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: 301
 
charless
 
Q13 contest
0.43
07/27/2019 05:18
Q13-283.py
21.75%
7.18%
2.98
5.36
0.64% 6.88%
0.43
0.75
 Rank: 302
 
Troy B
 
Q13 contest
0.41
07/29/2019 20:26
Balanced_Stable5A
7.68%
4.24%
1.79
3.06
0.35% 3.87%
0.41
0.61
 Rank: 303
 
s_poramet
 
Q13 contest
0.41
07/27/2019 06:55
Transplantation 33
33.08%
8.05%
4.03
7.63
0.51% 5.74%
0.41
0.69
 Rank: 304
 
s_poramet
 
Q13 contest
0.41
01/15/2019 01:23
W LvlSD Mn1 Diamond 80 B
71.16%
5.00%
14.55
41.78
0.37% 4.19%
0.41
0.71
 Rank: 305
 
s_poramet
 
Q13 contest
0.40
01/18/2019 02:01
W Clamp CNR Pentagon 6
52.31%
7.83%
6.80
13.98
0.74% 9.62%
0.40
0.60
 Rank: 306
 
s_poramet
 
Q13 contest
0.40
02/12/2019 00:53
Z Clamp CNR Trio 2
46.97%
9.22%
5.22
9.95
0.65% 9.00%
0.40
0.80
 Rank: 307
 
s_poramet
 
Q13 contest
0.40
03/10/2019 04:34
Mama Pitbull
13.44%
4.64%
2.84
4.99
0.31% 4.22%
0.40
0.68
 Rank: 308
 
s_poramet
 
Q13 contest
0.40
01/10/2019 00:26
Y Lvl Thirty 100
36.46%
11.21%
3.53
5.59
1.12% 13.37%
0.40
0.79
 Rank: 309
 
Troy B
 
Q13 contest
0.39
07/28/2019 21:34
Balanced_Stable4A
3.98%
3.23%
1.22
1.98
0.37% 4.21%
0.39
0.63
 Rank: 310
 
ptoolis
 
Q13 contest
0.39
07/14/2019 17:45
spbayesmassetprod
3.12%
5.98%
0.53
0.80
0.76% 9.32%
0.39
0.62
 Rank: 311
 
Troy B
 
Q13 contest
0.39
07/27/2019 16:05
BalStabHedge1
0.11%
0.28%
0.39
0.59
0.09% 0.64%
0.62
1.08
 Rank: 312
 
s_poramet
 
Q13 contest
0.39
01/14/2019 02:26
W LvlSD Mn1 Diamond 80
65.14%
6.38%
10.34
23.96
0.43% 5.02%
0.39
0.75
 Rank: 313
 
s_poramet
 
Q13 contest
0.39
02/09/2019 00:06
Z Clamp CNR Ranger 15
5.31%
2.49%
2.15
3.97
0.11% 1.51%
0.39
0.55
 Rank: 314
 
s_poramet
 
Q13 contest
0.39
01/12/2019 07:47
W Lvlsd Mc1 Miracle 75-1
34.36%
11.22%
3.09
5.28
1.31% 15.61%
0.39
0.55
 Rank: 315
 
s_poramet
 
Q13 contest
0.39
07/31/2019 08:17
xAll SMA EV 01
23.71%
6.98%
3.34
6.13
0.42% 5.09%
0.39
0.69
 Rank: 316
 
s_poramet
 
Q13 contest
0.38
07/27/2019 06:45
Transplantation 01
33.34%
8.72%
3.74
6.95
0.52% 6.43%
0.38
0.72
 Rank: 317
 
s_poramet
 
Q13 contest
0.38
02/24/2019 09:21
Digital Clock
20.88%
7.72%
2.70
4.60
0.56% 7.05%
0.38
0.57
 Rank: 318
 
Sun73
 
Q13 contest
0.37
06/19/2019 13:48
sun73_v5f_rev14
151.93%
12.96%
12.44
32.58
3.19% 40.76%
0.37
0.54
 Rank: 319
 
s_poramet
 
Q13 contest
0.37
01/26/2019 00:08
Y Clamp CNR Proto
37.85%
7.64%
5.44
9.45
0.69% 9.65%
0.37
0.56
 Rank: 320
 
s_poramet
 
Q13 contest
0.36
02/10/2019 08:25
Z Clamp CNR Square 4
45.04%
8.69%
5.35
10.20
0.64% 9.79%
0.36
0.75
 Rank: 321
 
saltzmanjoelh
 
Q13 contest
0.35
07/31/2019 23:32
simpleTS
6.53%
18.63%
0.35
0.54
1.36% 18.51%
0.36
0.54
 Rank: 322
 
s_poramet
 
Q13 contest
0.35
07/27/2019 06:31
Transplantation
34.47%
8.43%
4.01
7.50
0.46% 5.98%
0.35
0.66
 Rank: 323
 
Eric Hamer
 
Q13 contest
0.35
03/22/2019 13:11
macro_data
3.03%
7.40%
0.35
0.67
2.91% 5.27%
2.61
4.79
 Rank: 324
 
Eric Hamer
 
Q13 contest
0.35
03/22/2019 13:13
macro_data
3.04%
7.40%
0.35
0.67
2.96% 5.32%
2.69
4.93
 Rank: 325
 
s_poramet
 
Q13 contest
0.35
07/19/2019 10:13
Kerbera
12.20%
6.97%
1.72
2.79
0.42% 5.55%
0.35
0.51