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: 426
 
srikaryallala
 
Q13 contest
0.14
06/07/2019 13:36
CarstensIllustration20196071536
2.95%
3729
18.22%
0.14
0.24
4.61%
74
14.73%
0.92
1.66
 Rank: 427
 
fujin
 
Q13 contest
0.14
07/04/2019 02:43
zirtUch3
0.48%
3751
3.26%
0.14
0.24
0.29%
55
2.56%
1.82
1.07
 Rank: 428
 
s_poramet
 
Q13 contest
0.13
02/08/2019 00:53
Z Clamp CNR Pentagon 3
49.63%
3653
7.63%
6.75
13.53
-8.69%
158
6.96%
0.13
-3.31
 Rank: 429
 
offir
 
Q13 contest
0.12
06/24/2019 06:51
BollingerBands20196241651
1.05%
3748
5.88%
0.12
0.40
5.16%
64
11.14%
2.92
30.39
 Rank: 430
 
charless
 
Q13 contest
0.11
05/16/2019 15:23
Q13-072.py
411.00%
3716
10.49%
39.39
221.47
-3.07%
89
7.51%
0.11
-1.85
 Rank: 431
 
s_poramet
 
Q13 contest
0.11
01/12/2019 07:47
W Lvlsd Mc1 Miracle 75-2
33.95%
3633
11.42%
3.10
5.07
-8.32%
177
9.73%
0.11
-1.69
 Rank: 432
 
s_poramet
 
Q13 contest
0.11
01/12/2019 07:46
W Lvlsd Mc1 Hundred 66
19.75%
3629
11.41%
1.69
2.78
11.45%
177
9.70%
0.11
2.71
 Rank: 433
 
Sun73
 
Q13 contest
0.11
06/19/2019 13:41
sun73_v5f_rev13
386.11%
4913
4,761.01%
0.11
203.95
3.98%
67
15.39%
0.82
1.45
 Rank: 434
 
s_poramet
 
Q13 contest
0.11
03/02/2019 01:48
Once in the blue moon
5.86%
3662
1.60%
3.68
7.07
0.14%
142
1.18%
0.11
0.39
 Rank: 435
 
s_poramet
 
Q13 contest
0.10
02/03/2019 01:08
Y LvlSd Mc1 Bronze 75b
48.68%
3646
4.58%
10.68
26.87
3.44%
162
2.85%
0.10
3.54
 Rank: 436
 
s_poramet
 
Q13 contest
0.10
01/13/2019 03:28
W LvlSd Mc1 Bronze 75 B
48.68%
3631
4.58%
10.71
26.87
4.06%
177
2.81%
0.10
3.90
 Rank: 437
 
saeed_t2977
 
Q13 contest
0.10
06/05/2019 21:18
svm1
0.85%
3735
6.69%
0.10
0.18
2.05%
74
4.76%
0.86
2.55
 Rank: 438
 
s_poramet
 
Q13 contest
0.10
02/11/2019 00:23
Z Clamp CNR Trio 1
38.16%
3654
8.37%
4.71
8.55
-6.64%
157
7.54%
0.10
-2.47
 Rank: 439
 
s_poramet
 
Q13 contest
0.10
01/11/2019 07:49
Y Wpass Hundred 66 Zero
8.69%
3629
7.58%
1.22
1.90
-4.98%
179
6.14%
0.10
-1.88
 Rank: 440
 
Wagee8
 
Q13 contest
0.09
02/05/2019 06:00
TradingSystem
2.21%
3546
16.79%
0.09
0.20
11.75%
157
12.58%
1.80
2.84
 Rank: 441
 
charless
 
Q13 contest
0.08
05/15/2019 16:39
Q13-062.py
259.45%
3715
9.46%
27.74
113.51
-5.35%
90
8.80%
0.08
-2.50
 Rank: 442
 
Troy B
 
Q13 contest
0.06
07/09/2019 21:27
July19_V7
14.82%
3744
8.23%
1.78
3.10
1.88%
53
11.23%
0.06
1.41
 Rank: 443
 
s_poramet
 
Q13 contest
0.05
07/13/2019 21:16
Pandaboy
8.67%
3762
2.78%
3.05
5.71
0.52%
49
2.47%
0.05
1.69
 Rank: 444
 
Sun73
 
Q13 contest
0.05
07/01/2019 12:24
sun73_v9d_rev3c
22.77%
7658
6.81%
3.30
5.90
-3.81%
59
9.04%
0.05
-2.32
 Rank: 445
 
s_poramet
 
Q13 contest
0.03
02/20/2019 08:04
Z LvlSd Ri1 Diamond 80
50.52%
3661
9.41%
5.52
10.41
-9.26%
150
6.72%
0.03
-3.59
 Rank: 446
 
s_poramet
 
Q13 contest
0.03
02/24/2019 01:55
Wheel of Fortune v3
12.13%
3663
6.51%
1.87
3.03
0.40%
147
5.55%
0.03
0.18
 Rank: 447
 
s_poramet
 
Q13 contest
0.03
02/11/2019 00:22
Z Clamp CNR Square 11
50.31%
3654
7.76%
6.73
13.46
-8.96%
157
6.98%
0.03
-3.41
 Rank: 448
 
ptoolis
 
Q13 contest
0.00
07/07/2019 13:57
spbayesadlprod
0.24%
3651
0.70%
0.38
0.51
-0.11%
53
---
---
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 Rank: 449
 
Troy B
 
Q13 contest
0.00
07/14/2019 12:22
TB_Bollinger1
1.52%
3671
1.73%
0.88
3.63
0.00%
47
---
---
---
 Rank: 450
 
Troy B
 
Q13 contest
0.00
07/14/2019 12:42
TB_Bol2
1.57%
3671
1.76%
0.90
4.32
0.00%
47
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