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: 376
 
Sun73
 
Q13 contest
0.29
06/28/2019 04:18
sun73_v9a_rev1
23.35%
7657
5.54%
4.13
7.71
-1.50%
60
4.88%
0.29
-1.85
 Rank: 377
 
charless
 
Q13 contest
0.28
05/11/2019 04:35
Q13-019.py
111.35%
3713
4.01%
27.99
306.19
-0.59%
94
2.23%
0.28
-1.15
 Rank: 378
 
fujin
 
Q13 contest
0.28
07/07/2019 02:08
newM
2.93%
3752
2.50%
1.14
1.87
0.69%
53
2.76%
0.28
1.97
 Rank: 379
 
Sun73
 
Q13 contest
0.28
07/01/2019 12:20
sun73_v9a_rev3b
23.28%
7658
7.58%
3.04
5.25
-2.02%
59
13.68%
0.28
-1.05
 Rank: 380
 
s_poramet
 
Q13 contest
0.28
02/06/2019 00:32
Z Clamp CNR Duo 1
60.31%
3651
8.38%
7.48
15.90
-10.77%
161
6.77%
0.28
-3.84
 Rank: 381
 
s_poramet
 
Q13 contest
0.27
07/28/2019 01:45
Holy Grail EV
27.42%
3772
7.76%
3.47
6.18
-0.47%
38
7.64%
0.27
-0.63
 Rank: 382
 
Troy B
 
Q13 contest
0.27
07/09/2019 20:21
July19_V6
19.38%
3725
10.91%
1.76
3.05
2.44%
53
14.38%
0.27
1.44
 Rank: 383
 
s_poramet
 
Q13 contest
0.27
07/30/2019 03:26
xAll SIM
29.91%
3774
15.96%
1.82
3.25
4.72%
37
22.44%
0.27
3.78
 Rank: 384
 
Troy B
 
Q13 contest
0.27
07/30/2019 20:51
July19_V2A
5.15%
3740
7.57%
0.69
1.05
-0.58%
38
13.24%
0.27
-0.47
 Rank: 385
 
s_poramet
 
Q13 contest
0.26
07/31/2019 08:17
xAll SMA EV 01
23.83%
3775
6.99%
3.34
6.15
0.09%
36
5.07%
0.26
0.23
 Rank: 386
 
s_poramet
 
Q13 contest
0.26
08/03/2019 03:03
The First Wave EV 33
0.67%
3774
2.48%
0.26
0.43
0.29%
36
2.71%
0.59
1.21
 Rank: 387
 
s_poramet
 
Q13 contest
0.26
01/27/2019 02:17
Y Clamp CNR Ranger 14
3.34%
3643
1.93%
1.77
3.15
-0.86%
167
0.59%
0.26
-2.65
 Rank: 388
 
leandro43
 
Q13 contest
0.26
05/13/2019 01:22
SP.X1
4.53%
3614
17.07%
0.26
0.44
3.59%
90
14.46%
1.79
1.16
 Rank: 389
 
leandro43
 
Q13 contest
0.26
05/13/2019 04:57
BlankTradingStrategy20195131357
4.53%
3614
17.07%
0.26
0.44
3.59%
90
14.46%
1.79
1.16
 Rank: 390
 
leandro43
 
Q13 contest
0.25
05/09/2019 06:18
KIAS
5.04%
3612
17.43%
0.25
0.49
12.09%
92
14.74%
7.44
4.35
 Rank: 391
 
s_poramet
 
Q13 contest
0.25
01/26/2019 00:09
Y Clamp CNR Ranger 4
5.64%
3643
2.48%
2.27
4.54
0.53%
164
1.78%
0.25
0.73
 Rank: 392
 
s_poramet
 
Q13 contest
0.25
02/16/2019 08:24
Z Lvl FIrst Stack 66 Select
21.94%
3649
13.37%
1.76
2.88
-13.75%
152
11.99%
0.25
-2.96
 Rank: 393
 
s_poramet
 
Q13 contest
0.24
03/09/2019 05:17
Take bAll
16.23%
3670
5.23%
3.10
5.73
1.78%
138
4.88%
0.24
1.26
 Rank: 394
 
charless
 
Q13 contest
0.24
06/08/2019 05:39
Q13-141.py
412.75%
3731
9.01%
46.44
265.11
-8.09%
72
9.34%
0.24
-4.77
 Rank: 395
 
xerox.tm
 
Q13 contest
0.24
02/05/2019 12:06
newts201902052106
1.74%
7432
7.24%
0.24
0.37
0.18%
162
6.12%
1.87
0.08
 Rank: 396
 
sinamz
 
Q13 contest
0.24
03/02/2019 06:40
trendfollowing201903021811
1.74%
7450
7.24%
0.24
0.37
1.03%
143
6.28%
1.87
0.50
 Rank: 397
 
sinamz
 
Q13 contest
0.24
03/02/2019 06:41
trendfollowing201903021811
1.74%
7450
7.24%
0.24
0.37
1.03%
143
6.28%
1.87
0.50
 Rank: 398
 
s_poramet
 
Q13 contest
0.24
02/02/2019 02:45
Y Lvl Ri1 Diamond 80
51.98%
3648
15.36%
3.43
5.90
-1.52%
162
11.72%
0.24
-0.30
 Rank: 399
 
s_poramet
 
Q13 contest
0.24
01/14/2019 02:24
W Lvl Ri1 Diamond 80
51.98%
3634
15.36%
3.43
5.90
1.17%
177
11.90%
0.24
0.22
 Rank: 400
 
sal
 
Q13 contest
0.23
01/24/2019 15:06
sl
1.74%
7424
7.24%
0.23
0.37
1.37%
170
6.09%
1.87
0.57