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: 501
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:11
Z LvlSd Mc1 Bronze 75-2
43.06%
2484
5.29%
7.98
18.35
385.17%
1282
---
---
---
 Rank: 502
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:11
Z LvlSd Mc1 Bronze 75-2B
46.09%
2482
4.55%
9.80
25.57
458.30%
1282
---
---
---
 Rank: 503
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:11
Z LvlSd Mc1 Bronze 75-3
44.82%
2484
5.34%
8.20
19.06
405.36%
1282
---
---
---
 Rank: 504
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:12
Z LvlSd Mc1 Bronze 75-3B
48.63%
2482
4.85%
9.74
24.70
476.20%
1282
---
---
---
 Rank: 505
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:12
Z LvlSd Mc1 Bronze 75 B
48.14%
2482
4.60%
10.09
26.25
497.57%
1282
---
---
---
 Rank: 506
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:14
Z LvlSd Mc1 Hundred 66
17.03%
2480
11.24%
1.69
2.44
56.00%
1282
---
---
---
 Rank: 507
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:14
Z LvlSd Mc1 Hundred 66 B
20.79%
2480
7.71%
3.10
4.74
73.80%
1282
---
---
---
 Rank: 508
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:15
Z LvlSd Mc1 Miracle 75-1
32.12%
2484
11.08%
3.28
4.98
127.47%
1283
---
---
---
 Rank: 509
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:16
Z LvlSd Mc1 Miracle 75-1B
37.65%
2481
10.53%
3.93
6.23
184.36%
1282
---
---
---
 Rank: 510
 
s_poramet
 
Q13 contest
0.00
02/19/2019 06:16
Z LvlSd Mc1 Miracle 75-2
34.59%
2484
11.25%
3.19
5.30
177.28%
1282
---
---
---
 Rank: 511
 
malweyer
 
Q13 contest
0.00
02/19/2019 15:47
test
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 512
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:00
Z LvlSd Mc1 Miracle 75-2B
43.78%
2480
11.49%
4.21
6.81
221.66%
1283
---
---
---
 Rank: 513
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:00
Z LvlSd Mc1 Miracle 75-3
28.89%
2484
11.65%
2.86
4.05
111.48%
1282
---
---
---
 Rank: 514
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:01
Z LvlSd Mc1 Miracle 75-3B
33.35%
2481
11.54%
3.31
4.76
133.65%
1283
---
---
---
 Rank: 515
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:01
Z LvlSd Mc1 Miracle 75-All
33.13%
2484
9.29%
3.93
6.24
147.36%
1283
---
---
---
 Rank: 516
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:02
Z LvlSd Mc1 Miracle 75-All B
40.16%
2482
7.01%
6.28
11.45
215.40%
1283
---
---
---
 Rank: 517
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:02
Z LvlSd Mn1 Diamond 80
62.99%
2484
6.35%
10.48
23.01
556.71%
1283
---
---
---
 Rank: 518
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:03
Z LvlSd Mn1 Diamond 80B
70.57%
2484
5.04%
14.37
40.31
822.59%
1282
---
---
---
 Rank: 519
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:03
Z LvlSd Mn1 Miracle 75
38.57%
2484
8.82%
4.79
8.06
173.77%
1282
---
---
---
 Rank: 520
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:03
Z LvlSd Mn1 Miracle 75B
41.20%
2484
7.10%
6.07
11.82
236.81%
1283
---
---
---
 Rank: 521
 
s_poramet
 
Q13 contest
0.00
02/20/2019 08:04
Z LvlSd Ri1 Diamond 80
51.27%
2484
9.42%
5.58
10.57
401.52%
1282
---
---
---
 Rank: 522
 
s_poramet
 
Q13 contest
0.00
02/22/2019 08:14
Z LvlSd Ri1 Diamond 80 B
56.32%
2484
7.06%
8.00
18.06
550.87%
1282
---
---
---
 Rank: 523
 
s_poramet
 
Q13 contest
0.00
02/22/2019 08:14
Z Tree LvlPVO Second Stack Miracle 66
28.78%
2417
12.34%
2.55
4.13
155.95%
1251
---
---
---
 Rank: 524
 
s_poramet
 
Q13 contest
0.00
02/22/2019 08:15
Z Tree LvlPVO Second Stack Miracle 66B
29.07%
2417
12.67%
2.68
4.07
128.29%
1250
---
---
---
 Rank: 525
 
syracusepro
 
Q13 contest
0.00
02/22/2019 18:32
mySystemName
0.81%
2472
7.03%
0.19
0.18
-3.06%
1265
---
---
---