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: 526
 
charless
 
Q13 contest
-0.04
06/22/2019 05:47
Q13-212.py
296.64%
13.01%
24.09
65.85
 Rank: 527
 
charless
 
Q13 contest
-0.04
07/30/2019 01:45
Q13-335.py
16.83%
6.45%
2.63
4.37
 Rank: 528
 
Sun73
 
Q13 contest
-0.04
06/12/2019 06:54
sun73_v5f_rev11
204.55%
10.13%
20.90
68.46
 Rank: 529
 
s_poramet
 
Q13 contest
-0.04
01/05/2019 00:09
Swoosh Lvl Diamon 85 Mini Reflector
29.35%
15.57%
2.01
3.08
 Rank: 530
 
s_poramet
 
Q13 contest
-0.05
01/01/2019 00:02
Diamond Rank 85
73.72%
27.95%
2.58
4.32
 Rank: 531
 
s_poramet
 
Q13 contest
-0.05
01/03/2019 03:48
Swoosh Lvl Diamond 70 Mini
30.25%
4.22%
7.49
15.61
 Rank: 532
 
Sun73
 
Q13 contest
-0.05
07/01/2019 12:22
sun73_v9c_rev3b
18.89%
7.54%
2.65
4.12
 Rank: 533
 
charless
 
Q13 contest
-0.06
05/15/2019 16:38
Q13-059.py
515.94%
11.42%
44.93
209.61
 Rank: 534
 
s_poramet
 
Q13 contest
-0.06
07/20/2019 01:10
Tall Leaves
7.33%
8.51%
0.86
1.32
 Rank: 535
 
s_poramet
 
Q13 contest
-0.06
03/09/2019 05:17
Take bAll
16.16%
5.22%
3.10
5.71
 Rank: 536
 
charless
 
Q13 contest
-0.06
05/11/2019 04:36
Q13-024.py
91.43%
3.96%
24.20
198.94
 Rank: 537
 
Troy B
 
Q13 contest
-0.07
07/21/2019 12:04
July19_V9
15.95%
8.31%
1.90
3.37
 Rank: 538
 
charless
 
Q13 contest
-0.07
07/27/2019 05:18
Q13-282.py
15.13%
6.18%
2.47
4.35
 Rank: 539
 
vsujith
 
Q13 contest
-0.07
07/23/2019 01:22
1308Linford
7.80%
2.84%
2.82
4.83
 Rank: 540
 
s_poramet
 
Q13 contest
-0.08
01/07/2019 02:11
Lvl Thirty 100
38.96%
11.28%
3.55
5.80
 Rank: 541
 
fujin
 
Q13 contest
-0.08
07/07/2019 02:08
newM
2.92%
2.49%
1.14
1.87
 Rank: 542
 
s_poramet
 
Q13 contest
-0.08
01/03/2019 03:46
Swoosh Lvl Gold 70 Mini
33.29%
4.00%
8.65
19.33
 Rank: 543
 
s_poramet
 
Q13 contest
-0.08
01/05/2019 00:08
Swoosh Lvl Gold 99 Mini Reflector
20.35%
14.11%
1.51
2.38
 Rank: 544
 
alango
 
Q13 contest
-0.09
07/01/2019 13:12
q13comp5
4.48%
2.78%
1.60
2.68
 Rank: 545
 
charless
 
Q13 contest
-0.09
07/31/2019 02:43
Q13-366.py
44.24%
6.60%
6.80
13.78
 Rank: 546
 
Troy B
 
Q13 contest
-0.09
07/29/2019 20:38
Vortex1B
13.00%
8.71%
1.51
2.45
 Rank: 547
 
s_poramet
 
Q13 contest
-0.09
07/30/2019 03:26
xAll SIM
28.80%
15.82%
1.82
3.15
 Rank: 548
 
s_poramet
 
Q13 contest
-0.10
01/02/2019 03:01
Swoosh Lvl Gold 60
21.67%
4.90%
4.53
8.26
 Rank: 549
 
charless
 
Q13 contest
-0.11
06/22/2019 05:47
Q13-211.py
330.82%
12.72%
27.56
78.28
 Rank: 550
 
s_poramet
 
Q13 contest
-0.12
07/18/2019 08:39
Purpleberry
12.62%
6.50%
1.98
3.12