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: 401
 
lishin
 
Q13 contest
0.23
09/07/2019 11:29
trendfollowing201909080228
1.74%
7557
7.24%
0.23
0.37
0.81%
37
7.57%
1.87
1.37
 Rank: 402
 
s_poramet
 
Q13 contest
0.23
02/10/2019 08:25
Z Clamp CNR Square 4
45.17%
3653
8.70%
5.35
10.24
-6.34%
157
7.36%
0.23
-2.42
 Rank: 403
 
surf_with_da_bots
 
Q13 contest
0.23
06/05/2019 19:43
Trend Following Example
4.57%
3630
18.28%
0.23
0.38
6.20%
74
14.84%
0.74
2.28
 Rank: 404
 
s_poramet
 
Q13 contest
0.22
01/02/2019 03:04
Swoosh Lvl Diamond 70
28.93%
3626
5.47%
5.35
10.19
2.49%
185
4.49%
0.22
1.27
 Rank: 405
 
charless
 
Q13 contest
0.22
06/09/2019 10:19
Q13-157.py
57.77%
3729
3.99%
14.35
62.17
0.25%
72
2.64%
0.22
0.61
 Rank: 406
 
s_poramet
 
Q13 contest
0.21
02/03/2019 01:09
Y LvlSd Mc1 Hundred 66
19.77%
3644
11.41%
1.70
2.78
8.41%
163
9.70%
0.21
2.12
 Rank: 407
 
AlgoQT
 
Q13 contest
0.20
07/08/2019 20:28
Mix20197082328
3.01%
3753
2.55%
1.16
1.87
0.42%
53
3.08%
0.20
1.06
 Rank: 408
 
s_poramet
 
Q13 contest
0.20
02/12/2019 00:54
Z Clamp CNR Trio 10
43.29%
3655
8.90%
4.99
9.42
-4.74%
156
7.68%
0.20
-1.80
 Rank: 409
 
s_poramet
 
Q13 contest
0.19
08/03/2019 03:04
The Second Wave EV 01
0.71%
3774
3.37%
0.19
0.33
0.60%
36
2.35%
1.47
3.59
 Rank: 410
 
s_poramet
 
Q13 contest
0.19
02/20/2019 08:00
Z LvlSd Mc1 Miracle 75-3
28.70%
3661
11.65%
2.53
4.03
-5.91%
150
9.54%
0.19
-1.67
 Rank: 411
 
charless
 
Q13 contest
0.19
05/15/2019 16:39
Q13-065.py
435.24%
3715
9.87%
44.61
220.95
-3.15%
90
8.47%
0.19
-1.56
 Rank: 412
 
ahmedengu
 
Q13 contest
0.19
06/06/2019 06:04
bb
1.54%
3736
6.43%
0.19
0.55
5.14%
75
10.27%
2.98
27.51
 Rank: 413
 
s_poramet
 
Q13 contest
0.18
07/28/2019 01:45
Holy Grail 101
38.11%
3772
7.95%
4.69
9.17
-0.35%
38
5.59%
0.18
-0.65
 Rank: 414
 
s_poramet
 
Q13 contest
0.18
01/05/2019 00:07
Swoosh Lvl Gold 70 Mini Reflector
31.28%
3626
3.87%
8.39
18.71
-5.17%
183
2.87%
0.18
-3.99
 Rank: 415
 
s_poramet
 
Q13 contest
0.17
01/09/2019 00:10
Y Lvl Fifty 100
26.83%
3628
12.58%
2.28
3.43
-13.59%
180
10.80%
0.17
-3.28
 Rank: 416
 
s_poramet
 
Q13 contest
0.16
01/02/2019 03:01
Swoosh Lvl Gold 60
22.24%
3626
4.93%
4.53
8.43
4.14%
186
4.05%
0.16
2.37
 Rank: 417
 
s_poramet
 
Q13 contest
0.16
01/13/2019 03:28
W LvlSd Mc1 Hundred 66B
22.81%
3629
7.77%
2.94
5.16
6.62%
177
7.68%
0.16
2.01
 Rank: 418
 
mwalimudan
 
Q13 contest
0.15
04/29/2019 08:58
AnExpensiveSplit
8.47%
3708
9.57%
0.91
1.37
-3.21%
103
7.74%
0.15
-1.48
 Rank: 419
 
s_poramet
 
Q13 contest
0.15
07/27/2019 06:15
xKrone 33
16.39%
3772
3.92%
4.10
7.90
-0.04%
38
4.21%
0.15
-0.10
 Rank: 420
 
s_poramet
 
Q13 contest
0.15
02/07/2019 21:58
Z Clamp CNR iBal
45.03%
3652
10.10%
4.65
8.38
-10.87%
159
9.15%
0.15
-3.06
 Rank: 421
 
Dr Carl
 
Q13 contest
0.15
03/28/2019 16:51
Cycler01
1.14%
3687
7.32%
0.15
0.23
0.63%
124
5.15%
1.68
0.44
 Rank: 422
 
denniskxl
 
Q13 contest
0.15
03/30/2019 10:41
fib_retracement
1.15%
3688
7.38%
0.15
0.23
0.25%
122
5.17%
1.69
0.18
 Rank: 423
 
mwalimudan
 
Q13 contest
0.15
04/30/2019 05:56
TradersDozenAndAHalf
14.52%
3699
13.63%
1.12
1.66
-8.14%
103
14.27%
0.15
-1.78
 Rank: 424
 
IbnNafis
 
Q13 contest
0.15
01/27/2019 13:21
HeikinAshi20191272220
1.14%
3643
7.33%
0.15
0.23
1.62%
167
4.89%
1.67
0.85
 Rank: 425
 
s_poramet
 
Q13 contest
0.15
02/11/2019 00:22
Z Clamp CNR Square 12
48.80%
3654
7.65%
6.62
13.18
-8.08%
158
7.10%
0.15
-3.04