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: 1
 
charless
 
Q13 contest
33.94
06/10/2019 15:30
Q13-159.py
358.21%
2479
9.48%
33.94
196.45
164,460.84%
1299
7.49%
35.17
175.83
 Rank: 2
 
charless
 
Q13 contest
29.44
06/10/2019 15:30
Q13-160.py
387.52%
2477
10.29%
33.12
213.76
309,609.09%
1299
8.69%
29.44
209.25
 Rank: 3
 
Troy B
 
Q13 contest
28.84
07/29/2019 20:41
July19_V11B
4.90%
2457
6.90%
-
1.16
101.18%
1296
11.73%
28.84
2.29
 Rank: 4
 
Troy B
 
Q13 contest
27.84
07/28/2019 19:27
July19_V11A
4.61%
2457
6.27%
-
1.17
93.23%
1296
10.65%
27.84
2.31
 Rank: 5
 
Troy B
 
Q13 contest
24.79
07/30/2019 20:54
SLPMSTR14a
3.33%
2443
5.97%
-
0.87
61.54%
1296
10.13%
24.79
1.68
 Rank: 6
 
charless
 
Q13 contest
22.47
06/22/2019 05:47
Q13-212.py
316.33%
2479
12.91%
22.47
74.59
110,489.79%
1299
11.21%
29.39
64.56
 Rank: 7
 
Troy B
 
Q13 contest
22.14
07/31/2019 21:30
July19_V11C
4.76%
2457
6.80%
-
1.14
97.36%
1293
11.56%
22.14
2.26
 Rank: 8
 
charless
 
Q13 contest
20.89
06/10/2019 15:30
Q13-158.py
371.44%
2480
9.19%
37.57
235.73
132,248.19%
1298
6.95%
20.89
192.62
 Rank: 9
 
Troy B
 
Q13 contest
13.25
07/29/2019 20:30
July19_V6A
6.22%
2456
7.49%
-
1.31
141.64%
1296
12.72%
13.25
2.58
 Rank: 10
 
Troy B
 
Q13 contest
13.23
07/30/2019 20:51
July19_V2A
5.37%
2456
7.50%
-
1.11
114.87%
1296
12.75%
13.23
2.18
 Rank: 11
 
Troy B
 
Q13 contest
13.23
07/30/2019 20:52
July19_V3a
5.37%
2456
7.50%
-
1.11
114.87%
1296
12.75%
13.23
2.18
 Rank: 12
 
Troy B
 
Q13 contest
12.70
08/02/2019 10:22
Hedge3
0.30%
2484
0.31%
-
1.48
4.43%
1299
0.53%
12.70
2.80
 Rank: 13
 
charless
 
Q13 contest
11.75
06/22/2019 05:47
Q13-211.py
354.58%
2480
12.61%
25.98
90.21
139,760.94%
1298
10.42%
11.75
84.79
 Rank: 14
 
charless
 
Q13 contest
10.94
06/19/2019 00:02
Q13-181.py
507.09%
2481
13.66%
33.72
176.32
715,407.39%
1298
11.82%
10.94
155.53
 Rank: 15
 
charless
 
Q13 contest
9.46
05/13/2019 17:42
Q13-038.py
164.25%
2479
6.46%
22.65
148.36
13,827.44%
1298
5.52%
9.46
134.44
 Rank: 16
 
charless
 
Q13 contest
9.45
06/09/2019 10:19
Q13-153.py
161.72%
2479
6.68%
20.72
139.10
14,700.43%
1303
5.27%
9.45
140.00
 Rank: 17
 
charless
 
Q13 contest
9.02
06/21/2019 07:12
Q13-202.py
230.75%
2480
12.85%
18.50
54.65
15,843.23%
1298
11.04%
9.02
41.09
 Rank: 18
 
charless
 
Q13 contest
8.93
06/18/2019 23:47
Q13-172.py
309.17%
2480
12.13%
23.30
82.93
89,426.40%
1299
9.91%
8.93
87.91
 Rank: 19
 
s_poramet
 
Q13 contest
8.72
02/20/2019 08:02
Z LvlSd Mn1 Diamond 80
62.57%
2484
6.34%
10.48
22.88
555.80%
1302
5.60%
8.72
17.41
 Rank: 20
 
Sun73
 
Q13 contest
8.48
06/18/2019 14:14
sun73_v5f_rev12
214.82%
6389
7.77%
33.23
121.42
6,395.70%
1303
11.35%
8.48
36.39
 Rank: 21
 
s_poramet
 
Q13 contest
8.36
02/11/2019 00:22
Z Clamp CNR Square 10
57.13%
2484
7.63%
8.36
16.71
369.11%
1302
6.72%
9.68
10.78
 Rank: 22
 
s_poramet
 
Q13 contest
8.34
02/11/2019 00:22
Z Clamp CNR Square 13
59.17%
2484
8.05%
8.34
16.57
395.78%
1302
7.42%
8.46
10.36
 Rank: 23
 
charless
 
Q13 contest
8.31
06/09/2019 10:19
Q13-154.py
153.98%
2477
6.62%
19.99
122.67
14,718.09%
1302
5.71%
8.31
120.58
 Rank: 24
 
s_poramet
 
Q13 contest
8.27
02/08/2019 00:54
Z Clamp CNR Pentagon 4
57.07%
2484
7.79%
8.27
16.40
372.50%
1302
7.09%
9.38
10.50
 Rank: 25
 
s_poramet
 
Q13 contest
8.00
02/22/2019 08:14
Z LvlSd Ri1 Diamond 80 B
56.00%
2484
7.05%
8.00
17.99
554.01%
1302
6.13%
8.10
16.39