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
1.73
01/18/2019 02:03
W Clamp CNR Ranger 3
4.25%
3638
2.47%
1.73
3.11
-0.05%
174
1.58%
2.25
-0.09
 Rank: 127
 
charless
 
Q13 contest
1.73
05/14/2019 12:46
Q13-056.py
93.10%
3714
4.22%
22.07
185.09
0.67%
89
2.80%
1.73
1.26
 Rank: 128
 
s_poramet
 
Q13 contest
1.72
07/31/2019 08:17
xAll SMA EV
18.54%
3775
7.46%
2.43
4.12
0.82%
37
6.26%
1.72
1.46
 Rank: 129
 
dm7
 
Q13 contest
1.70
07/29/2019 07:19
tsq137f34c276cbf7485db7c803c5c8886f8d
9.17%
3773
3.40%
2.64
5.20
0.57%
38
2.89%
1.70
2.44
 Rank: 130
 
s_poramet
 
Q13 contest
1.69
02/04/2019 01:28
First Stack Lvl 66 Selector B
26.64%
3640
12.81%
1.95
3.72
27.78%
162
12.56%
1.69
7.08
 Rank: 131
 
charless
 
Q13 contest
1.69
07/30/2019 01:46
Q13-338.py
24.38%
3768
6.32%
3.78
6.91
1.10%
38
7.23%
1.69
1.70
 Rank: 132
 
s_poramet
 
Q13 contest
1.68
07/30/2019 03:26
xAll SIM 01
34.35%
3774
9.12%
3.66
6.92
3.14%
37
7.24%
1.68
7.33
 Rank: 133
 
s_poramet
 
Q13 contest
1.67
02/09/2019 00:06
Z Clamp CNR Ranger 12
3.82%
3653
2.25%
1.67
3.07
1.33%
157
1.89%
4.34
2.15
 Rank: 134
 
s_poramet
 
Q13 contest
1.67
02/09/2019 00:05
Z Clamp CNR Ranger 10
8.28%
3653
5.06%
1.67
2.83
-0.89%
157
3.98%
3.58
-0.59
 Rank: 135
 
s_poramet
 
Q13 contest
1.66
07/29/2019 02:11
XMC SIM EV 33
18.55%
3773
4.97%
3.64
6.98
1.58%
39
4.83%
1.66
4.00
 Rank: 136
 
charless
 
Q13 contest
1.66
06/08/2019 05:40
Q13-147.py
98.77%
3731
3.91%
25.22
163.01
-0.41%
71
2.82%
1.66
-0.88
 Rank: 137
 
Troy B
 
Q13 contest
1.64
07/18/2019 22:43
SLPMSTR17
14.72%
3719
8.68%
1.64
3.00
7.21%
46
11.74%
2.62
10.64
 Rank: 138
 
s_poramet
 
Q13 contest
1.63
07/30/2019 03:25
xAll Duo 33
30.07%
3774
6.46%
4.53
9.20
1.88%
37
4.31%
1.63
5.96
 Rank: 139
 
charless
 
Q13 contest
1.62
05/04/2019 23:43
Q13-005.py
38.28%
3710
3.63%
10.51
35.41
0.52%
96
2.85%
1.62
1.11
 Rank: 140
 
Troy B
 
Q13 contest
1.62
07/21/2019 17:02
July19_V11
22.94%
3734
9.96%
2.25
4.18
4.20%
43
11.70%
1.62
4.12
 Rank: 141
 
Troy B
 
Q13 contest
1.62
07/22/2019 09:47
July19_V11
22.94%
3735
9.95%
2.26
4.18
4.20%
43
11.70%
1.62
4.12
 Rank: 142
 
s_poramet
 
Q13 contest
1.61
02/12/2019 00:53
Z Clamp CNR Trio 5
51.27%
3655
8.46%
6.23
12.46
-6.00%
156
7.06%
1.61
-2.27
 Rank: 143
 
Troy B
 
Q13 contest
1.60
07/18/2019 20:17
SLPMSTR13
14.46%
3719
8.70%
1.60
2.93
7.20%
46
11.74%
2.62
10.64
 Rank: 144
 
charless
 
Q13 contest
1.60
05/12/2019 13:11
Q13-031.py
93.33%
3713
3.93%
23.86
195.89
-0.62%
90
2.47%
1.60
-1.22
 Rank: 145
 
charless
 
Q13 contest
1.56
06/09/2019 10:19
Q13-155.py
60.45%
3732
3.62%
16.62
84.08
-0.92%
74
2.13%
1.56
-2.52
 Rank: 146
 
charless
 
Q13 contest
1.55
05/13/2019 17:42
Q13-042.py
84.80%
3712
4.03%
21.15
179.12
-0.88%
92
2.47%
1.55
-1.52
 Rank: 147
 
Troy B
 
Q13 contest
1.52
07/17/2019 20:56
SLPMSTR12
13.88%
3718
8.71%
1.52
2.80
8.68%
43
11.59%
4.45
16.40
 Rank: 148
 
s_poramet
 
Q13 contest
1.52
01/19/2019 00:14
W Clamp CNR Ranger 6
5.69%
3638
3.80%
1.52
2.76
0.46%
172
3.77%
4.69
0.27
 Rank: 149
 
s_poramet
 
Q13 contest
1.52
01/27/2019 02:15
Y Clamp CNR Ranger 6
5.69%
3643
3.80%
1.52
2.76
0.36%
168
3.81%
4.50
0.22
 Rank: 150
 
s_poramet
 
Q13 contest
1.51
01/05/2019 00:08
Swoosh Lvl Gold 99 Mini Reflector
21.08%
3615
14.01%
1.51
2.49
6.31%
182
14.84%
3.78
1.11