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: 476
 
s_poramet
 
Q13 contest
-0.08
03/09/2019 03:17
Second Chance Pass
13.82%
3670
5.27%
2.63
4.70
 Rank: 477
 
charless
 
Q13 contest
-0.09
06/09/2019 10:18
Q13-149.py
258.40%
3732
9.59%
27.11
101.07
 Rank: 478
 
s_poramet
 
Q13 contest
-0.10
02/18/2019 06:47
Z Lvl Third Stack 66 Selector 3
67.84%
3559
12.86%
5.63
10.75
 Rank: 479
 
charless
 
Q13 contest
-0.10
06/09/2019 10:19
Q13-150.py
226.78%
3731
9.77%
23.32
82.71
 Rank: 480
 
dm7
 
Q13 contest
-0.10
07/29/2019 07:11
tsq131ec4ec38449a4e82956be05434792892
76.07%
3773
10.21%
7.31
15.53
 Rank: 481
 
dimamalkov
 
Q13 contest
-0.11
05/29/2019 12:44
futuresTechnical20190529
3.08%
3730
8.49%
0.35
0.56
 Rank: 482
 
charless
 
Q13 contest
-0.12
06/09/2019 10:19
Q13-151.py
226.17%
3729
10.26%
22.01
74.68
 Rank: 483
 
s_poramet
 
Q13 contest
-0.12
02/08/2019 00:54
Z Clamp CNR Pentagon 6
49.62%
3653
7.74%
6.64
13.45
 Rank: 484
 
s_poramet
 
Q13 contest
-0.12
02/16/2019 08:24
Z Lvl FIrst Stack 66
14.07%
3655
26.92%
0.55
0.70
 Rank: 485
 
s_poramet
 
Q13 contest
-0.12
07/19/2019 10:13
Kerbera
12.23%
3767
6.98%
1.72
2.79
 Rank: 486
 
Brinafan
 
Q13 contest
-0.13
04/21/2019 05:46
TrendFollowing20194212046
2.28%
3702
6.22%
0.39
0.56
 Rank: 487
 
charless
 
Q13 contest
-0.13
05/11/2019 04:36
Q13-025.py
90.40%
3712
3.72%
24.42
213.86
 Rank: 488
 
Markus
 
Q13 contest
-0.14
01/11/2019 02:36
trendfollowing
0.06%
3603
6.81%
0.02
0.01
 Rank: 489
 
emmarfan
 
Q13 contest
-0.14
01/07/2019 01:03
13
2.27%
3629
6.27%
0.40
0.55
 Rank: 490
 
fujin
 
Q13 contest
-0.14
07/04/2019 02:46
zirtRide
4.57%
3751
5.54%
0.84
1.40
 Rank: 491
 
s_poramet
 
Q13 contest
-0.14
03/10/2019 04:34
Mama Pitbull
13.45%
3672
4.65%
2.84
4.99
 Rank: 492
 
charless
 
Q13 contest
-0.14
05/13/2019 17:43
Q13-045.py
82.10%
3712
3.91%
21.11
152.67
 Rank: 493
 
Troy B
 
Q13 contest
-0.15
07/17/2019 18:41
SLPMSTR9
7.40%
3719
8.19%
0.88
1.46
 Rank: 494
 
s_poramet
 
Q13 contest
-0.16
07/16/2019 09:22
Pork Chop
12.94%
3764
6.13%
2.08
3.43
 Rank: 495
 
s_poramet
 
Q13 contest
-0.17
01/11/2019 07:48
Y Wpass Hundred 66
8.32%
3629
7.86%
1.12
1.73
 Rank: 496
 
Troy B
 
Q13 contest
-0.17
07/28/2019 21:40
July19_V7A
14.73%
3744
8.20%
1.78
3.11
 Rank: 497
 
Troy B
 
Q13 contest
-0.17
07/21/2019 12:04
July19_V9
16.04%
3739
8.31%
1.90
3.40
 Rank: 498
 
Troy B
 
Q13 contest
-0.17
07/09/2019 21:38
July19_V7
14.78%
3731
8.21%
1.78
3.12
 Rank: 499
 
s_poramet
 
Q13 contest
-0.17
01/11/2019 07:48
Y Wpass Forty 80
17.13%
3629
16.62%
1.10
1.57
 Rank: 500
 
s_poramet
 
Q13 contest
-0.17
02/11/2019 00:23
Z Clamp CNR Square 14
56.27%
3654
7.87%
7.39
15.90