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
-0.18
02/20/2019 08:01
Z LvlSd Mc1 Miracle 75-All
32.53%
3661
9.31%
3.59
6.12
 Rank: 502
 
s_poramet
 
Q13 contest
-0.18
02/08/2019 00:54
Z Clamp CNR Pentagon 5
51.00%
3653
7.87%
6.72
13.68
 Rank: 503
 
emmarfan
 
Q13 contest
-0.18
01/07/2019 01:03
1
2.26%
3629
6.26%
0.40
0.55
 Rank: 504
 
xxing9703
 
Q13 contest
-0.19
01/28/2019 21:29
trendfollowing201901290029
2.20%
7426
5.78%
0.41
0.61
 Rank: 505
 
s_poramet
 
Q13 contest
-0.19
07/28/2019 02:19
Lobo Man EV
23.50%
3772
7.37%
3.15
5.68
 Rank: 506
 
RobVarga
 
Q13 contest
-0.19
04/30/2019 05:21
Dynamic C
3.04%
3604
6.85%
0.45
0.70
 Rank: 507
 
s_poramet
 
Q13 contest
-0.20
02/02/2019 02:46
Y LvlSd Mc1 Bronze 75
46.03%
3648
5.39%
8.57
19.45
 Rank: 508
 
s_poramet
 
Q13 contest
-0.20
01/12/2019 07:44
W Lvlsd Mc1 Bronze 75
46.03%
3633
5.39%
8.58
19.45
 Rank: 509
 
s_poramet
 
Q13 contest
-0.21
02/10/2019 08:25
Z Clamp CNR Square 1
40.78%
3653
8.57%
4.91
9.10
 Rank: 510
 
s_poramet
 
Q13 contest
-0.21
02/03/2019 01:08
Y LvlSd Mc1 Bronze 75-3
46.05%
3648
5.39%
8.56
19.43
 Rank: 511
 
s_poramet
 
Q13 contest
-0.21
01/12/2019 07:45
W Lvlsd Mc1 Bronze 75-3
46.05%
3633
5.39%
8.58
19.43
 Rank: 512
 
s_poramet
 
Q13 contest
-0.21
01/08/2019 00:08
wpass Fifty 70
12.12%
3628
7.80%
1.58
2.52
 Rank: 513
 
Szczepan86
 
Q13 contest
-0.21
02/12/2019 09:30
trendFollowing
0.06%
3625
6.81%
0.01
0.01
 Rank: 514
 
s_poramet
 
Q13 contest
-0.22
02/11/2019 00:22
Z Clamp CNR Square 13
58.44%
3654
8.04%
7.52
16.32
 Rank: 515
 
s_poramet
 
Q13 contest
-0.24
03/09/2019 05:17
Turn All
15.64%
3670
7.31%
2.18
3.67
 Rank: 516
 
s_poramet
 
Q13 contest
-0.24
02/02/2019 02:45
Y Lvl Ri1 Diamond 80b
52.99%
3648
14.93%
3.65
6.29
 Rank: 517
 
dm7
 
Q13 contest
-0.24
07/22/2019 06:19
tsq139eb406c7da00432a8cb591c9f6f899de
89.84%
3768
11.52%
7.68
16.99
 Rank: 518
 
s_poramet
 
Q13 contest
-0.24
02/11/2019 00:23
Z Clamp CNR Square 15
50.26%
3654
7.90%
6.59
13.36
 Rank: 519
 
s_poramet
 
Q13 contest
-0.25
03/02/2019 02:54
Hold and Go on Vacation
5.17%
3662
1.98%
2.61
4.74
 Rank: 520
 
s_poramet
 
Q13 contest
-0.26
01/08/2019 00:08
wpass Forty 80
17.87%
3626
16.66%
1.08
1.63
 Rank: 521
 
s_poramet
 
Q13 contest
-0.26
07/28/2019 02:19
Lobo Man EV 01
28.80%
3772
6.61%
4.29
8.27
 Rank: 522
 
s_poramet
 
Q13 contest
-0.26
07/20/2019 02:49
sherbby
14.94%
3767
6.20%
2.36
3.92
 Rank: 523
 
s_poramet
 
Q13 contest
-0.26
02/01/2019 00:06
Y Lvl Mc1 Miracle 75-All-B
64.83%
3645
7.51%
8.72
19.03
 Rank: 524
 
s_poramet
 
Q13 contest
-0.27
01/09/2019 00:08
Y Lvl All Hundred 60
20.07%
3631
9.48%
2.25
3.28
 Rank: 525
 
s_poramet
 
Q13 contest
-0.27
02/15/2019 09:42
Z Lvl Mc1 Miracle 75-2
50.64%
3658
10.37%
5.01
9.04