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: 276
 
charless
 
Q13 contest
0.72
07/27/2019 05:18
Q13-284.py
22.64%
3765
6.55%
3.39
6.51
0.52%
36
5.47%
0.72
1.18
 Rank: 277
 
s_poramet
 
Q13 contest
0.71
02/17/2019 02:06
Z Lvl Second Stack 66 Selector B
47.30%
3559
13.95%
3.57
6.34
-0.74%
148
14.07%
0.71
-0.16
 Rank: 278
 
s_poramet
 
Q13 contest
0.71
07/30/2019 03:25
xAll Duo EV 01
28.23%
3774
6.06%
4.56
8.97
0.87%
38
5.91%
0.71
1.82
 Rank: 279
 
s_poramet
 
Q13 contest
0.71
02/12/2019 00:54
Z Clamp CNR Trio 7
40.81%
3655
8.37%
5.02
9.32
-4.80%
156
7.97%
0.71
-1.76
 Rank: 280
 
charless
 
Q13 contest
0.71
07/30/2019 01:46
Q13-341.py
30.24%
3768
6.35%
4.67
9.03
0.42%
37
6.43%
0.71
0.73
 Rank: 281
 
s_poramet
 
Q13 contest
0.71
07/27/2019 06:55
Transplantation 33
33.30%
3772
8.07%
4.03
7.67
1.06%
38
6.24%
0.71
2.02
 Rank: 282
 
s_poramet
 
Q13 contest
0.70
02/10/2019 08:25
Z Clamp CNR Square 3
52.02%
3653
8.84%
6.04
12.09
-6.07%
157
6.73%
0.70
-2.42
 Rank: 283
 
charless
 
Q13 contest
0.70
07/27/2019 05:19
Q13-288.py
30.30%
3767
6.07%
4.89
9.80
0.41%
38
6.19%
0.70
0.79
 Rank: 284
 
s_poramet
 
Q13 contest
0.70
01/02/2019 03:04
Swoosh Lvl Diamond 60
19.06%
3626
4.78%
3.99
7.33
4.36%
186
3.89%
0.70
2.66
 Rank: 285
 
s_poramet
 
Q13 contest
0.69
02/20/2019 08:03
Z LvlSd Mn1 Miracle 75
38.12%
3661
8.82%
4.41
7.98
-3.20%
151
7.96%
0.69
-1.13
 Rank: 286
 
charless
 
Q13 contest
0.68
06/22/2019 05:47
Q13-209.py
442.05%
3741
10.39%
42.74
202.04
-7.57%
61
12.72%
0.68
-3.63
 Rank: 287
 
Troy B
 
Q13 contest
0.68
07/29/2019 20:41
July19_V11B
4.69%
3740
6.91%
0.68
1.10
-0.07%
38
9.42%
1.56
-0.08
 Rank: 288
 
Troy B
 
Q13 contest
0.67
07/31/2019 21:30
July19_V11C
4.68%
3742
6.82%
0.67
1.12
1.23%
36
9.42%
1.60
1.72
 Rank: 289
 
Troy B
 
Q13 contest
0.67
07/28/2019 19:27
July19_V11A
4.38%
3739
6.31%
0.67
1.10
1.11%
39
11.48%
1.41
1.08
 Rank: 290
 
s_poramet
 
Q13 contest
0.66
02/10/2019 08:25
Z Clamp CNR Square 2
42.99%
3653
8.24%
5.39
10.18
-6.25%
158
7.55%
0.66
-2.32
 Rank: 291
 
s_poramet
 
Q13 contest
0.66
02/01/2019 00:05
Y Lvl Mc1 Miracle 75-1b
69.69%
3645
10.75%
6.53
13.50
3.23%
163
7.24%
0.66
1.13
 Rank: 292
 
s_poramet
 
Q13 contest
0.66
01/15/2019 01:20
W Lvl Mc1 Miracle 75-1 B
69.69%
3632
10.75%
6.55
13.50
3.32%
176
7.33%
0.66
1.06
 Rank: 293
 
charless
 
Q13 contest
0.66
05/13/2019 17:42
Q13-043.py
290.90%
3712
7.29%
40.58
312.20
-3.50%
94
5.34%
0.66
-2.55
 Rank: 294
 
s_poramet
 
Q13 contest
0.65
07/05/2019 10:07
S_Appreciation
21.40%
3757
5.77%
3.64
6.70
0.25%
54
3.60%
0.65
0.59
 Rank: 295
 
s_poramet
 
Q13 contest
0.64
02/24/2019 09:21
Digital Clock
21.00%
3663
7.73%
2.70
4.63
3.38%
148
5.61%
0.64
1.64
 Rank: 296
 
Sun73
 
Q13 contest
0.64
06/19/2019 13:48
sun73_v5f_rev14
268.63%
7650
10.05%
26.80
90.27
3.71%
67
31.31%
0.64
0.66
 Rank: 297
 
s_poramet
 
Q13 contest
0.63
02/16/2019 08:22
Z Lvl Mn1 Diamond 80B
93.73%
3658
6.86%
14.06
40.62
-5.70%
152
5.23%
0.63
-2.99
 Rank: 298
 
AlgoQT
 
Q13 contest
0.63
07/23/2019 10:55
BlankTradingStrategy20197231355
3.71%
3765
3.53%
1.03
1.62
0.26%
43
4.64%
0.63
0.54
 Rank: 299
 
charless
 
Q13 contest
0.62
06/08/2019 05:38
Q13-140.py
495.68%
3733
9.04%
55.49
369.58
-8.25%
70
9.33%
0.62
-4.70
 Rank: 300
 
charless
 
Q13 contest
0.62
06/05/2019 20:43
Q13-129.py
45.94%
3729
3.28%
13.92
69.06
-0.57%
76
2.32%
0.62
-1.27