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
0.00
02/16/2019 08:24
Z Lvl RI1 Diamond 80B
52.57%
2484
14.93%
4.09
6.24
344.75%
1282
---
---
---
 Rank: 477
 
s_poramet
 
Q13 contest
0.00
02/16/2019 08:24
Z Lvl FIrst Stack 66
13.98%
2481
26.90%
0.75
0.69
16.57%
1282
---
---
---
 Rank: 478
 
s_poramet
 
Q13 contest
0.00
02/16/2019 08:24
Z Lvl FIrst Stack 66 Select
22.34%
2476
13.38%
2.07
2.93
42.40%
1282
---
---
---
 Rank: 479
 
s_poramet
 
Q13 contest
0.00
02/16/2019 08:25
Z Lvl FIrst Stack 66 Select B
22.90%
2476
12.79%
2.07
3.17
77.87%
1281
---
---
---
 Rank: 480
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:02
Z Lvl First Stack 66 B
19.90%
2481
11.15%
1.99
2.76
72.16%
1283
---
---
---
 Rank: 481
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:04
Z Lvl Second Stack 66
27.45%
2483
14.05%
2.44
2.84
95.27%
1282
---
---
---
 Rank: 482
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:05
Z Lvl First Stack 66 Selector 2
6.61%
2452
7.73%
0.93
1.42
27.52%
1278
---
---
---
 Rank: 483
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:05
Z Lvl First Stack 66 Out
31.86%
2483
6.55%
5.71
9.05
123.55%
1282
---
---
---
 Rank: 484
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:06
Z Lvl Second Stack 66 Selector
50.19%
2417
15.11%
3.94
6.28
276.95%
1247
---
---
---
 Rank: 485
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:06
Z Lvl Second Stack 66 Selector B
47.80%
2417
13.96%
3.86
6.40
313.16%
1247
---
---
---
 Rank: 486
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:06
Z Lvl Second Stack 66 B
37.00%
2483
6.06%
7.09
12.18
157.14%
1283
---
---
---
 Rank: 487
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:07
Z Lvl Third Stack 66 Selector 1
50.12%
2481
6.69%
8.13
16.13
351.75%
1283
---
---
---
 Rank: 488
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:07
Z Lvl Third Stack 66 Selector 1B
49.31%
2481
5.78%
9.31
20.21
321.86%
1282
---
---
---
 Rank: 489
 
s_poramet
 
Q13 contest
0.00
02/17/2019 02:07
Z Lvl Third Stack 66 Selector 2
61.11%
2473
10.17%
6.59
12.30
497.66%
1280
---
---
---
 Rank: 490
 
harlesjthomas
 
Q13 contest
0.00
02/17/2019 23:29
trandFollowing
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 491
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:47
Z Lvl Third Stack 66 Selector 2B
58.05%
2473
9.03%
7.03
13.43
481.02%
1280
---
---
---
 Rank: 492
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:47
Z Lvl Third Stack 66 Selector 3
68.85%
2417
12.87%
5.52
10.92
935.15%
1249
---
---
---
 Rank: 493
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:48
Z PVO Ascence Second Stack Miracle 66
12.15%
2484
6.99%
1.89
2.81
39.15%
1282
---
---
---
 Rank: 494
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:48
Z PVO Ascence Second Stack Miracle 66 B
19.55%
2484
8.51%
2.48
3.81
79.13%
1282
---
---
---
 Rank: 495
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:49
Z PVO Second Stack Miracle 66
29.80%
2484
8.61%
4.10
5.76
121.89%
1282
---
---
---
 Rank: 496
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:50
Z LvlSd Mc1 Bicent 60
10.67%
2480
9.71%
1.24
1.73
31.64%
1279
---
---
---
 Rank: 497
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:50
Z LvlSd Mc1 Bicent 60 B
13.82%
2480
6.31%
2.50
3.70
42.79%
1279
---
---
---
 Rank: 498
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:50
Z LvlSd Mc1 Bronze 75
44.79%
2484
5.34%
8.20
19.07
405.18%
1282
---
---
---
 Rank: 499
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:51
Z LvlSd Mc1 Bronze 75-1
42.69%
2484
5.46%
7.37
17.26
399.63%
1282
---
---
---
 Rank: 500
 
s_poramet
 
Q13 contest
0.00
02/18/2019 06:51
Z LvlSd Mc1 Bronze 75-1B
44.22%
2482
4.55%
9.10
24.11
464.25%
1282
---
---
---