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: 376
 
s_poramet
 
Q13 contest
0.21
07/14/2019 21:37
Gwang
10.78%
3.29%
3.22
5.85
0.13% 3.13%
0.21
0.34
 Rank: 377
 
s_poramet
 
Q13 contest
0.21
07/30/2019 03:25
xAll Duo 33
29.82%
6.45%
4.53
9.13
0.18% 3.93%
0.21
0.32
 Rank: 378
 
s_poramet
 
Q13 contest
0.20
02/07/2019 21:57
Z Clamp CNR Duo 14
37.36%
8.81%
4.40
7.79
0.38% 10.20%
0.20
0.42
 Rank: 379
 
AlgoQT
 
Q13 contest
0.20
07/23/2019 06:29
SP128_0723_v2
2.87%
2.39%
1.18
1.92
0.12% 2.78%
0.20
0.36
 Rank: 380
 
s_poramet
 
Q13 contest
0.20
07/21/2019 01:44
TVO2
17.99%
4.96%
3.57
6.19
0.16% 3.79%
0.20
0.33
 Rank: 381
 
s_poramet
 
Q13 contest
0.20
02/12/2019 00:54
Z Clamp CNR Trio 9
44.73%
8.16%
5.45
11.01
- -%
0.20
-
 Rank: 382
 
s_poramet
 
Q13 contest
0.19
07/29/2019 02:11
XMC SIM EV 01
17.71%
5.05%
3.44
6.47
0.16% 3.99%
0.19
0.31
 Rank: 383
 
ahmedengu
 
Q13 contest
0.19
06/06/2019 06:04
bb
1.54%
6.41%
0.19
0.55
5.16% 11.81%
2.15
32.76
 Rank: 384
 
charless
 
Q13 contest
0.19
06/10/2019 15:30
Q13-159.py
348.60%
9.55%
37.29
175.42
0.40% 9.82%
0.19
0.33
 Rank: 385
 
fujin
 
Q13 contest
0.19
07/04/2019 02:42
zirtUchQ12dc
3.48%
5.47%
0.64
0.89
0.25% 6.27%
0.19
0.27
 Rank: 386
 
charless
 
Q13 contest
0.19
05/12/2019 14:48
Q13-036.py
81.52%
3.58%
23.07
207.39
0.08% 1.93%
0.19
0.32
 Rank: 387
 
AlgoQT
 
Q13 contest
0.18
06/25/2019 12:41
BlankTradingStrategy20196251541
2.96%
2.45%
1.17
1.92
0.11% 2.81%
0.18
0.31
 Rank: 388
 
Troy B
 
Q13 contest
0.18
07/29/2019 18:50
Balanced_Stable1A
3.98%
3.23%
1.23
1.98
0.17% 4.52%
0.18
0.28
 Rank: 389
 
Troy B
 
Q13 contest
0.18
07/22/2019 14:13
Balanced_Stable1
8.47%
4.23%
1.97
3.44
0.17% 4.52%
0.18
0.27
 Rank: 390
 
s_poramet
 
Q13 contest
0.18
01/27/2019 02:16
Y Clamp CNR Ranger 10
8.39%
5.16%
1.64
2.80
0.14% 4.32%
0.18
0.35
 Rank: 391
 
dimamalkov
 
Q13 contest
0.18
06/07/2019 12:03
futuresTechnicalIndex20190607
0.63%
3.50%
0.18
0.28
0.15% 3.50%
0.20
0.29
 Rank: 392
 
s_poramet
 
Q13 contest
0.17
02/12/2019 00:53
Z Clamp CNR Trio 4
38.05%
8.71%
4.49
8.13
0.31% 9.88%
0.17
0.38
 Rank: 393
 
s_poramet
 
Q13 contest
0.17
02/02/2019 02:46
Y LvlSd Mc1 Bicent 60b
14.07%
6.32%
2.27
3.76
0.22% 5.91%
0.17
0.28
 Rank: 394
 
KOBAS
 
Q13 contest
0.17
04/18/2019 14:34
B10KOBAS04A6A00
4.66%
4.41%
1.06
1.68
0.20% 5.51%
0.17
0.33
 Rank: 395
 
charless
 
Q13 contest
0.17
07/29/2019 02:58
Q13-334.py
17.49%
7.05%
2.46
4.23
0.30% 8.31%
0.17
0.28
 Rank: 396
 
s_poramet
 
Q13 contest
0.16
02/03/2019 01:09
Y LvlSd Mc1 Hundred 66
19.66%
11.39%
1.70
2.77
0.39% 10.97%
0.16
0.24
 Rank: 397
 
s_poramet
 
Q13 contest
0.16
02/24/2019 09:21
Time Keeper
24.45%
5.83%
4.17
7.82
0.15% 4.24%
0.16
0.26
 Rank: 398
 
charless
 
Q13 contest
0.16
05/13/2019 17:42
Q13-039.py
233.98%
7.03%
34.16
245.09
0.19% 5.64%
0.16
0.28
 Rank: 399
 
Troy B
 
Q13 contest
0.16
07/14/2019 16:27
TB_Bol4
9.88%
12.36%
0.82
1.27
0.89% 26.27%
0.16
0.24
 Rank: 400
 
s_poramet
 
Q13 contest
0.16
01/12/2019 07:47
W Lvlsd Mc1 Miracle 75-All
34.37%
9.43%
3.72
6.32
0.38% 11.30%
0.16
0.22