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: 101
 
s_poramet
 
Q13 contest
1.93
07/13/2019 11:12
Robin
9.39%
3762
3.36%
2.71
4.67
2.08%
48
3.28%
1.93
6.76
 Rank: 102
 
Sun73
 
Q13 contest
1.93
06/27/2019 11:21
sun73_v8b_rev2
109.88%
7656
7.30%
14.59
39.91
1.40%
61
6.49%
1.93
1.74
 Rank: 103
 
Sun73
 
Q13 contest
1.93
06/28/2019 04:22
sun73_v9b_rev2
27.59%
7657
5.81%
4.63
9.07
0.98%
60
6.49%
1.93
1.23
 Rank: 104
 
s_poramet
 
Q13 contest
1.93
01/19/2019 00:16
W Clamp CNR Ranger 13
5.86%
3638
3.11%
1.93
3.84
-1.14%
173
2.14%
2.14
-1.06
 Rank: 105
 
s_poramet
 
Q13 contest
1.93
01/27/2019 02:17
Y Clamp CNR Ranger 13
5.86%
3643
3.11%
1.93
3.84
-1.14%
167
2.18%
2.17
-1.08
 Rank: 106
 
Sun73
 
Q13 contest
1.92
07/02/2019 04:00
sun73_v9b_rev4c
22.17%
7659
6.10%
3.57
6.35
-1.56%
58
7.22%
1.92
-1.53
 Rank: 107
 
Sun73
 
Q13 contest
1.91
07/02/2019 04:01
sun73_v9c_rev4c
18.86%
7659
5.74%
3.24
5.53
-3.09%
58
6.71%
1.91
-2.61
 Rank: 108
 
s_poramet
 
Q13 contest
1.91
02/09/2019 00:05
Z Clamp CNR Ranger 8
3.81%
3653
2.01%
1.91
3.63
1.03%
158
2.32%
4.10
1.09
 Rank: 109
 
s_poramet
 
Q13 contest
1.90
02/01/2019 00:05
Y Lvl Mc1 Miracle 75-3b
60.06%
3645
10.76%
5.62
10.87
6.56%
163
9.48%
1.90
2.00
 Rank: 110
 
s_poramet
 
Q13 contest
1.90
02/07/2019 21:56
Z Clamp CNR Duo 9
57.53%
3652
9.55%
6.20
12.39
-8.09%
159
7.20%
1.90
-2.94
 Rank: 111
 
Sun73
 
Q13 contest
1.89
06/27/2019 11:18
sun73_v8b_rev1
106.87%
7656
7.35%
14.11
37.07
1.40%
61
7.21%
1.89
1.40
 Rank: 112
 
Sun73
 
Q13 contest
1.89
06/28/2019 04:21
sun73_v9b_rev1
25.42%
7657
5.83%
4.26
7.98
0.98%
60
7.23%
1.89
0.98
 Rank: 113
 
Sun73
 
Q13 contest
1.88
07/02/2019 04:00
sun73_v9b_rev4b
22.78%
7659
6.12%
3.66
6.66
-1.49%
58
8.37%
1.88
-1.31
 Rank: 114
 
Sun73
 
Q13 contest
1.85
06/29/2019 04:51
sun73_v9d_rev1
24.62%
7657
5.64%
4.26
8.31
1.93%
59
7.94%
1.85
1.69
 Rank: 115
 
charless
 
Q13 contest
1.83
07/26/2019 20:49
Q13-265.py
51.83%
3764
7.84%
6.47
13.41
3.45%
39
9.64%
1.83
4.62
 Rank: 116
 
fujin
 
Q13 contest
1.83
07/04/2019 02:49
ShaxDash2
5.33%
3751
2.86%
1.83
3.29
0.90%
56
3.40%
1.93
2.28
 Rank: 117
 
charless
 
Q13 contest
1.82
07/30/2019 01:45
Q13-337.py
26.41%
3766
7.06%
3.67
6.73
1.14%
37
7.65%
1.82
1.85
 Rank: 118
 
charless
 
Q13 contest
1.81
06/22/2019 05:47
Q13-210.py
448.38%
3741
12.96%
34.24
105.08
-1.19%
61
14.01%
1.81
-0.65
 Rank: 119
 
s_poramet
 
Q13 contest
1.78
01/09/2019 00:08
Y Lvl All Seventy 70b
17.66%
3629
10.20%
1.78
2.93
-3.32%
180
7.93%
5.64
-1.06
 Rank: 120
 
s_poramet
 
Q13 contest
1.78
01/09/2019 00:11
Y Lvl Hundred 100
19.90%
3629
11.84%
1.78
2.59
-11.08%
181
8.00%
1.88
-3.17
 Rank: 121
 
s_poramet
 
Q13 contest
1.78
01/01/2019 02:53
PP Gold 85
24.33%
3625
8.09%
2.94
4.77
11.15%
185
6.28%
1.78
3.90
 Rank: 122
 
s_poramet
 
Q13 contest
1.74
01/09/2019 00:09
Y Lvl Eighty 100
19.67%
3628
12.07%
1.74
2.59
-11.95%
180
9.06%
2.58
-3.07
 Rank: 123
 
charless
 
Q13 contest
1.74
06/08/2019 05:40
Q13-148.py
91.07%
3731
4.10%
22.10
132.16
0.47%
74
2.58%
1.74
1.31
 Rank: 124
 
s_poramet
 
Q13 contest
1.74
01/26/2019 00:08
Y Clamp CNR Ranger 3
4.25%
3643
2.47%
1.74
3.11
-0.37%
167
1.35%
2.29
-0.65
 Rank: 125
 
Sun73
 
Q13 contest
1.74
06/29/2019 04:53
sun73_v9d_rev4
25.04%
7657
5.73%
4.28
8.33
1.61%
59
9.05%
1.74
1.23