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
 
Troy B
 
Q13 contest
-0.26
07/29/2019 18:26
Balanced_Stable2A
4.24%
3.45%
1.23
1.96
 Rank: 527
 
Troy B
 
Q13 contest
-0.26
07/22/2019 14:14
Balanced_Stable2
9.05%
4.53%
1.97
3.44
 Rank: 528
 
s_poramet
 
Q13 contest
-0.26
02/11/2019 00:22
Z Clamp CNR Square 12
48.57%
7.64%
6.62
13.10
 Rank: 529
 
Troy B
 
Q13 contest
-0.26
07/29/2019 20:41
July19_V11B
4.50%
6.92%
0.68
1.06
 Rank: 530
 
charless
 
Q13 contest
-0.26
07/30/2019 01:47
Q13-344.py
34.33%
6.35%
5.36
10.40
 Rank: 531
 
s_poramet
 
Q13 contest
-0.27
02/07/2019 21:57
Z Clamp CNR Duo 12
50.86%
10.83%
4.84
8.95
 Rank: 532
 
charless
 
Q13 contest
-0.27
07/31/2019 02:43
Q13-366.py
45.46%
6.63%
6.80
14.13
 Rank: 533
 
charless
 
Q13 contest
-0.27
05/16/2019 15:24
Q13-073.py
227.46%
10.65%
21.73
69.69
 Rank: 534
 
s_poramet
 
Q13 contest
-0.28
01/24/2019 01:29
Y Clamp CNR Duo 4
56.55%
7.72%
7.40
15.88
 Rank: 535
 
fujin
 
Q13 contest
-0.28
07/07/2019 02:08
newM
2.89%
2.50%
1.14
1.84
 Rank: 536
 
s_poramet
 
Q13 contest
-0.29
07/24/2019 09:56
xGip_B
14.03%
4.61%
3.02
5.59
 Rank: 537
 
charless
 
Q13 contest
-0.29
05/11/2019 04:36
Q13-023.py
285.46%
6.97%
41.83
413.38
 Rank: 538
 
s_poramet
 
Q13 contest
-0.30
01/17/2019 00:18
W Clamp CNR Duo 12
53.93%
10.96%
4.96
9.41
 Rank: 539
 
AlgoQT
 
Q13 contest
-0.30
07/23/2019 10:10
BlankTradingStrategy20197231310
2.91%
2.42%
1.20
1.93
 Rank: 540
 
s_poramet
 
Q13 contest
-0.31
02/16/2019 08:24
Z Lvl FIrst Stack 66
13.89%
26.89%
0.55
0.69
 Rank: 541
 
charless
 
Q13 contest
-0.31
05/12/2019 13:11
Q13-031.py
92.46%
3.94%
23.86
184.73
 Rank: 542
 
s_poramet
 
Q13 contest
-0.31
07/16/2019 09:22
Porky
12.62%
3.32%
3.76
7.10
 Rank: 543
 
s_poramet
 
Q13 contest
-0.31
01/02/2019 03:02
Swoosh Lvl Gold 70
31.37%
5.08%
6.25
12.31
 Rank: 544
 
s_poramet
 
Q13 contest
-0.31
01/08/2019 00:09
wpass Hundred 66 Zero
9.58%
7.65%
1.26
2.07
 Rank: 545
 
s_poramet
 
Q13 contest
-0.31
02/23/2019 10:28
Wheel of Fortune B
4.85%
3.22%
1.47
2.44
 Rank: 546
 
s_poramet
 
Q13 contest
-0.32
01/03/2019 03:44
Swoosh Lvl Gold 99 Mini
20.88%
14.33%
1.53
2.37
 Rank: 547
 
s_poramet
 
Q13 contest
-0.32
07/19/2019 11:11
xBerry
12.62%
5.84%
2.13
3.55
 Rank: 548
 
Troy B
 
Q13 contest
-0.33
07/27/2019 20:33
Hedge1
2.12%
2.26%
0.94
1.48
 Rank: 549
 
s_poramet
 
Q13 contest
-0.33
01/28/2019 00:21
Y Clamp CNR Select
67.42%
7.56%
9.17
20.66
 Rank: 550
 
s_poramet
 
Q13 contest
-0.33
02/11/2019 00:22
Z Clamp CNR Square 10
56.17%
7.63%
7.68
16.34