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: 426
 
Sun73
 
Q13 contest
0.08
06/19/2019 14:01
sun73_v5f_rev15
166.45%
15.57%
11.93
25.85
0.98% 59.59%
0.08
0.11
 Rank: 427
 
xerox.tm
 
Q13 contest
0.07
02/05/2019 12:06
newts201902052106
0.61%
8.56%
0.07
0.11
2.44% 6.28%
1.82
3.59
 Rank: 428
 
sinamz
 
Q13 contest
0.06
03/02/2019 06:40
trendfollowing201903021811
0.61%
8.56%
0.06
0.11
2.44% 6.28%
1.82
3.59
 Rank: 429
 
sinamz
 
Q13 contest
0.06
03/02/2019 06:41
trendfollowing201903021811
0.61%
8.56%
0.06
0.11
2.44% 6.28%
1.82
3.59
 Rank: 430
 
Troy B
 
Q13 contest
0.06
07/28/2019 21:37
July19_V10A
5.93%
6.43%
0.93
1.50
0.15% 11.59%
0.06
0.09
 Rank: 431
 
sal
 
Q13 contest
0.06
01/24/2019 15:06
sl
0.61%
8.56%
0.06
0.11
2.44% 6.28%
1.82
3.59
 Rank: 432
 
Troy B
 
Q13 contest
0.05
07/28/2019 19:27
July19_V11A
4.22%
6.35%
0.67
1.05
0.13% 11.29%
0.05
0.08
 Rank: 433
 
Troy B
 
Q13 contest
0.05
07/22/2019 09:47
July19_V11
22.61%
9.96%
2.26
4.11
0.13% 11.30%
0.05
0.08
 Rank: 434
 
s_poramet
 
Q13 contest
0.05
01/19/2019 00:15
W Clamp CNR Ranger 10
8.38%
5.16%
1.64
2.80
0.04% 4.28%
0.05
0.10
 Rank: 435
 
charless
 
Q13 contest
0.05
05/11/2019 04:36
Q13-024.py
94.20%
3.95%
24.20
212.74
0.02% 2.24%
0.05
0.08
 Rank: 436
 
s_poramet
 
Q13 contest
0.04
02/05/2019 06:02
w_lvlpvo_ascence_stack2_miracle66.py
13.45%
7.06%
1.91
3.09
0.05% 5.96%
0.04
0.07
 Rank: 437
 
s_poramet
 
Q13 contest
0.04
02/03/2019 01:09
Y LvlSd Mc1 Miracle 75-1b
38.83%
10.52%
3.79
6.49
0.11% 13.10%
0.04
0.06
 Rank: 438
 
s_poramet
 
Q13 contest
0.04
01/12/2019 07:47
W Lvlsd Mc1 Miracle 75-3
31.30%
11.78%
2.66
4.36
0.09% 10.85%
0.04
0.06
 Rank: 439
 
s_poramet
 
Q13 contest
0.04
07/18/2019 08:39
Purpleberry
13.08%
6.54%
1.98
3.22
0.05% 5.83%
0.04
0.06
 Rank: 440
 
s_poramet
 
Q13 contest
0.03
01/06/2019 02:26
Lvl Full Hundred 60
22.06%
9.61%
2.30
3.52
0.07% 9.99%
0.03
0.05
 Rank: 441
 
s_poramet
 
Q13 contest
0.03
07/27/2019 07:26
XMN 33
14.48%
4.81%
2.95
5.51
0.02% 3.12%
0.03
0.05
 Rank: 442
 
Sun73
 
Q13 contest
0.02
07/01/2019 12:24
sun73_v9d_rev3c
22.71%
6.82%
3.30
5.87
0.03% 7.68%
0.02
0.04
 Rank: 443
 
s_poramet
 
Q13 contest
0.02
07/14/2019 23:53
Merci
13.56%
4.34%
3.06
5.46
0.01% 3.31%
0.02
0.03
 Rank: 444
 
s_poramet
 
Q13 contest
0.01
02/27/2019 08:48
Madness Rain
10.98%
5.65%
1.95
3.24
0.01% 4.89%
0.01
0.03
 Rank: 445
 
Troy B
 
Q13 contest
0.01
07/09/2019 21:27
July19_V7
14.73%
8.24%
1.78
3.07
0.01% 10.34%
0.01
0.01
 Rank: 446
 
charless
 
Q13 contest
0.00
06/19/2019 00:01
Q13-177.py
447.92%
11.56%
38.84
191.79
0.01% 9.09%
0.00
0.01
 Rank: 447
 
s_poramet
 
Q13 contest
0.00
01/05/2019 00:08
Swoosh Lvl Gold 99 Mini Reflector
20.31%
14.10%
1.51
2.37
0.00% 22.73%
0.00
0.00
 Rank: 448
 
s_poramet
 
Q13 contest
0.00
02/24/2019 06:26
Wheel of Fortune v4.2.2
16.54%
3.98%
4.02
7.92
0.00%
0
---
---
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 Rank: 449
 
s_poramet
 
Q13 contest
0.00
02/07/2019 21:58
Z Clamp CNR Pentagon 1
42.89%
6.58%
6.28
13.46
0.00%
0
---
---
---
 Rank: 450
 
fujin
 
Q13 contest
0.00
07/04/2019 02:49
ShaxDash2
5.24%
2.86%
1.83
3.22
-0.05%
74
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