
3.64
6.89
0.77% 6.18%
0.57
1.17
 Rank: 264
 
s_poramet
 
Q13 contest
0.56
02/06/2019 00:33
Z Clamp CNR Duo 6
56.94%
11.28%
5.16
9.89
1.04% 10.40%
0.56
1.12
 Rank: 265
 
charless
 
Q13 contest
0.56
05/05/2019 22:07
Q13-012.py
336.56%
7.95%
43.35
445.09
0.48% 3.98%
0.56
0.95
 Rank: 266
 
s_poramet
 
Q13 contest
0.55
01/05/2019 00:07
Swoosh Lvl Gold 80 Mini Reflector
35.05%
5.10%
7.08
14.45
0.53% 4.35%
0.55
1.04
 Rank: 267
 
charless
 
Q13 contest
0.55
06/09/2019 10:19
Q13-156.py
56.99%
3.79%
15.05
69.79
0.29% 2.47%
0.55
1.02
 Rank: 268
 
s_poramet
 
Q13 contest
0.53
07/20/2019 11:17
Timeout Mastery
18.79%
4.29%
4.31
8.02
0.51% 4.39%
0.53
0.76
 Rank: 269
 
s_poramet
 
Q13 contest
0.53
07/28/2019 01:46
Holy Grail EV 33
37.56%
7.06%
5.22
10.41
0.54% 5.16%
0.53
0.85
 Rank: 270
 
s_poramet
 
Q13 contest
0.52
02/10/2019 08:26
Z Clamp CNR Square 5
42.97%
8.49%
5.22
9.87
0.91% 9.75%
0.52
1.17
 Rank: 271
 
s_poramet
 
Q13 contest
0.52
02/11/2019 00:23
Z Clamp CNR Trio 1
38.10%
8.36%
4.71
8.54
0.91% 9.68%
0.52
1.15
 Rank: 272
 
s_poramet
 
Q13 contest
0.52
07/14/2019 01:19
Late Knight
12.17%
4.81%
2.51
4.46
0.52% 4.72%
0.52
0.82
 Rank: 273
 
s_poramet
 
Q13 contest
0.52
01/03/2019 03:48
Swoosh Lvl Diamond 70 Mini
31.06%
4.24%
7.49
16.03
0.36% 3.15%
0.52
0.91
 Rank: 274
 
s_poramet
 
Q13 contest
0.52
07/16/2019 10:38
Geeberry
12.17%
3.29%
3.65
6.75
0.31% 2.86%
0.52
0.74
 Rank: 275
 
charless
 
Q13 contest
0.52
07/27/2019 05:18
Q13-285.py
20.08%
6.22%
3.18
5.78
0.66% 5.82%
0.52
0.83