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: 501
 
Markus
 
Q13 contest
0.02
01/11/2019 02:36
trendfollowing
0.11%
6.74%
0.02
0.02
0.55% 3.95%
0.41
0.64
 Rank: 502
 
s_poramet
 
Q13 contest
0.02
07/21/2019 01:44
Keylock
16.10%
3.93%
4.13
7.36
0.03% 3.58%
0.02
0.03
 Rank: 503
 
mwalimudan
 
Q13 contest
0.02
05/03/2019 08:03
CongenitalSplitter
6.91%
7.25%
0.94
1.43
0.02% 3.99%
0.02
0.03
 Rank: 504
 
s_poramet
 
Q13 contest
0.02
02/05/2019 06:03
PVO Tree Miracle 66b
27.64%
12.60%
2.45
3.88
0.05% 10.34%
0.02
0.03
 Rank: 505
 
Szczepan86
 
Q13 contest
0.01
02/12/2019 09:30
trendFollowing
0.11%
6.74%
0.01
0.02
0.55% 3.95%
0.41
0.64
 Rank: 506
 
s_poramet
 
Q13 contest
0.01
02/27/2019 08:48
Madness Rain
10.98%
5.65%
1.95
3.24
0.01% 4.89%
0.01
0.03
 Rank: 507
 
s_poramet
 
Q13 contest
0.01
01/04/2019 03:21
Swoosh Lvl Diamond 80 Reflector
26.51%
8.91%
3.23
5.29
0.04% 8.78%
0.01
0.02
 Rank: 508
 
s_poramet
 
Q13 contest
0.01
01/01/2019 02:53
PP Diamond 90
35.39%
21.57%
1.74
2.39
0.08% 35.90%
0.01
0.01
 Rank: 509
 
charless
 
Q13 contest
0.00
05/11/2019 04:36
Q13-023.py
275.78%
7.02%
41.83
349.78
0.00% 4.03%
0.00
0.00
 Rank: 510
 
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: 511
 
WingNut
 
Q13 contest
0.00
03/23/2019 15:48
WingNut1
0.41%
1.15%
0.37
0.76
0.00%
227
---
---
---
 Rank: 512
 
issam
 
Q13 contest
0.00
06/03/2019 18:30
BollingerBands20196032130
0.20%
0.55%
0.36
0.97
0.00%
183
---
---
---
 Rank: 513
 
Troy B
 
Q13 contest
0.00
07/14/2019 12:22
TB_Bollinger1
1.48%
1.71%
0.88
3.58
0.00%
150
---
---
---
 Rank: 514
 
Troy B
 
Q13 contest
0.00
07/14/2019 12:42
TB_Bol2
1.53%
1.73%
0.90
4.26
0.00%
150
---
---
---
 Rank: 515
 
Troy B
 
Q13 contest
0.00
07/14/2019 13:05
TB_Bol3
0.82%
1.26%
0.66
9.45
0.00%
150
---
---
---
 Rank: 516
 
s_poramet
 
Q13 contest
0.00
02/24/2019 06:26
Wheel of Fortune v4.2.2
16.54%
3.98%
4.02
7.92
0.00%
0
---
---
---
 Rank: 517
 
s_poramet
 
Q13 contest
0.00
02/07/2019 21:58
Z Clamp CNR Pentagon 1
42.89%
6.58%
6.28
13.46
0.00%
0
---
---
---
 Rank: 518
 
s_poramet
 
Q13 contest
-0.01
07/14/2019 10:03
Carrot
11.78%
3.35%
3.55
6.25
 Rank: 519
 
s_poramet
 
Q13 contest
-0.02
01/08/2019 00:08
wpass Forty 80
17.66%
16.55%
1.08
1.62
 Rank: 520
 
Sun73
 
Q13 contest
-0.02
06/19/2019 14:18
sun73_v5f_rev16
146.22%
11.49%
12.94
46.06
 Rank: 521
 
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: 522
 
s_poramet
 
Q13 contest
-0.02
02/05/2019 06:03
PVO Tree Miracle 66
27.56%
12.41%
2.46
3.93
 Rank: 523
 
Sun73
 
Q13 contest
-0.04
06/27/2019 11:21
sun73_v8b_rev2
107.72%
7.31%
14.59
38.82
 Rank: 524
 
Sun73
 
Q13 contest
-0.04
06/28/2019 04:22
sun73_v9b_rev2
27.12%
5.82%
4.63
8.88
 Rank: 525
 
Sun73
 
Q13 contest
-0.04
06/29/2019 04:52
sun73_v9d_rev3
24.16%
8.45%
2.88
4.45