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: 526
 
s_poramet
 
Q13 contest
0.00
02/23/2019 02:44
Casino Player
7.87%
2484
3.22%
2.73
4.31
25.04%
1282
---
---
---
 Rank: 527
 
s_poramet
 
Q13 contest
0.00
02/23/2019 02:45
Casino Player 2
7.97%
2484
3.10%
2.81
4.53
28.43%
1282
---
---
---
 Rank: 528
 
s_poramet
 
Q13 contest
0.00
02/23/2019 10:28
Wheel of Fortune
9.32%
2484
3.58%
2.51
4.55
50.40%
1282
---
---
---
 Rank: 529
 
s_poramet
 
Q13 contest
0.00
02/23/2019 10:28
Wheel of Fortune B
4.92%
2484
3.23%
1.25
2.48
32.87%
1283
---
---
---
 Rank: 530
 
s_poramet
 
Q13 contest
0.00
02/23/2019 10:28
Wheel of Fortune (Raw)
8.56%
2484
4.24%
2.07
3.39
38.65%
1282
---
---
---
 Rank: 531
 
s_poramet
 
Q13 contest
0.00
02/24/2019 01:55
Wheel of Fortune v3
12.31%
2484
6.51%
1.91
3.08
56.58%
1282
---
---
---
 Rank: 532
 
s_poramet
 
Q13 contest
0.00
02/24/2019 06:25
Wheel of Fortune v4
13.17%
2484
3.86%
3.37
6.21
71.72%
1282
---
---
---
 Rank: 533
 
s_poramet
 
Q13 contest
0.00
02/24/2019 06:25
Wheel of Fortune v4.2
13.65%
2484
3.99%
3.35
6.23
75.74%
1282
---
---
---
 Rank: 534
 
s_poramet
 
Q13 contest
0.00
02/24/2019 06:26
Blindfolded Hard Workers
9.73%
2484
4.06%
2.48
4.07
44.52%
1282
---
---
---
 Rank: 535
 
s_poramet
 
Q13 contest
0.00
02/24/2019 09:21
Time Keeper
24.92%
2484
5.85%
4.01
7.95
179.27%
1282
---
---
---
 Rank: 536
 
s_poramet
 
Q13 contest
0.00
02/24/2019 09:21
Digital Clock
21.28%
2484
7.74%
2.71
4.69
124.74%
1282
---
---
---
 Rank: 537
 
alenasal
 
Q13 contest
0.00
02/26/2019 05:57
trendFollowing
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 538
 
ahmedengu
 
Q13 contest
0.00
02/27/2019 06:51
mySystemName
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 539
 
ahmedengu
 
Q13 contest
0.00
02/27/2019 06:59
myTF
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 540
 
s_poramet
 
Q13 contest
0.00
02/27/2019 08:41
Immo Digital
28.96%
2484
5.28%
4.85
10.80
294.12%
1283
---
---
---
 Rank: 541
 
s_poramet
 
Q13 contest
0.00
02/27/2019 08:43
Immo Henchman
23.09%
2484
7.38%
2.71
5.34
207.72%
1282
---
---
---
 Rank: 542
 
s_poramet
 
Q13 contest
0.00
02/27/2019 08:45
Immo Karate
11.23%
2484
2.93%
4.08
7.17
54.17%
1282
---
---
---
 Rank: 543
 
s_poramet
 
Q13 contest
0.00
02/27/2019 08:46
Inq Digital
15.22%
2484
3.95%
3.69
6.99
97.14%
1282
---
---
---
 Rank: 544
 
s_poramet
 
Q13 contest
0.00
02/27/2019 08:47
Inq Karate
13.44%
2484
3.75%
3.79
6.61
71.76%
1282
---
---
---
 Rank: 545
 
s_poramet
 
Q13 contest
0.00
02/27/2019 08:48
PTD Digital
9.84%
2484
9.29%
1.00
1.59
39.84%
1282
---
---
---
 Rank: 546
 
s_poramet
 
Q13 contest
0.00
02/27/2019 08:48
PTD Karate
6.35%
2484
2.82%
2.52
3.90
24.27%
1283
---
---
---
 Rank: 547
 
s_poramet
 
Q13 contest
0.00
02/27/2019 08:48
Madness Rain
11.29%
2484
5.66%
1.95
3.32
56.10%
1282
---
---
---
 Rank: 548
 
s_poramet
 
Q13 contest
0.00
02/27/2019 08:49
Purely Mad Rain
11.54%
2484
7.66%
1.48
2.40
57.50%
1283
---
---
---
 Rank: 549
 
Meters
 
Q13 contest
0.00
02/27/2019 15:30
ql
7.60%
2411
15.45%
0.48
0.80
39.75%
1246
---
---
---
 Rank: 550
 
Sundar
 
Q13 contest
0.00
02/28/2019 22:38
Trend
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---