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 Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 151
 
s_poramet
 
Q13 contest
1.21
02/03/2019 01:09
Y LvlSd Mc1 Hundred 66b
22.83%
7.75%
2.94
5.17
1.84% 7.09%
1.21
2.01
 Rank: 152
 
s_poramet
 
Q13 contest
1.20
02/02/2019 02:45
Y Lvl Ri1 Diamond 80
51.97%
15.36%
3.43
5.91
3.59% 14.92%
1.20
1.96
 Rank: 153
 
charless
 
Q13 contest
1.19
05/14/2019 12:45
Q13-050.py
110.52%
4.75%
23.59
166.78
0.86% 3.44%
1.19
2.35
 Rank: 154
 
charless
 
Q13 contest
1.17
07/25/2019 23:21
Q13-251.py
19.93%
7.23%
2.69
4.85
1.97% 7.85%
1.17
1.91
 Rank: 155
 
s_poramet
 
Q13 contest
1.17
07/16/2019 08:08
Mc Waffle
15.17%
3.65%
4.08
7.69
0.78% 3.15%
1.17
1.79
 Rank: 156
 
mwalimudan
 
Q13 contest
1.16
07/26/2019 12:39
TradersDozenQ131
20.76%
13.60%
1.51
2.53
2.68% 11.11%
1.16
1.79
 Rank: 157
 
Troy B
 
Q13 contest
1.16
07/16/2019 20:06
SLPMSTR6
11.35%
9.58%
1.16
1.97
2.81% 11.49%
1.16
2.29
 Rank: 158
 
s_poramet
 
Q13 contest
1.14
07/30/2019 03:24
xAll Duo
23.81%
10.74%
2.15
3.85
2.19% 9.31%
1.14
2.23
 Rank: 159
 
s_poramet
 
Q13 contest
1.13
07/20/2019 02:49
sherbby
14.95%
6.19%
2.36
3.93
1.07% 4.53%
1.13
1.61
 Rank: 160
 
KOBAS
 
Q13 contest
1.13
04/05/2019 05:50
190213MiKJJDAT6_1_SR1a08
5.33%
4.58%
1.13
1.91
2.12% 5.85%
1.83
2.79
 Rank: 161
 
s_poramet
 
Q13 contest
1.12
01/19/2019 00:15
W Clamp CNR Ranger 11
5.97%
5.31%
1.12
1.86
1.09% 2.24%
2.73
4.86
 Rank: 162
 
dm7
 
Q13 contest
1.12
07/24/2019 05:18
tsq137f008bca9a5a489ea30531b969139574
13.04%
11.41%
1.12
1.69
3.43% 9.42%
1.81
2.84
 Rank: 163
 
dm7
 
Q13 contest
1.12
07/24/2019 05:27
tsq137f008bca9a5a489ea30531b969139574
13.04%
11.41%
1.12
1.69
3.43% 9.42%
1.81
2.84
 Rank: 164
 
mwalimudan
 
Q13 contest
1.12
04/30/2019 05:56
TradersDozenAndAHalf
14.76%
13.65%
1.12
1.69
4.56% 15.52%
1.52
2.28
 Rank: 165
 
s_poramet
 
Q13 contest
1.12
01/27/2019 02:16
Y Clamp CNR Ranger 11
5.97%
5.31%
1.12
1.86
1.09% 2.24%
2.73
4.86
 Rank: 166
 
mwalimudan
 
Q13 contest
1.10
04/30/2019 05:55
DizaineDeTrader2
14.56%
13.68%
1.10
1.66
5.85% 15.39%
1.89
2.88
 Rank: 167
 
charless
 
Q13 contest
1.10
05/14/2019 12:46
Q13-056.py
92.28%
4.22%
22.07
180.83
0.57% 2.38%
1.10
2.12
 Rank: 168
 
s_poramet
 
Q13 contest
1.10
07/30/2019 03:26
xAll SIM 01
34.15%
9.10%
3.66
6.89
1.55% 6.64%
1.10
2.09
 Rank: 169
 
KOBAS
 
Q13 contest
1.10
04/05/2019 05:55
190213MiKJJDAT6_4
4.06%
3.51%
1.10
1.92
1.34% 2.16%
2.86
5.05
 Rank: 170
 
s_poramet
 
Q13 contest
1.09
01/09/2019 00:11
Y Lvl Forty 100
30.05%
12.77%
2.49
3.87
2.72% 12.00%
1.09
2.05
 Rank: 171
 
fujin
 
Q13 contest
1.08
07/04/2019 02:22
adamBadam
5.06%
3.08%
1.61
2.83
0.79% 3.46%
1.08
1.81
 Rank: 172
 
Troy B
 
Q13 contest
1.06
07/14/2019 19:15
SLPMSTR2
10.85%
9.69%
1.06
1.81
5.15% 11.62%
2.32
4.64
 Rank: 173
 
charless
 
Q13 contest
1.06
07/28/2019 04:03
Q13-309.py
24.08%
6.47%
3.65
6.57
1.60% 7.11%
1.06
1.79
 Rank: 174
 
s_poramet
 
Q13 contest
1.06
01/15/2019 01:20
W Lvl Mc1 Miracle 75-2 B
57.40%
10.45%
5.58
10.55
2.46% 11.14%
1.06
2.09
 Rank: 175
 
s_poramet
 
Q13 contest
1.06
02/01/2019 00:05
Y Lvl Mc1 Miracle 75-2b
57.40%
10.45%
5.58
10.55
2.46% 11.14%
1.06
2.09