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: 576
 
s_poramet
 
Q13 contest
-0.48
02/09/2019 00:06
Z Clamp CNR Ranger 15
5.31%
3653
2.50%
2.15
3.96
 Rank: 577
 
s_poramet
 
Q13 contest
-0.48
02/05/2019 06:00
Triple Cheeseburger 66 - Turkey
62.14%
3637
10.32%
6.25
12.33
 Rank: 578
 
s_poramet
 
Q13 contest
-0.48
02/08/2019 00:56
Z Clamp CNR Ranger 5
2.79%
3653
0.99%
2.87
5.55
 Rank: 579
 
s_poramet
 
Q13 contest
-0.49
02/12/2019 00:53
Z Clamp CNR Trio 2
47.00%
3655
9.22%
5.22
9.95
 Rank: 580
 
s_poramet
 
Q13 contest
-0.49
07/16/2019 08:08
Mc Waffle
15.17%
3764
3.65%
4.08
7.67
 Rank: 581
 
s_poramet
 
Q13 contest
-0.49
02/05/2019 06:02
PVO Ascending Miracle 66b
20.80%
3650
8.54%
2.47
4.05
 Rank: 582
 
s_poramet
 
Q13 contest
-0.50
07/29/2019 01:28
xSD EV 33
10.64%
3773
5.05%
2.09
3.64
 Rank: 583
 
s_poramet
 
Q13 contest
-0.50
02/07/2019 21:58
Z Clamp CNR Pentagon 2
47.98%
3652
7.73%
6.45
12.84
 Rank: 584
 
s_poramet
 
Q13 contest
-0.50
07/05/2019 10:08
a_Collection_a
18.49%
3757
6.36%
2.85
5.18
 Rank: 585
 
mwalimudan
 
Q13 contest
-0.50
05/10/2019 05:56
CongenitalOptimistQ13
9.02%
3708
12.36%
0.78
1.16
 Rank: 586
 
s_poramet
 
Q13 contest
-0.51
02/07/2019 21:56
Z Clamp CNR Duo 10
37.39%
3652
9.32%
4.14
7.31
 Rank: 587
 
charless
 
Q13 contest
-0.51
05/11/2019 04:36
Q13-023.py
288.27%
3713
6.96%
41.83
426.82
 Rank: 588
 
s_poramet
 
Q13 contest
-0.51
07/29/2019 01:23
Cookie Box EV 01
22.48%
3773
5.40%
4.10
7.90
 Rank: 589
 
s_poramet
 
Q13 contest
-0.51
02/20/2019 08:02
Z LvlSd Mn1 Diamond 80
61.87%
3661
6.34%
10.08
22.60
 Rank: 590
 
s_poramet
 
Q13 contest
-0.52
01/05/2019 00:06
Swoosh Lvl Gold 60 Mini Reflector
21.09%
3626
3.24%
6.75
14.55
 Rank: 591
 
s_poramet
 
Q13 contest
-0.52
02/20/2019 08:00
Z LvlSd Mc1 Miracle 75-2B
42.73%
3657
11.48%
3.79
6.65
 Rank: 592
 
charless
 
Q13 contest
-0.53
07/27/2019 05:17
Q13-281.py
16.49%
3765
6.81%
2.39
4.16
 Rank: 593
 
charless
 
Q13 contest
-0.53
07/27/2019 05:18
Q13-283.py
21.79%
3764
7.17%
2.98
5.38
 Rank: 594
 
charless
 
Q13 contest
-0.54
05/22/2019 10:25
Q13-086.py
191.26%
3720
9.41%
20.55
68.08
 Rank: 595
 
s_poramet
 
Q13 contest
-0.55
07/14/2019 01:19
Late Knight
12.17%
3762
4.81%
2.51
4.45
 Rank: 596
 
s_poramet
 
Q13 contest
-0.55
07/27/2019 09:33
Holy Grail 333
38.41%
3772
7.32%
5.15
10.26
 Rank: 597
 
s_poramet
 
Q13 contest
-0.56
01/31/2019 01:55
Y Clamp CNR Trio 14
59.71%
3647
8.12%
7.40
16.15
 Rank: 598
 
alango
 
Q13 contest
-0.56
07/02/2019 06:04
q13comp8
5.45%
3747
2.95%
1.83
3.08
 Rank: 599
 
s_poramet
 
Q13 contest
-0.56
07/13/2019 09:42
Puppy
13.26%
3762
4.42%
2.94
5.33
 Rank: 600
 
Troy B
 
Q13 contest
-0.57
07/14/2019 17:25
junk
15.37%
3715
10.73%
1.44
2.40