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: 51
 
s_poramet
 
Q13 contest
0.00
01/05/2019 00:09
Swoosh Lvl Diamon 85 Mini Reflector
30.66%
2480
15.35%
1.68
3.26
340.46%
1282
---
---
---
 Rank: 52
 
emmarfan
 
Q13 contest
0.00
01/05/2019 02:49
RSI20191051849
0.62%
2484
6.93%
0.14
0.13
-1.25%
1282
---
---
---
 Rank: 53
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:25
Lvl Full Fifty 75
24.02%
2484
8.01%
2.95
5.42
165.97%
1283
---
---
---
 Rank: 54
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:25
Lvl Full Fifty 75b
17.13%
2484
5.70%
2.82
5.64
104.11%
1282
---
---
---
 Rank: 55
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:26
Lvl Full Hundred 60
22.56%
2484
9.61%
2.29
3.60
165.13%
1282
---
---
---
 Rank: 56
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:26
Lvl Full Hundred 60 Stop
9.49%
2484
4.64%
2.37
3.53
27.73%
1282
---
---
---
 Rank: 57
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:26
Lvl Full Hundred 60b
26.79%
2484
4.70%
5.75
11.33
165.12%
1282
---
---
---
 Rank: 58
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:27
Lvl Full Seventy 70b
18.60%
2482
10.28%
1.59
3.05
141.15%
1282
---
---
---
 Rank: 59
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:27
Lvl SQ Eighty 100
22.83%
2481
12.15%
1.80
2.99
149.59%
1282
---
---
---
 Rank: 60
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:28
Lvl SQ Fifty 100
29.92%
2481
12.66%
2.47
3.79
181.78%
1282
---
---
---
 Rank: 61
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:28
Lvl SQ Fifty 500
24.49%
2482
5.90%
4.24
8.05
130.62%
1282
---
---
---
 Rank: 62
 
s_poramet
 
Q13 contest
0.00
01/06/2019 02:28
Lvl SQ Forty 100
33.59%
2481
12.81%
2.83
4.30
186.27%
1282
---
---
---
 Rank: 63
 
stonerich
 
Q13 contest
0.00
01/06/2019 03:31
trendfollowing
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 64
 
emmarfan
 
Q13 contest
0.00
01/07/2019 01:01
rf
1.74%
2484
6.69%
0.46
0.41
-7.95%
1283
---
---
---
 Rank: 65
 
emmarfan
 
Q13 contest
0.00
01/07/2019 01:03
13
2.37%
2484
6.28%
0.66
0.57
-8.66%
1282
---
---
---
 Rank: 66
 
emmarfan
 
Q13 contest
0.00
01/07/2019 01:03
1
3.95%
6388
5.76%
0.85
1.06
-8.39%
1278
---
---
---
 Rank: 67
 
s_poramet
 
Q13 contest
0.00
01/07/2019 02:10
LvlAll Fifty 75b Stop
6.51%
2484
7.52%
1.22
1.39
0.34%
1283
---
---
---
 Rank: 68
 
s_poramet
 
Q13 contest
0.00
01/07/2019 02:10
Lvl Hundred 100
22.53%
2482
11.93%
1.73
2.91
164.88%
1283
---
---
---
 Rank: 69
 
s_poramet
 
Q13 contest
0.00
01/07/2019 02:11
Lvl Sixty 100
25.87%
2481
12.20%
2.05
3.45
173.11%
1283
---
---
---
 Rank: 70
 
s_poramet
 
Q13 contest
0.00
01/07/2019 02:11
Lvl Thirty 100
40.74%
2481
11.17%
3.82
6.22
314.24%
1283
---
---
---
 Rank: 71
 
s_poramet
 
Q13 contest
0.00
01/07/2019 02:12
LvlSD Eighty 200
17.19%
2480
4.77%
3.75
6.66
87.04%
1282
---
---
---
 Rank: 72
 
s_poramet
 
Q13 contest
0.00
01/07/2019 02:12
LvlSD Fifty 200
20.48%
2482
4.70%
4.39
8.26
118.84%
1282
---
---
---
 Rank: 73
 
s_poramet
 
Q13 contest
0.00
01/07/2019 02:12
LvlSD Forty 200
23.58%
2482
5.77%
4.12
7.62
132.56%
1283
---
---
---
 Rank: 74
 
s_poramet
 
Q13 contest
0.00
01/07/2019 02:12
LvlSD Hundred 60
14.79%
2481
5.17%
3.04
5.06
63.73%
1282
---
---
---
 Rank: 75
 
s_poramet
 
Q13 contest
0.00
01/07/2019 02:13
LvlSD Hundred 65
17.96%
2480
9.45%
2.15
3.18
62.49%
1283
---
---
---