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: 451
 
Troy B
 
Q13 contest
0.00
07/14/2019 13:05
TB_Bol3
0.84%
3671
1.27%
0.66
9.58
0.00%
47
---
---
---
 Rank: 452
 
issam
 
Q13 contest
0.00
06/03/2019 18:30
BollingerBands20196032130
0.20%
3675
0.56%
0.36
0.98
0.00%
78
---
---
---
 Rank: 453
 
WingNut
 
Q13 contest
0.00
03/23/2019 15:48
WingNut1
0.42%
3578
1.17%
0.37
0.77
0.00%
125
---
---
---
 Rank: 454
 
mg1ade
 
Q13 contest
0.00
04/26/2019 11:21
ts
16.18%
3707
17.24%
0.93
1.42
0.00%
104
---
---
---
 Rank: 455
 
denniskxl
 
Q13 contest
-0.01
03/31/2019 23:48
fib_retracement
0.10%
3688
7.10%
-0.01
0.02
2.08%
122
5.51%
4.11
1.42
 Rank: 456
 
Sun73
 
Q13 contest
-0.01
07/02/2019 04:02
sun73_v9d_rev4b
23.20%
7659
6.24%
3.66
6.64
 Rank: 457
 
s_poramet
 
Q13 contest
-0.01
01/15/2019 01:22
W Lvl Ri1 Diamond 80 B
53.03%
3635
14.92%
3.64
6.30
 Rank: 458
 
MarcoRoosken
 
Q13 contest
-0.03
07/17/2019 10:01
tutorial
1.12%
3735
6.96%
0.16
0.25
 Rank: 459
 
s_poramet
 
Q13 contest
-0.03
02/16/2019 08:23
Z Lvl New Miracle 75
50.06%
3658
10.27%
5.08
10.00
 Rank: 460
 
s_poramet
 
Q13 contest
-0.03
02/15/2019 09:41
Z Clamp CNR Z Ranger
50.06%
3658
10.27%
5.08
10.00
 Rank: 461
 
s_poramet
 
Q13 contest
-0.04
02/08/2019 00:54
Z Clamp CNR Pentagon 4
56.36%
3653
7.78%
7.50
16.15
 Rank: 462
 
s_poramet
 
Q13 contest
-0.04
01/03/2019 03:48
Swoosh Lvl Diamond 70 Mini
31.22%
3625
4.24%
7.49
16.11
 Rank: 463
 
s_poramet
 
Q13 contest
-0.04
07/31/2019 08:09
xAll SIM EV 01
33.03%
3775
7.38%
4.38
8.44
 Rank: 464
 
s_poramet
 
Q13 contest
-0.04
02/17/2019 02:06
Z Lvl Second Stack 66 B
36.53%
3657
6.05%
6.24
12.05
 Rank: 465
 
mwalimudan
 
Q13 contest
-0.05
04/29/2019 08:12
SplittingUpAgain
7.97%
3708
8.14%
1.00
1.51
 Rank: 466
 
s_poramet
 
Q13 contest
-0.05
07/24/2019 07:54
Stock Trading
24.13%
3770
12.17%
1.96
3.27
 Rank: 467
 
s_poramet
 
Q13 contest
-0.05
02/07/2019 21:57
Z Clamp CNR Duo 13
34.48%
3652
8.56%
4.17
7.31
 Rank: 468
 
charless
 
Q13 contest
-0.05
05/15/2019 16:38
Q13-060.py
438.59%
3715
9.60%
46.82
226.98
 Rank: 469
 
s_poramet
 
Q13 contest
-0.06
07/13/2019 07:04
Just Super Basic Trend Follower
12.76%
3762
7.48%
1.68
2.71
 Rank: 470
 
s_poramet
 
Q13 contest
-0.06
01/18/2019 02:03
W Clamp CNR Ranger 5
2.94%
3638
1.00%
2.91
5.79
 Rank: 471
 
dm7
 
Q13 contest
-0.06
07/24/2019 13:23
tsq13b9d4d555ca16417db2cd4b2e4d75931f
66.61%
3770
11.41%
5.74
11.17
 Rank: 472
 
s_poramet
 
Q13 contest
-0.07
07/29/2019 01:20
Cookie Box EV
21.16%
3773
6.34%
3.29
6.01
 Rank: 473
 
s_poramet
 
Q13 contest
-0.07
02/19/2019 06:12
Z LvlSd Mc1 Bronze 75-3B
47.90%
3658
4.84%
10.04
24.36
 Rank: 474
 
s_poramet
 
Q13 contest
-0.08
01/27/2019 02:16
Y Clamp CNR Ranger 9
6.04%
3643
4.96%
1.19
2.00
 Rank: 475
 
dm7
 
Q13 contest
-0.08
07/30/2019 01:17
tsq13933b430c2ce345ee9179e69e72c3dc59
37.90%
3774
6.40%
5.83
12.13