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
 
s_poramet
 
Q13 contest
0.00
01/20/2019 02:16
W Clamp CNR Square 2
46.11%
2484
8.31%
5.86
10.84
305.76%
1282
---
---
---
 Rank: 202
 
s_poramet
 
Q13 contest
0.00
01/20/2019 02:16
W Clamp CNR Square 3
55.61%
2484
8.95%
6.64
12.83
426.92%
1281
---
---
---
 Rank: 203
 
s_poramet
 
Q13 contest
0.00
01/20/2019 02:16
W Clamp CNR Square 4
48.57%
2484
8.79%
5.90
10.93
342.32%
1282
---
---
---
 Rank: 204
 
s_poramet
 
Q13 contest
0.00
01/20/2019 02:17
W Clamp CNR Square 5
46.08%
2484
8.58%
5.83
10.49
290.46%
1282
---
---
---
 Rank: 205
 
s_poramet
 
Q13 contest
0.00
01/20/2019 02:17
W Clamp CNR Square 6
50.53%
2484
7.63%
7.02
13.61
359.20%
1282
---
---
---
 Rank: 206
 
s_poramet
 
Q13 contest
0.00
01/20/2019 02:17
W Clamp CNR Square 7
57.97%
2484
7.79%
7.95
16.41
463.68%
1282
---
---
---
 Rank: 207
 
adhawan86
 
Q13 contest
0.00
01/20/2019 15:13
mySystem1
1.11%
2472
7.04%
0.22
0.25
-1.05%
1264
---
---
---
 Rank: 208
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:22
W Clamp CNR Square 8
52.25%
2484
7.92%
7.07
13.78
385.99%
1282
---
---
---
 Rank: 209
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:22
W Clamp CNR Square 9
50.47%
2484
7.78%
7.03
13.43
347.00%
1280
---
---
---
 Rank: 210
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:23
W Clamp CNR Square 10
60.63%
2484
7.68%
8.40
17.85
481.57%
1282
---
---
---
 Rank: 211
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:23
W Clamp CNR Square 11
54.21%
2484
7.81%
7.43
14.53
401.18%
1282
---
---
---
 Rank: 212
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:23
W Clamp CNR Square 12
52.39%
2484
7.70%
7.39
14.17
358.94%
1282
---
---
---
 Rank: 213
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:23
W Clamp CNR Square 13
62.92%
2484
8.12%
8.38
17.70
523.52%
1282
---
---
---
 Rank: 214
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:24
W Clamp CNR Square 14
60.23%
2484
7.95%
8.30
17.10
453.86%
1283
---
---
---
 Rank: 215
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:24
W Clamp CNR Square 15
54.07%
2484
7.95%
7.44
14.40
385.30%
1282
---
---
---
 Rank: 216
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:24
W Clamp CNR Trio 1
40.99%
2484
8.45%
5.04
9.10
262.49%
1282
---
---
---
 Rank: 217
 
s_poramet
 
Q13 contest
0.00
01/21/2019 02:25
W Clamp CNR Trio 2
50.30%
2484
9.34%
5.68
10.57
390.63%
1283
---
---
---
 Rank: 218
 
s_poramet
 
Q13 contest
0.00
01/22/2019 01:29
W Clamp CNR Trio3
43.79%
2484
9.08%
5.08
9.13
302.45%
1282
---
---
---
 Rank: 219
 
s_poramet
 
Q13 contest
0.00
01/22/2019 01:29
W Clamp CNR Trio 4
40.83%
2484
8.81%
4.98
8.64
246.25%
1282
---
---
---
 Rank: 220
 
s_poramet
 
Q13 contest
0.00
01/22/2019 01:30
W Clamp CNR Trio 5
54.73%
2484
8.55%
6.69
13.25
411.06%
1282
---
---
---
 Rank: 221
 
s_poramet
 
Q13 contest
0.00
01/22/2019 01:30
W Clamp CNR Trio 6
46.56%
2484
8.64%
5.67
10.42
317.88%
1282
---
---
---
 Rank: 222
 
s_poramet
 
Q13 contest
0.00
01/22/2019 01:30
W Clamp CNR Trio 7
43.67%
2484
8.45%
5.56
9.87
260.32%
1282
---
---
---
 Rank: 223
 
s_poramet
 
Q13 contest
0.00
01/22/2019 01:30
W Clamp CNR Trio 8
60.09%
2484
9.88%
6.52
12.50
510.26%
1282
---
---
---
 Rank: 224
 
s_poramet
 
Q13 contest
0.00
01/22/2019 01:30
W Clamp CNR Trio 9
54.42%
2484
9.51%
6.26
11.48
375.31%
1282
---
---
---
 Rank: 225
 
s_poramet
 
Q13 contest
0.00
01/22/2019 01:31
W Clamp CNR Trio 10
46.41%
2484
8.99%
5.61
10.01
297.78%
1283
---
---
---