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
0.00
03/02/2019 00:12
Immo Digital - Long
5.65%
2479
1.44%
3.84
7.45
23.40%
1281
---
---
---
 Rank: 552
 
s_poramet
 
Q13 contest
0.00
03/02/2019 00:54
Twin Tail
3.86%
2479
2.10%
1.97
3.15
17.06%
1281
---
---
---
 Rank: 553
 
s_poramet
 
Q13 contest
0.00
03/02/2019 01:48
Once in the blue moon
5.91%
2479
1.60%
3.65
7.12
24.46%
1281
---
---
---
 Rank: 554
 
s_poramet
 
Q13 contest
0.00
03/02/2019 02:54
Hold and Go on Vacation
5.22%
2479
1.99%
2.98
4.78
17.69%
1281
---
---
---
 Rank: 555
 
s_poramet
 
Q13 contest
0.00
03/02/2019 05:07
Skip and Go
7.17%
2479
2.55%
3.13
5.13
29.87%
1281
---
---
---
 Rank: 556
 
s_poramet
 
Q13 contest
0.00
03/02/2019 05:15
Skip and Run
5.89%
2479
2.47%
2.81
4.25
21.02%
1281
---
---
---
 Rank: 557
 
sinamz
 
Q13 contest
0.00
03/02/2019 06:01
trendfollowing201903021731
0.83%
2472
7.03%
0.20
0.18
-3.17%
1265
---
---
---
 Rank: 558
 
sinamz
 
Q13 contest
0.00
03/02/2019 06:01
trendfollowing201903021731
0.83%
2472
7.03%
0.20
0.18
-3.17%
1265
---
---
---
 Rank: 559
 
sinamz
 
Q13 contest
0.00
03/02/2019 06:40
trendfollowing201903021811
0.56%
2472
8.60%
0.21
0.10
-10.31%
1265
---
---
---
 Rank: 560
 
sinamz
 
Q13 contest
0.00
03/02/2019 06:41
trendfollowing201903021811
0.56%
2472
8.60%
0.21
0.10
-10.31%
1265
---
---
---
 Rank: 561
 
yooshuai
 
Q13 contest
0.00
03/04/2019 17:52
trendFollowing
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 562
 
s_poramet
 
Q13 contest
0.00
03/09/2019 03:15
One Chance Pass
14.27%
2481
5.37%
2.54
4.76
93.87%
1282
---
---
---
 Rank: 563
 
s_poramet
 
Q13 contest
0.00
03/09/2019 03:16
One Chance Pass B
13.49%
2481
4.30%
3.20
5.71
77.41%
1282
---
---
---
 Rank: 564
 
s_poramet
 
Q13 contest
0.00
03/09/2019 03:17
Second Chance Pass
13.97%
2481
5.29%
2.54
4.74
89.75%
1282
---
---
---
 Rank: 565
 
s_poramet
 
Q13 contest
0.00
03/09/2019 03:17
Second Chance Pass B
13.61%
2481
4.29%
3.20
5.78
80.79%
1283
---
---
---
 Rank: 566
 
helifeli
 
Q13 contest
0.00
03/09/2019 04:16
trendFollowing
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 567
 
s_poramet
 
Q13 contest
0.00
03/09/2019 05:16
Take All
16.90%
2481
7.44%
2.19
3.90
103.04%
1282
---
---
---
 Rank: 568
 
s_poramet
 
Q13 contest
0.00
03/09/2019 05:17
Take bAll
16.45%
2481
5.23%
3.06
5.81
110.42%
1282
---
---
---
 Rank: 569
 
s_poramet
 
Q13 contest
0.00
03/09/2019 05:17
Turn All
15.86%
2481
7.33%
2.19
3.71
82.36%
1282
---
---
---
 Rank: 570
 
s_poramet
 
Q13 contest
0.00
03/09/2019 05:17
Turn bAll
15.68%
2481
5.22%
3.05
5.49
91.89%
1282
---
---
---
 Rank: 571
 
s_poramet
 
Q13 contest
0.00
03/10/2019 03:28
Pitbull 20
15.14%
2483
6.94%
2.31
3.65
71.36%
1282
---
---
---
 Rank: 572
 
s_poramet
 
Q13 contest
0.00
03/10/2019 03:29
Pitbull 20B
14.70%
2483
5.44%
2.85
4.71
77.67%
1282
---
---
---
 Rank: 573
 
s_poramet
 
Q13 contest
0.00
03/10/2019 03:29
Soccer Field
14.71%
2483
5.88%
2.74
4.35
55.55%
1282
---
---
---
 Rank: 574
 
s_poramet
 
Q13 contest
0.00
03/10/2019 03:30
Soccer Field B
13.46%
2483
3.91%
3.49
6.32
67.52%
1283
---
---
---
 Rank: 575
 
s_poramet
 
Q13 contest
0.00
03/10/2019 04:34
Mama Pitbull
13.65%
2483
4.65%
2.92
5.07
79.63%
1282
---
---
---