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: 451
 
Troy B
 
Q13 contest
0.00
07/14/2019 12:22
TB_Bollinger1
1.51%
1.73%
0.88
3.62
0.00%
68
---
---
---
 Rank: 452
 
Troy B
 
Q13 contest
0.00
07/14/2019 12:42
TB_Bol2
1.57%
1.75%
0.90
4.31
0.00%
67
---
---
---
 Rank: 453
 
Troy B
 
Q13 contest
0.00
07/14/2019 13:05
TB_Bol3
0.83%
1.27%
0.66
9.55
0.00%
67
---
---
---
 Rank: 454
 
s_poramet
 
Q13 contest
0.00
03/02/2019 00:15
Dark Digital Clock
26.54%
6.40%
4.00
7.57
0.00%
0
---
---
---
 Rank: 455
 
WingNut
 
Q13 contest
0.00
03/23/2019 15:48
WingNut1
0.42%
1.16%
0.37
0.77
0.00%
146
---
---
---
 Rank: 456
 
issam
 
Q13 contest
0.00
06/03/2019 18:30
BollingerBands20196032130
0.20%
0.56%
0.36
0.98
0.00%
100
---
---
---
 Rank: 457
 
s_poramet
 
Q13 contest
-0.01
02/04/2019 01:29
Secondary Stack Lvl 66
29.73%
14.26%
2.10
3.00
 Rank: 458
 
s_poramet
 
Q13 contest
-0.02
02/12/2019 00:53
Z Clamp CNR Trio 3
40.51%
8.98%
4.65
8.50
 Rank: 459
 
s_poramet
 
Q13 contest
-0.03
07/14/2019 10:03
Carrot
12.12%
3.37%
3.55
6.41
 Rank: 460
 
AlgoQT
 
Q13 contest
-0.03
06/25/2019 13:04
Sp102720196251604
3.12%
2.46%
1.24
2.04
 Rank: 461
 
AlgoQT
 
Q13 contest
-0.04
07/23/2019 10:55
BlankTradingStrategy20197231355
3.66%
3.53%
1.03
1.59
 Rank: 462
 
Sun73
 
Q13 contest
-0.04
06/11/2019 12:25
sun73_v5f_rev10
233.63%
11.16%
20.88
70.63
 Rank: 463
 
s_poramet
 
Q13 contest
-0.05
02/05/2019 05:59
Triple Cheeseburger 66b - Beef B
49.48%
5.77%
8.75
20.31
 Rank: 464
 
fujin
 
Q13 contest
-0.05
07/04/2019 02:48
ShaxDash3
7.17%
8.87%
0.81
1.24
 Rank: 465
 
charless
 
Q13 contest
-0.06
05/15/2019 16:38
Q13-059.py
515.94%
11.42%
44.93
209.61
 Rank: 466
 
s_poramet
 
Q13 contest
-0.06
01/13/2019 03:28
W LvlSd Mc1 Miracle 75-1B
38.82%
10.52%
3.78
6.49
 Rank: 467
 
s_poramet
 
Q13 contest
-0.06
03/09/2019 05:17
Take bAll
16.16%
5.22%
3.10
5.71
 Rank: 468
 
charless
 
Q13 contest
-0.07
05/11/2019 04:56
Q13-026.py
88.68%
3.82%
23.56
212.82
 Rank: 469
 
mwalimudan
 
Q13 contest
-0.07
04/29/2019 08:58
AnExpensiveSplit
8.41%
9.56%
0.91
1.36
 Rank: 470
 
s_poramet
 
Q13 contest
-0.08
01/02/2019 03:04
Swoosh Lvl Diamond 70
28.74%
5.46%
5.35
10.13
 Rank: 471
 
s_poramet
 
Q13 contest
-0.08
07/31/2019 08:09
xAll SIM EV 33
32.64%
6.78%
4.74
9.14
 Rank: 472
 
s_poramet
 
Q13 contest
-0.09
01/15/2019 01:20
W Lvl Mc1 Miracle 75-1 B
69.23%
10.74%
6.55
13.42
 Rank: 473
 
Sun73
 
Q13 contest
-0.09
07/02/2019 04:02
sun73_v9d_rev4b
23.13%
6.24%
3.66
6.61
 Rank: 474
 
s_poramet
 
Q13 contest
-0.10
07/19/2019 11:11
nBerry
13.04%
6.92%
1.86
3.03
 Rank: 475
 
s_poramet
 
Q13 contest
-0.11
07/16/2019 09:42
Velvetberry
13.41%
6.32%
2.10
3.43