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
2.94
01/08/2019 00:10
Y Lvl All Fifty 75b
16.41%
3630
5.70%
2.94
5.39
-0.64%
181
4.87%
5.48
-0.32
 Rank: 52
 
charless
 
Q13 contest
2.92
05/12/2019 14:48
Q13-036.py
82.30%
3713
3.57%
23.07
221.33
0.27%
90
1.73%
2.92
0.80
 Rank: 53
 
s_poramet
 
Q13 contest
2.92
07/31/2019 08:16
xAll SMA 01
27.94%
3775
8.91%
3.05
5.57
2.33%
36
6.92%
2.92
6.26
 Rank: 54
 
s_poramet
 
Q13 contest
2.91
01/08/2019 00:10
Y Lvl All Fifty75
22.77%
3630
7.91%
2.91
5.17
1.99%
181
7.03%
8.33
0.72
 Rank: 55
 
charless
 
Q13 contest
2.85
07/30/2019 01:45
Q13-336.py
17.98%
3770
6.11%
2.85
5.00
2.62%
34
4.96%
5.69
8.29
 Rank: 56
 
charless
 
Q13 contest
2.85
07/28/2019 04:02
Q13-307.py
23.42%
3764
7.92%
2.85
5.15
4.89%
35
7.44%
5.92
12.28
 Rank: 57
 
charless
 
Q13 contest
2.81
06/10/2019 15:30
Q13-158.py
366.27%
3733
9.22%
39.88
220.00
-6.01%
72
8.36%
2.81
-3.42
 Rank: 58
 
s_poramet
 
Q13 contest
2.81
01/04/2019 03:21
Swoosh Lvl Diamond 80 Reflector
28.27%
3628
8.94%
3.23
5.63
-0.65%
184
7.94%
2.81
-0.19
 Rank: 59
 
charless
 
Q13 contest
2.77
07/27/2019 05:18
Q13-286.py
32.27%
3764
7.10%
4.43
8.69
2.56%
38
6.39%
2.77
5.26
 Rank: 60
 
charless
 
Q13 contest
2.77
06/19/2019 00:01
Q13-178.py
284.66%
3739
12.79%
21.99
65.55
0.63%
63
14.07%
2.77
0.32
 Rank: 61
 
dm7
 
Q13 contest
2.76
07/29/2019 04:06
tsq13ce35aba1b154418dbee7ed913852afe5
166.93%
3773
18.00%
8.99
19.90
4.31%
38
17.91%
2.76
3.39
 Rank: 62
 
charless
 
Q13 contest
2.76
07/29/2019 02:58
Q13-322.py
62.47%
3765
7.96%
7.67
16.67
3.33%
39
9.34%
2.76
4.34
 Rank: 63
 
s_poramet
 
Q13 contest
2.73
01/05/2019 00:09
Swoosh Lvl Diamon 80 Mini Reflector
31.44%
3625
8.72%
3.71
6.53
-1.80%
182
8.02%
2.73
-0.51
 Rank: 64
 
s_poramet
 
Q13 contest
2.65
02/02/2019 02:47
Y LvlSd Mc1 Bronze 75-1b
44.40%
3646
4.54%
9.84
24.25
2.73%
162
3.15%
2.65
2.36
 Rank: 65
 
Sun73
 
Q13 contest
2.64
06/29/2019 04:49
sun73_v9c_rev3
20.37%
7657
7.51%
2.66
4.48
-1.78%
59
9.02%
2.64
-1.40
 Rank: 66
 
charless
 
Q13 contest
2.63
07/30/2019 01:45
Q13-335.py
17.50%
3768
6.49%
2.63
4.52
1.85%
36
6.90%
2.69
3.22
 Rank: 67
 
s_poramet
 
Q13 contest
2.60
01/13/2019 03:27
W LvlSd Mc1 Bronze 75-1B
44.39%
3631
4.54%
9.88
24.24
2.94%
178
3.09%
2.60
2.33
 Rank: 68
 
charless
 
Q13 contest
2.59
07/26/2019 20:49
Q13-267.py
49.06%
3767
6.64%
7.20
15.64
2.70%
36
6.31%
2.59
6.65
 Rank: 69
 
charless
 
Q13 contest
2.59
07/25/2019 23:21
Q13-252.py
17.90%
3766
6.65%
2.59
4.78
4.19%
37
5.65%
3.90
11.20
 Rank: 70
 
s_poramet
 
Q13 contest
2.58
01/01/2019 00:02
Diamond Rank 85
76.54%
3619
28.25%
2.58
4.44
60.89%
185
26.65%
3.65
5.64
 Rank: 71
 
s_poramet
 
Q13 contest
2.56
01/05/2019 00:07
Swoosh Lvl Gold 85 Mini Reflector
38.89%
3626
7.32%
5.50
10.46
-4.47%
182
6.16%
2.56
-1.59
 Rank: 72
 
charless
 
Q13 contest
2.56
07/27/2019 05:19
Q13-287.py
30.06%
3765
6.61%
4.44
8.64
1.63%
37
5.95%
2.56
3.96
 Rank: 73
 
charless
 
Q13 contest
2.53
07/25/2019 23:06
Q13-250.py
20.80%
3763
7.87%
2.53
4.69
7.62%
38
8.62%
6.07
16.07
 Rank: 74
 
Sun73
 
Q13 contest
2.50
06/27/2019 11:25
sun73_v8b_rev4
105.56%
7656
6.35%
16.13
49.52
1.83%
61
6.23%
2.50
2.54
 Rank: 75
 
Sun73
 
Q13 contest
2.50
06/28/2019 04:23
sun73_v9b_rev4
26.07%
7657
5.60%
4.54
8.91
1.50%
60
6.25%
2.50
2.09