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: 601
 
s_poramet
 
Q13 contest
-0.52
07/18/2019 08:39
Gapberry
13.22%
6.44%
2.03
3.30
 Rank: 602
 
charless
 
Q13 contest
-0.53
05/11/2019 04:36
Q13-025.py
89.60%
3.73%
24.42
207.72
 Rank: 603
 
s_poramet
 
Q13 contest
-0.53
01/31/2019 01:55
Y Clamp CNR Trio 15
56.41%
7.90%
7.24
15.53
 Rank: 604
 
s_poramet
 
Q13 contest
-0.53
01/23/2019 00:46
W Clamp CNR Trio 15
56.41%
7.90%
7.24
15.53
 Rank: 605
 
s_poramet
 
Q13 contest
-0.54
02/20/2019 08:03
Z LvlSd Mn1 Miracle 75
37.68%
8.85%
4.41
7.80
 Rank: 606
 
s_poramet
 
Q13 contest
-0.54
01/16/2019 01:22
W Clamp CNR Duo 3
48.90%
7.87%
6.32
12.40
 Rank: 607
 
chengpeng123
 
Q13 contest
-0.54
07/17/2019 23:16
tf_sma
0.37%
3.72%
0.11
0.15
 Rank: 608
 
s_poramet
 
Q13 contest
-0.54
01/20/2019 02:15
W Clamp CNR Ranger 17
7.08%
4.47%
1.63
2.71
 Rank: 609
 
s_poramet
 
Q13 contest
-0.54
01/28/2019 00:21
Y Clamp CNR Ranger 17
7.08%
4.47%
1.63
2.71
 Rank: 610
 
KOBAS
 
Q13 contest
-0.55
04/09/2019 13:59
B07KOBAS04L3A00b
5.74%
5.68%
1.03
1.59
 Rank: 611
 
chengpeng123
 
Q13 contest
-0.55
07/12/2019 23:16
tf_sma
0.37%
3.73%
0.11
0.15
 Rank: 612
 
chengpeng123
 
Q13 contest
-0.55
07/13/2019 00:26
tf_sma2
0.37%
3.73%
0.11
0.15
 Rank: 613
 
dimamalkov
 
Q13 contest
-0.55
05/29/2019 12:44
futuresTechnical20190529
3.01%
8.48%
0.35
0.54
 Rank: 614
 
mwalimudan
 
Q13 contest
-0.55
04/29/2019 08:12
SplittingUpAgain
7.89%
8.12%
1.00
1.50
 Rank: 615
 
s_poramet
 
Q13 contest
-0.55
07/16/2019 09:22
Pork Chop
12.83%
6.12%
2.08
3.40
 Rank: 616
 
s_poramet
 
Q13 contest
-0.55
07/29/2019 01:12
Cookie Box
22.65%
7.01%
3.20
5.90
 Rank: 617
 
s_poramet
 
Q13 contest
-0.56
07/14/2019 22:06
Devali
10.49%
3.90%
2.65
4.52
 Rank: 618
 
Troy B
 
Q13 contest
-0.57
07/09/2019 21:16
July19_V7
16.51%
9.67%
1.71
2.92
 Rank: 619
 
Troy B
 
Q13 contest
-0.57
07/17/2019 18:49
SLPMSTR11
11.93%
8.89%
1.35
2.28
 Rank: 620
 
Troy B
 
Q13 contest
-0.57
07/18/2019 20:17
SLPMSTR13
13.94%
8.75%
1.60
2.79
 Rank: 621
 
s_poramet
 
Q13 contest
-0.57
07/28/2019 03:56
Eruption
52.81%
16.97%
3.08
5.42
 Rank: 622
 
Troy B
 
Q13 contest
-0.58
07/18/2019 22:43
SLPMSTR17
14.20%
8.73%
1.64
2.86
 Rank: 623
 
s_poramet
 
Q13 contest
-0.58
02/11/2019 00:23
Z Clamp CNR Square 15
50.00%
7.89%
6.59
13.26
 Rank: 624
 
c47qian
 
Q13 contest
-0.59
06/22/2019 23:22
myname
1.65%
5.79%
0.29
0.42
 Rank: 625
 
s_poramet
 
Q13 contest
-0.59
01/06/2019 02:27
Lvl SQ Eighty 100
22.13%
12.12%
1.79
2.90