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: 601
 
s_poramet
 
Q13 contest
-0.57
01/02/2019 03:02
Swoosh Lvl Gold 70
31.56%
3626
5.08%
6.25
12.38
 Rank: 602
 
s_poramet
 
Q13 contest
-0.58
02/02/2019 02:46
Y LvlSd Mc1 Bicent 60
11.96%
3644
9.86%
1.20
1.90
 Rank: 603
 
mwalimudan
 
Q13 contest
-0.58
05/09/2019 02:40
SmellItBangQ13
10.39%
3706
10.93%
0.95
1.50
 Rank: 604
 
Sun73
 
Q13 contest
-0.58
07/02/2019 04:02
sun73_v9d_rev4c
22.81%
7659
6.10%
3.68
6.76
 Rank: 605
 
s_poramet
 
Q13 contest
-0.59
01/28/2019 00:21
Y Clamp CNR Ranger 17
7.10%
3644
4.48%
1.63
2.71
 Rank: 606
 
s_poramet
 
Q13 contest
-0.59
01/20/2019 02:15
W Clamp CNR Ranger 17
7.10%
3638
4.48%
1.63
2.71
 Rank: 607
 
s_poramet
 
Q13 contest
-0.59
02/05/2019 06:00
Triple Cheeseburger 66 - Turkey B
57.92%
3637
9.04%
6.64
13.37
 Rank: 608
 
dm7
 
Q13 contest
-0.59
07/24/2019 12:51
tsq13c845434e254a41749132ada46a8f2bbb
111.76%
3770
17.05%
6.44
12.47
 Rank: 609
 
charless
 
Q13 contest
-0.59
06/09/2019 10:19
Q13-153.py
159.72%
3731
6.70%
23.85
130.65
 Rank: 610
 
s_poramet
 
Q13 contest
-0.59
01/21/2019 02:22
W Clamp CNR Square 9
49.63%
3639
7.80%
6.46
13.01
 Rank: 611
 
s_poramet
 
Q13 contest
-0.59
02/06/2019 00:32
Z Clamp CNR Duo 3
46.16%
3651
7.79%
6.17
11.86
 Rank: 612
 
s_poramet
 
Q13 contest
-0.59
02/03/2019 01:10
Y LvlSd Mc1 Miracle 75-2b
41.99%
3644
11.54%
3.81
6.40
 Rank: 613
 
s_poramet
 
Q13 contest
-0.59
02/27/2019 08:49
Purely Mad Rain
11.29%
3666
7.66%
1.47
2.35
 Rank: 614
 
s_poramet
 
Q13 contest
-0.60
07/28/2019 02:19
Lobo Man EV 33
27.63%
3772
6.22%
4.38
8.54
 Rank: 615
 
s_poramet
 
Q13 contest
-0.60
02/01/2019 00:05
Y Lvl Mc1 Miracle 75-3
58.81%
3648
11.79%
5.02
9.65
 Rank: 616
 
s_poramet
 
Q13 contest
-0.60
02/15/2019 09:42
Z Lvl Mc1 Miracle 75-2b
55.65%
3655
10.42%
5.45
10.26
 Rank: 617
 
s_poramet
 
Q13 contest
-0.60
02/01/2019 00:04
Y Lvl Mc1 Miracle 75-1
64.05%
3648
11.02%
5.86
11.54
 Rank: 618
 
s_poramet
 
Q13 contest
-0.60
02/22/2019 08:15
Z Tree LvlPVO Second Stack Miracle 66B
28.82%
3565
12.63%
2.41
4.04
 Rank: 619
 
s_poramet
 
Q13 contest
-0.60
01/28/2019 00:23
Y Clamp CNR Square 7
57.24%
3644
7.81%
7.37
16.01
 Rank: 620
 
s_poramet
 
Q13 contest
-0.61
03/10/2019 03:30
Soccer Field B
13.28%
3672
3.90%
3.39
6.24
 Rank: 621
 
s_poramet
 
Q13 contest
-0.61
02/19/2019 06:11
Z LvlSd Mc1 Bronze 75-3
44.08%
3660
5.33%
8.39
18.74
 Rank: 622
 
s_poramet
 
Q13 contest
-0.61
02/01/2019 00:06
Y Lvl Mc1 Miracle 75-All
61.36%
3648
8.50%
7.27
15.61
 Rank: 623
 
s_poramet
 
Q13 contest
-0.61
01/14/2019 02:23
W Lvl Mc1 Miracle 75-All
61.36%
3634
8.50%
7.28
15.61
 Rank: 624
 
s_poramet
 
Q13 contest
-0.61
02/17/2019 02:07
Z Lvl Third Stack 66 Selector 1
49.30%
3655
6.68%
7.61
15.80
 Rank: 625
 
s_poramet
 
Q13 contest
-0.62
02/18/2019 06:50
Z LvlSd Mc1 Bronze 75
44.05%
3659
5.33%
8.41
18.75