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: 351
 
mwalimudan
 
Q13 contest
0.26
05/10/2019 05:56
CongenitalOptimistQ13
9.05%
12.35%
0.78
1.17
0.50% 8.94%
0.26
0.46
 Rank: 352
 
charless
 
Q13 contest
0.26
05/21/2019 11:24
Q13-083.py
92.07%
3.52%
26.66
235.25
0.15% 2.69%
0.26
0.45
 Rank: 353
 
Troy B
 
Q13 contest
0.26
07/29/2019 20:30
July19_V6A
5.98%
7.60%
0.79
1.23
0.76% 13.24%
0.26
0.40
 Rank: 354
 
Troy B
 
Q13 contest
0.26
07/08/2019 19:08
July19_V3
17.77%
10.98%
1.61
2.75
0.72% 13.69%
0.26
0.40
 Rank: 355
 
s_poramet
 
Q13 contest
0.26
03/10/2019 03:30
Soccer Field B
13.28%
3.90%
3.39
6.24
0.15% 3.25%
0.26
0.41
 Rank: 356
 
leandro43
 
Q13 contest
0.26
05/13/2019 01:22
SP.X1
4.47%
17.05%
0.26
0.44
3.55% 17.81%
0.97
1.56
 Rank: 357
 
leandro43
 
Q13 contest
0.26
05/13/2019 04:57
BlankTradingStrategy20195131357
4.46%
17.06%
0.26
0.44
3.45% 18.14%
0.96
1.55
 Rank: 358
 
s_poramet
 
Q13 contest
0.26
02/07/2019 21:57
Z Clamp CNR Duo 11
43.69%
10.20%
4.39
7.95
0.46% 9.93%
0.26
0.54
 Rank: 359
 
s_poramet
 
Q13 contest
0.25
02/05/2019 05:58
Triple Cheeseburger 66b - Beef
51.46%
6.76%
7.73
16.34
0.34% 6.29%
0.25
0.51
 Rank: 360
 
s_poramet
 
Q13 contest
0.25
07/13/2019 10:29
MCPLUS
10.75%
4.24%
2.51
4.30
0.21% 3.84%
0.25
0.40
 Rank: 361
 
s_poramet
 
Q13 contest
0.25
02/12/2019 00:54
Z Clamp CNR Trio 10
43.16%
8.90%
4.99
9.38
0.46% 10.07%
0.25
0.53
 Rank: 362
 
leandro43
 
Q13 contest
0.25
05/09/2019 06:18
KIAS
5.01%
17.41%
0.25
0.49
12.03% 17.42%
4.01
7.43
 Rank: 363
 
s_poramet
 
Q13 contest
0.25
02/24/2019 01:55
Wheel of Fortune v3
12.08%
6.50%
1.87
3.03
0.31% 5.96%
0.25
0.36
 Rank: 364
 
charless
 
Q13 contest
0.25
06/08/2019 05:39
Q13-142.py
396.03%
10.06%
39.98
187.09
0.47% 9.05%
0.25
0.45
 Rank: 365
 
s_poramet
 
Q13 contest
0.24
01/09/2019 00:11
Y Lvl Hundred 100
19.69%
11.84%
1.78
2.56
0.47% 9.02%
0.24
0.41
 Rank: 366
 
s_poramet
 
Q13 contest
0.24
07/30/2019 03:26
xAll SIM
29.75%
15.95%
1.82
3.24
1.00% 19.55%
0.24
0.51
 Rank: 367
 
Sun73
 
Q13 contest
0.24
07/01/2019 12:22
sun73_v9b_rev3c
22.70%
6.61%
3.41
6.05
0.54% 10.26%
0.24
0.37
 Rank: 368
 
mwalimudan
 
Q13 contest
0.24
05/09/2019 05:11
SmellItBangBoom
10.24%
11.87%
0.86
1.36
0.61% 12.06%
0.24
0.33
 Rank: 369
 
s_poramet
 
Q13 contest
0.23
02/16/2019 08:22
Z Lvl Mn1 Miracle 75
62.88%
13.24%
4.89
8.97
0.68% 13.88%
0.23
0.38
 Rank: 370
 
surf_with_da_bots
 
Q13 contest
0.23
06/05/2019 19:43
Trend Following Example
4.49%
18.26%
0.23
0.37
1.09% 18.00%
0.28
0.42
 Rank: 371
 
s_poramet
 
Q13 contest
0.23
01/07/2019 02:12
LvlSD Eighty 200
16.87%
4.76%
3.58
6.56
0.18% 3.82%
0.23
0.41
 Rank: 372
 
Sun73
 
Q13 contest
0.23
06/29/2019 04:56
sun73_v9e_rev4
32.42%
6.59%
4.82
9.74
0.33% 6.52%
0.23
0.40
 Rank: 373
 
s_poramet
 
Q13 contest
0.22
07/27/2019 07:26
XMN 01
14.39%
6.40%
2.21
3.96
0.15% 3.09%
0.22
0.40
 Rank: 374
 
s_poramet
 
Q13 contest
0.22
01/12/2019 07:46
W Lvlsd Mc1 Hundred 66
19.68%
11.39%
1.69
2.77
0.52% 11.07%
0.22
0.32
 Rank: 375
 
s_poramet
 
Q13 contest
0.22
07/19/2019 09:42
oBerry
13.65%
6.10%
2.20
3.66
0.29% 6.03%
0.22
0.33