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: 176
 
KOBAS
 
Q13 contest
1.37
04/05/2019 05:54
190213MiKJJDAT6_3
5.07%
3688
3.52%
1.37
2.44
3.85%
118
3.05%
2.15
4.97
 Rank: 177
 
dm7
 
Q13 contest
1.37
07/30/2019 09:39
tsq13Man0
68.25%
3774
9.23%
7.23
15.57
0.31%
38
9.14%
1.37
0.37
 Rank: 178
 
Troy B
 
Q13 contest
1.36
07/29/2019 20:26
Balanced_Stable5A
7.75%
3767
4.25%
1.79
3.09
0.42%
39
3.88%
1.36
1.14
 Rank: 179
 
Troy B
 
Q13 contest
1.36
07/25/2019 19:21
Balanced_Stable5
8.14%
3765
4.27%
1.85
3.23
1.40%
40
4.18%
1.36
3.84
 Rank: 180
 
Troy B
 
Q13 contest
1.36
07/25/2019 19:40
BalancedStable6
8.14%
3765
4.27%
1.85
3.23
1.40%
40
4.18%
1.36
3.84
 Rank: 181
 
s_poramet
 
Q13 contest
1.35
02/19/2019 06:15
Z LvlSd Mc1 Miracle 75-1
31.78%
3660
11.08%
3.00
4.99
-9.16%
148
11.58%
1.35
-2.37
 Rank: 182
 
Troy B
 
Q13 contest
1.35
07/17/2019 18:49
SLPMSTR11
12.42%
3718
8.84%
1.35
2.41
6.88%
47
11.51%
2.62
9.91
 Rank: 183
 
s_poramet
 
Q13 contest
1.35
02/08/2019 00:55
Z Clamp CNR Ranger 2
6.64%
3653
2.94%
2.35
4.30
-3.10%
158
2.23%
1.35
-2.96
 Rank: 184
 
mwalimudan
 
Q13 contest
1.31
07/27/2019 14:28
JustReadTheInstructionsQ131
12.73%
3763
9.54%
1.31
2.11
-0.42%
38
12.37%
2.91
-0.33
 Rank: 185
 
s_poramet
 
Q13 contest
1.31
07/30/2019 03:26
xAll Duo EV 33
28.85%
3774
5.82%
4.85
9.71
1.47%
37
6.43%
1.31
3.17
 Rank: 186
 
dm7
 
Q13 contest
1.29
07/24/2019 05:18
tsq137f008bca9a5a489ea30531b969139574
13.76%
3770
10.48%
1.29
2.10
-0.72%
42
8.75%
1.65
-0.72
 Rank: 187
 
dm7
 
Q13 contest
1.29
07/24/2019 05:27
tsq137f008bca9a5a489ea30531b969139574
13.76%
3770
10.48%
1.29
2.10
-0.72%
42
8.75%
1.65
-0.72
 Rank: 188
 
s_poramet
 
Q13 contest
1.29
02/19/2019 06:16
Z LvlSd Mc1 Miracle 75-1B
37.57%
3657
10.47%
3.70
6.33
-5.13%
151
10.64%
1.29
-1.32
 Rank: 189
 
charless
 
Q13 contest
1.28
06/08/2019 05:39
Q13-142.py
400.52%
3731
10.03%
39.98
195.13
-3.83%
73
9.15%
1.28
-2.55
 Rank: 190
 
s_poramet
 
Q13 contest
1.26
07/27/2019 07:26
XMN 01
14.49%
3772
6.41%
2.21
3.98
-0.02%
39
3.20%
1.26
-0.06
 Rank: 191
 
Troy B
 
Q13 contest
1.25
07/28/2019 19:07
Balanced_Stable3A
4.05%
3758
3.15%
1.25
2.07
0.57%
38
4.43%
1.40
1.51
 Rank: 192
 
s_poramet
 
Q13 contest
1.25
01/12/2019 07:45
W Lvlsd Mc1 Bronze 75-2
44.46%
3633
5.34%
8.37
18.72
4.67%
178
3.77%
1.25
2.91
 Rank: 193
 
s_poramet
 
Q13 contest
1.25
07/31/2019 08:16
xAll SMA
15.46%
3775
9.82%
1.54
2.66
1.24%
36
10.18%
1.25
1.80
 Rank: 194
 
s_poramet
 
Q13 contest
1.24
01/09/2019 00:11
Y Lvl Sixty 100
22.83%
3628
12.15%
2.00
3.06
-12.21%
181
9.81%
1.24
-2.92
 Rank: 195
 
Troy B
 
Q13 contest
1.23
07/29/2019 18:26
Balanced_Stable2A
4.35%
3759
3.45%
1.23
2.02
0.77%
38
4.72%
1.50
1.91
 Rank: 196
 
Troy B
 
Q13 contest
1.23
07/29/2019 18:50
Balanced_Stable1A
4.05%
3759
3.22%
1.23
2.02
0.72%
38
4.39%
1.51
1.92
 Rank: 197
 
charless
 
Q13 contest
1.22
07/27/2019 05:17
Q13-279.py
12.36%
3767
6.30%
1.91
3.38
1.04%
36
6.03%
1.22
2.28
 Rank: 198
 
Troy B
 
Q13 contest
1.22
07/29/2019 20:34
Vortex1A
10.30%
3745
7.10%
1.41
2.39
3.33%
39
10.41%
1.22
3.99
 Rank: 199
 
Troy B
 
Q13 contest
1.22
07/29/2019 20:34
Vortex1A
10.30%
3745
7.10%
1.41
2.39
3.33%
39
10.41%
1.22
3.99
 Rank: 200
 
Troy B
 
Q13 contest
1.22
07/29/2019 20:34
Vortex1A
10.30%
3745
7.10%
1.41
2.39
3.33%
39
10.41%
1.22
3.99