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: 201
 
Troy B
 
Q13 contest
1.22
07/28/2019 21:34
Balanced_Stable4A
4.04%
3758
3.23%
1.22
2.02
0.58%
39
4.37%
1.39
1.50
 Rank: 202
 
Sun73
 
Q13 contest
1.21
07/01/2019 12:23
sun73_v9c_rev3c
18.93%
7658
6.70%
2.78
4.18
-3.53%
59
6.97%
1.21
-3.10
 Rank: 203
 
charless
 
Q13 contest
1.21
05/05/2019 22:07
Q13-012.py
340.12%
3709
7.93%
43.35
459.25
-1.36%
98
4.14%
1.21
-1.34
 Rank: 204
 
s_poramet
 
Q13 contest
1.20
03/10/2019 03:29
Pitbull 20B
14.58%
3672
5.43%
2.62
4.67
5.51%
137
4.76%
1.20
4.06
 Rank: 205
 
s_poramet
 
Q13 contest
1.20
02/02/2019 02:47
Y LvlSd Mc1 Bronze 75-2
44.47%
3648
5.34%
8.36
18.73
3.71%
162
3.83%
1.20
2.51
 Rank: 206
 
s_poramet
 
Q13 contest
1.19
01/05/2019 00:07
Swoosh Lvl Gold 80 Mini Reflector
35.29%
3626
5.11%
7.08
14.54
-1.52%
183
3.94%
1.19
-0.85
 Rank: 207
 
s_poramet
 
Q13 contest
1.19
06/30/2019 10:39
Reexperienced Mc1
46.68%
3750
5.38%
8.57
19.71
-1.06%
59
3.93%
1.19
-1.70
 Rank: 208
 
s_poramet
 
Q13 contest
1.19
02/17/2019 02:02
Z Lvl First Stack 66 B
19.89%
3655
11.14%
1.85
2.76
-7.16%
149
9.13%
1.19
-2.32
 Rank: 209
 
Troy B
 
Q13 contest
1.18
07/09/2019 21:32
July19_V7
18.33%
3726
9.36%
1.92
3.43
3.94%
52
11.60%
1.18
3.11
 Rank: 210
 
Troy B
 
Q13 contest
1.18
07/21/2019 15:28
July19_V10
19.80%
3734
9.46%
2.04
3.75
4.81%
43
11.38%
1.18
4.92
 Rank: 211
 
s_poramet
 
Q13 contest
1.18
01/01/2019 00:03
LvlA PVO Ground
107.24%
3535
20.27%
5.52
11.58
9.35%
180
13.53%
1.18
1.63
 Rank: 212
 
Sun73
 
Q13 contest
1.16
07/01/2019 12:22
sun73_v9b_rev3c
22.81%
7658
6.59%
3.41
6.10
-2.59%
59
8.82%
1.16
-1.82
 Rank: 213
 
Troy B
 
Q13 contest
1.16
07/16/2019 20:06
SLPMSTR6
11.47%
3716
9.57%
1.16
1.99
5.51%
47
11.49%
2.45
6.07
 Rank: 214
 
charless
 
Q13 contest
1.15
06/19/2019 00:01
Q13-177.py
453.11%
3741
11.54%
38.84
198.42
-0.85%
67
10.04%
1.15
-0.56
 Rank: 215
 
s_poramet
 
Q13 contest
1.15
01/04/2019 03:18
Swoosh Lvl Gold 80 Reflector
35.29%
3628
5.91%
6.13
11.93
-3.51%
183
4.44%
1.15
-1.89
 Rank: 216
 
s_poramet
 
Q13 contest
1.14
01/13/2019 03:27
W LvlSd Mc1 Bronze 75-2B
46.59%
3631
4.54%
10.40
25.98
2.95%
178
3.33%
1.14
2.17
 Rank: 217
 
Troy B
 
Q13 contest
1.14
07/22/2019 20:09
Vortex1
15.45%
3740
8.76%
1.71
3.06
5.07%
43
10.21%
1.14
5.91
 Rank: 218
 
dm7
 
Q13 contest
1.14
07/24/2019 05:08
tsq13ebf5df1d415249cebace609426cd9195
1.75%
3770
0.58%
2.97
6.00
0.03%
42
0.41%
1.14
1.05
 Rank: 219
 
s_poramet
 
Q13 contest
1.14
02/03/2019 01:08
Y LvlSd Mc1 Bronze 75-2b
46.59%
3646
4.54%
10.37
25.99
2.57%
162
3.36%
1.14
2.07
 Rank: 220
 
alango
 
Q13 contest
1.13
07/01/2019 13:12
q13comp5
4.57%
3744
2.79%
1.60
2.72
1.02%
59
2.96%
1.13
3.04
 Rank: 221
 
alango
 
Q13 contest
1.12
06/21/2019 08:00
q13comp2
3.85%
3738
2.54%
1.47
2.47
1.10%
64
2.66%
1.12
3.12
 Rank: 222
 
s_poramet
 
Q13 contest
1.12
01/19/2019 00:15
W Clamp CNR Ranger 11
5.97%
3638
5.32%
1.12
1.86
0.11%
173
2.19%
1.48
0.12
 Rank: 223
 
s_poramet
 
Q13 contest
1.12
01/27/2019 02:16
Y Clamp CNR Ranger 11
5.98%
3643
5.32%
1.12
1.86
0.36%
167
2.21%
1.80
0.39
 Rank: 224
 
Troy B
 
Q13 contest
1.12
07/20/2019 22:03
SLPMSTR19
9.32%
3720
8.33%
1.12
1.87
0.55%
43
10.85%
3.31
0.51
 Rank: 225
 
KOBAS
 
Q13 contest
1.10
04/05/2019 05:55
190213MiKJJDAT6_4
4.04%
3688
3.52%
1.10
1.91
2.50%
118
2.71%
2.05
3.59