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: 151
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:22
W Lvl Mn1 Miracle 75 B
66.08%
2484
12.83%
5.46
9.72
523.50%
1282
---
---
---
 Rank: 152
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:22
W Lvl Ri1 Diamond 80 B
53.84%
2484
14.94%
4.09
6.41
396.77%
1282
---
---
---
 Rank: 153
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:23
W LvlSD Mn1 Diamond 80 B
72.61%
2484
5.00%
14.39
43.04
980.81%
1282
---
---
---
 Rank: 154
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:23
W LvlSD Mn1 Miracle 75 B
41.63%
2484
7.12%
6.07
11.97
249.59%
1283
---
---
---
 Rank: 155
 
s_poramet
 
Q13 contest
0.00
01/15/2019 01:23
W LvlSD Ri1 Diamond 80 B
58.38%
2484
7.06%
8.01
18.79
675.55%
1283
---
---
---
 Rank: 156
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:21
W Clamp CNR B
59.84%
2484
5.62%
10.95
25.42
545.02%
1283
---
---
---
 Rank: 157
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:22
W Clamp CNR Creme
74.15%
2484
9.31%
8.51
17.56
779.13%
1282
---
---
---
 Rank: 158
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:22
W Clamp CNR Duo 1
64.87%
2484
8.45%
8.33
17.23
511.80%
1282
---
---
---
 Rank: 159
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:22
W Clamp CNR Duo 2
60.56%
2484
8.41%
7.88
15.79
481.76%
1283
---
---
---
 Rank: 160
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:22
W Clamp CNR Duo 3
49.71%
2484
7.84%
6.83
12.78
335.37%
1283
---
---
---
 Rank: 161
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:23
W Clamp CNR Duo 4
57.45%
2484
7.71%
7.96
16.32
426.05%
1282
---
---
---
 Rank: 162
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:23
W Clamp CNR Duo 5
61.26%
2484
7.90%
8.10
17.16
523.28%
1282
---
---
---
 Rank: 163
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:23
W Clamp CNR Duo 6
61.05%
2484
11.44%
5.90
10.47
470.13%
1282
---
---
---
 Rank: 164
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:24
W Clamp CNR Duo 7
43.74%
2484
8.95%
5.26
9.19
264.25%
1282
---
---
---
 Rank: 165
 
s_poramet
 
Q13 contest
0.00
01/16/2019 01:24
W Clamp CNR Duo 8
53.46%
2484
9.39%
6.15
11.27
338.53%
1282
---
---
---
 Rank: 166
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:18
W Clamp CNR Duo 9
61.75%
2484
9.66%
6.63
13.22
532.66%
1283
---
---
---
 Rank: 167
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:18
W Clamp CNR Duo 10
40.20%
2484
9.42%
4.58
7.79
246.03%
1283
---
---
---
 Rank: 168
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:18
W Clamp CNR Duo 11
46.51%
2484
10.34%
4.91
8.36
311.69%
1282
---
---
---
 Rank: 169
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:18
W Clamp CNR Duo 12
54.99%
2484
10.98%
5.29
9.61
503.50%
1282
---
---
---
 Rank: 170
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:19
W Clamp CNR Duo 13
36.95%
2484
8.64%
4.53
7.73
204.90%
1282
---
---
---
 Rank: 171
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:19
W Clamp CNR Duo 14
40.47%
2484
8.90%
4.69
8.36
267.66%
1282
---
---
---
 Rank: 172
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:19
W Clamp CNR Duo 15
47.25%
2484
8.35%
5.71
11.11
357.99%
1282
---
---
---
 Rank: 173
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:19
W Clamp CNR iBal
48.52%
2484
10.06%
5.16
9.13
324.46%
1282
---
---
---
 Rank: 174
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:20
W Clamp CNR Pentagon 1
44.00%
6389
7.11%
6.33
12.63
326.51%
1276
---
---
---
 Rank: 175
 
s_poramet
 
Q13 contest
0.00
01/17/2019 00:20
W Clamp CNR Pentagon 2
51.64%
2484
7.79%
7.10
13.86
373.88%
1281
---
---
---