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: 126
 
s_poramet
 
Q13 contest
0.00
01/13/2019 03:27
W LvlSd Mc1 Bronze 75-1B
44.91%
2482
4.55%
9.11
24.54
499.48%
1282
---
---
---
 Rank: 127
 
s_poramet
 
Q13 contest
0.00
01/13/2019 03:27
W LvlSd Mc1 Bronze 75-2B
47.25%
2482
4.54%
9.80
26.47
520.07%
1282
---
---
---
 Rank: 128
 
s_poramet
 
Q13 contest
0.00
01/13/2019 03:27
W LvlSd Mc1 Bronze 75-3B
49.62%
2482
4.84%
9.75
25.39
528.78%
1282
---
---
---
 Rank: 129
 
s_poramet
 
Q13 contest
0.00
01/13/2019 03:28
W LvlSd Mc1 Bronze 75 B
49.39%
2482
4.59%
10.10
27.26
568.43%
1282
---
---
---
 Rank: 130
 
s_poramet
 
Q13 contest
0.00
01/13/2019 03:28
W LvlSd Mc1 Hundred 66B
23.33%
2480
7.72%
3.10
5.34
132.67%
1282
---
---
---
 Rank: 131
 
s_poramet
 
Q13 contest
0.00
01/13/2019 03:28
W LvlSd Mc1 Miracle 75-1B
39.48%
2481
10.56%
3.93
6.61
241.92%
1283
---
---
---
 Rank: 132
 
s_poramet
 
Q13 contest
0.00
01/13/2019 03:29
W LvlSd Mc1 Miracle 75-2B
42.70%
2480
11.55%
4.20
6.53
184.54%
1282
---
---
---
 Rank: 133
 
s_poramet
 
Q13 contest
0.00
01/13/2019 03:29
W LvlSd Mc1 Miracle 75-3B
36.08%
2481
11.55%
3.31
5.18
211.90%
1282
---
---
---
 Rank: 134
 
s_poramet
 
Q13 contest
0.00
01/13/2019 03:29
W LvlSd Mc1 Miracle 75-All B
40.40%
2482
7.03%
6.28
11.39
219.34%
1282
---
---
---
 Rank: 135
 
jbenitez
 
Q13 contest
0.00
01/13/2019 21:56
sample
0.81%
2472
7.04%
0.19
0.18
-3.14%
1264
---
---
---
 Rank: 136
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:22
W LvlSD Mn1 Miracle 75
40.10%
2484
8.93%
4.79
8.29
207.54%
1282
---
---
---
 Rank: 137
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:22
W Lvl Mc1 Miracle 75-1
64.68%
2484
11.05%
6.19
11.63
542.43%
1282
---
---
---
 Rank: 138
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:23
W Lvl Mc1 Miracle 75-2
54.25%
2484
10.48%
5.33
9.61
424.91%
1283
---
---
---
 Rank: 139
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:23
W Lvl Mc1 Miracle 75-3
59.97%
2484
11.74%
5.53
9.92
415.37%
1282
---
---
---
 Rank: 140
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:23
W Lvl Mc1 Miracle 75-All
62.13%
2484
8.49%
7.79
15.95
496.16%
1282
---
---
---
 Rank: 141
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:23
W Lvl Mn1 Miracle 75
67.92%
2484
13.40%
5.52
9.60
491.31%
1283
---
---
---
 Rank: 142
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:24
W Lvl Mn1 Diamond 80
96.73%
2484
7.29%
13.76
37.96
1,364.74%
1282
---
---
---
 Rank: 143
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:24
W Lvl Ri1 Diamond 80
52.72%
2484
15.38%
3.79
5.99
425.09%
1282
---
---
---
 Rank: 144
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:25
W LvlSD Ri1 Diamond 80
54.76%
2484
9.53%
5.60
11.23
555.39%
1282
---
---
---
 Rank: 145
 
s_poramet
 
Q13 contest
0.00
01/14/2019 02:26
W LvlSD Mn1 Diamond 80
66.42%
2484
6.39%
10.53
24.41
724.94%
1282
---
---
---
 Rank: 146
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:20
W Lvl Mc1 Miracle 75-1 B
70.37%
2481
10.77%
6.98
13.64
607.02%
1282
---
---
---
 Rank: 147
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:20
W Lvl Mc1 Miracle 75-2 B
58.04%
2481
10.44%
5.79
10.68
458.05%
1282
---
---
---
 Rank: 148
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:21
W Lvl Mc1 Miracle 75-3 B
61.04%
2481
10.75%
6.01
11.08
498.33%
1282
---
---
---
 Rank: 149
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:21
W Lvl Mc1 Miracle 75-All B
65.63%
2481
7.52%
9.01
19.33
618.29%
1282
---
---
---
 Rank: 150
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:21
W Lvl Mc1 Diamond 80 B
97.15%
2484
6.84%
14.85
43.08
1,430.14%
1282
---
---
---