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: 326
 
charless
 
Q13 contest
0.51
07/28/2019 04:02
Q13-293.py
41.92%
3765
6.60%
6.23
13.14
0.39%
36
6.62%
0.51
0.89
 Rank: 327
 
s_poramet
 
Q13 contest
0.51
02/09/2019 00:05
Z Clamp CNR Ranger 9
5.56%
3653
4.89%
1.21
1.86
-3.49%
157
5.08%
0.51
-1.64
 Rank: 328
 
charless
 
Q13 contest
0.50
06/18/2019 23:47
Q13-168.py
288.82%
3739
12.06%
24.04
74.50
-9.01%
65
14.37%
0.50
-3.78
 Rank: 329
 
s_poramet
 
Q13 contest
0.50
02/03/2019 01:09
Y LvlSd Mc1 Miracle 75-2
34.00%
3648
11.42%
3.10
5.08
-8.73%
163
9.97%
0.50
-1.85
 Rank: 330
 
Meters
 
Q13 contest
0.50
02/27/2019 15:30
ql
7.63%
3559
15.42%
0.50
0.80
3.64%
142
14.69%
4.35
0.65
 Rank: 331
 
charless
 
Q13 contest
0.49
05/14/2019 12:45
Q13-052.py
79.49%
3711
4.33%
18.39
123.74
-0.80%
92
2.67%
0.49
-1.42
 Rank: 332
 
s_poramet
 
Q13 contest
0.49
02/27/2019 08:48
PTD Digital
9.75%
3666
9.25%
1.03
1.58
2.75%
145
4.02%
0.49
2.14
 Rank: 333
 
s_poramet
 
Q13 contest
0.49
02/12/2019 00:54
Z Clamp CNR Trio 8
55.97%
3655
9.75%
5.87
11.73
-5.90%
157
6.89%
0.49
-2.31
 Rank: 334
 
Troy B
 
Q13 contest
0.49
07/30/2019 20:54
SLPMSTR14a
3.17%
3727
5.99%
0.49
0.82
4.00%
38
12.04%
2.62
6.56
 Rank: 335
 
s_poramet
 
Q13 contest
0.46
07/30/2019 03:26
xAll SIM 33
32.80%
3774
7.56%
4.23
8.36
2.28%
38
7.99%
0.46
4.34
 Rank: 336
 
s_poramet
 
Q13 contest
0.45
02/10/2019 08:24
Z Clamp CNR Ranger 17
6.90%
3653
4.41%
1.61
2.69
-0.67%
157
4.96%
0.45
-0.35
 Rank: 337
 
s_poramet
 
Q13 contest
0.45
07/13/2019 09:34
Kitty
12.08%
3762
3.38%
3.49
6.54
0.88%
48
2.89%
0.45
2.70
 Rank: 338
 
s_poramet
 
Q13 contest
0.44
01/10/2019 00:29
Y LvlSD Thirty 200
22.30%
3630
5.37%
4.32
7.85
-6.47%
179
3.65%
0.44
-3.84
 Rank: 339
 
s_poramet
 
Q13 contest
0.43
03/02/2019 00:54
Twin Tail
3.83%
3662
2.09%
1.81
3.12
0.57%
142
1.51%
0.43
1.08
 Rank: 340
 
srikaryallala
 
Q13 contest
0.41
07/09/2019 06:31
TrendFollowingOnePointO
7.56%
3753
18.05%
0.41
0.62
0.80%
52
16.89%
0.73
0.34
 Rank: 341
 
s_poramet
 
Q13 contest
0.41
02/07/2019 21:58
Z Clamp CNR Duo 15
44.19%
3652
8.25%
5.54
10.46
-8.35%
159
6.64%
0.41
-3.17
 Rank: 342
 
charless
 
Q13 contest
0.41
06/22/2019 05:48
Q13-215.py
493.54%
3741
12.84%
38.33
152.50
-3.45%
64
16.38%
0.41
-1.14
 Rank: 343
 
s_poramet
 
Q13 contest
0.40
01/26/2019 00:09
Y Clamp CNR Ranger 5
2.95%
3643
1.00%
2.90
5.80
0.64%
168
0.53%
0.40
3.28
 Rank: 344
 
s_poramet
 
Q13 contest
0.40
07/13/2019 10:59
LoveBird
11.85%
3762
3.15%
3.69
7.00
0.62%
48
2.87%
0.40
1.83
 Rank: 345
 
charless
 
Q13 contest
0.39
05/16/2019 15:23
Q13-071.py
381.79%
3717
10.16%
37.70
211.34
-1.42%
91
7.37%
0.39
-0.87
 Rank: 346
 
charless
 
Q13 contest
0.37
07/29/2019 02:58
Q13-334.py
17.60%
3765
7.05%
2.46
4.26
0.15%
37
8.43%
0.37
0.20
 Rank: 347
 
fujin
 
Q13 contest
0.37
07/04/2019 02:42
zirtUchQ12dc
3.50%
3751
5.47%
0.64
0.90
-0.72%
55
5.95%
0.37
-0.81
 Rank: 348
 
s_poramet
 
Q13 contest
0.36
02/24/2019 09:21
Time Keeper
24.61%
3663
5.84%
4.17
7.87
4.50%
147
3.79%
0.36
3.51
 Rank: 349
 
s_poramet
 
Q13 contest
0.36
02/22/2019 08:14
Z LvlSd Ri1 Diamond 80 B
55.44%
3663
7.05%
8.09
17.80
-8.82%
148
4.66%
0.36
-4.95
 Rank: 350
 
s_poramet
 
Q13 contest
0.36
02/03/2019 01:09
Y LvlSd Mc1 Hundred 66b
22.84%
3644
7.77%
2.94
5.16
5.46%
161
7.76%
0.36
1.77