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: 551
 
s_poramet
 
Q13 contest
-0.39
01/24/2019 01:28
Y Clamp CNR Duo 2
59.85%
3642
8.42%
7.17
15.50
 Rank: 552
 
Sun73
 
Q13 contest
-0.40
07/02/2019 03:59
sun73_v9a_rev4c
21.11%
7659
5.87%
3.54
6.43
 Rank: 553
 
s_poramet
 
Q13 contest
-0.40
02/13/2019 03:06
Z Clamp CNR Trio 13
45.74%
3656
7.59%
6.25
12.17
 Rank: 554
 
charless
 
Q13 contest
-0.41
06/18/2019 23:48
Q13-176.py
471.15%
3740
12.83%
36.75
142.05
 Rank: 555
 
charless
 
Q13 contest
-0.41
06/21/2019 07:12
Q13-202.py
227.40%
3742
12.86%
17.60
53.27
 Rank: 556
 
s_poramet
 
Q13 contest
-0.41
07/28/2019 01:46
Holy Grail EV 33
37.65%
3772
7.07%
5.22
10.43
 Rank: 557
 
s_poramet
 
Q13 contest
-0.42
01/18/2019 02:03
W Clamp CNR Ranger 4
5.62%
3638
2.48%
2.27
4.52
 Rank: 558
 
charless
 
Q13 contest
-0.42
06/20/2019 08:49
Q13-187.py
478.84%
3741
10.08%
47.55
239.03
 Rank: 559
 
s_poramet
 
Q13 contest
-0.42
03/09/2019 05:16
Take All
16.65%
3670
7.42%
2.24
3.85
 Rank: 560
 
Sun73
 
Q13 contest
-0.43
06/28/2019 05:05
sun73_v9c_rev1
20.47%
7657
5.30%
3.79
7.05
 Rank: 561
 
Sun73
 
Q13 contest
-0.43
06/27/2019 11:57
sun73_v8c_rev1
125.02%
7656
7.38%
16.44
62.00
 Rank: 562
 
s_poramet
 
Q13 contest
-0.43
03/10/2019 03:28
Pitbull 20
14.94%
3672
6.92%
2.16
3.61
 Rank: 563
 
s_poramet
 
Q13 contest
-0.44
07/23/2019 11:08
Cardirack
56.79%
3769
50.45%
1.18
1.60
 Rank: 564
 
s_poramet
 
Q13 contest
-0.45
01/12/2019 07:44
W Lvlsd Mc1 Bicent 60
11.98%
3629
9.86%
1.20
1.91
 Rank: 565
 
s_poramet
 
Q13 contest
-0.45
02/18/2019 06:50
Z LvlSd Mc1 Bicent 60
10.35%
3655
9.71%
1.14
1.68
 Rank: 566
 
charless
 
Q13 contest
-0.45
05/12/2019 14:47
Q13-033.py
302.22%
3712
6.88%
44.72
414.82
 Rank: 567
 
alango
 
Q13 contest
-0.45
07/01/2019 13:14
q13comp6
4.98%
3744
2.76%
1.78
3.03
 Rank: 568
 
s_poramet
 
Q13 contest
-0.46
02/13/2019 03:06
Z Clamp CNR Trio 12
47.44%
3656
7.73%
6.37
12.46
 Rank: 569
 
s_poramet
 
Q13 contest
-0.46
07/29/2019 01:23
Cookie Box EV 33
23.64%
3773
5.31%
4.38
8.58
 Rank: 570
 
Sun73
 
Q13 contest
-0.47
06/28/2019 04:20
sun73_v9a_rev4
23.93%
7657
5.39%
4.34
8.40
 Rank: 571
 
Sun73
 
Q13 contest
-0.47
06/27/2019 09:48
sun73_v8a_rev4
125.88%
7656
7.24%
16.88
59.80
 Rank: 572
 
s_poramet
 
Q13 contest
-0.47
08/03/2019 03:03
The First Wave
3.45%
3774
6.30%
0.54
0.85
 Rank: 573
 
s_poramet
 
Q13 contest
-0.47
02/15/2019 09:44
Z LvlSd Mn1 Diamond 80
61.89%
3658
6.34%
10.10
22.60
 Rank: 574
 
s_poramet
 
Q13 contest
-0.48
02/17/2019 02:04
Z Lvl Second Stack 66
27.12%
3657
14.05%
2.00
2.81
 Rank: 575
 
s_poramet
 
Q13 contest
-0.48
01/23/2019 00:46
W Clamp CNR Trio 14
59.74%
3641
8.12%
7.40
16.16