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 Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 276
 
Troy B
 
Q13 contest
0.79
07/29/2019 20:30
July19_V6A
6.56%
7.83%
0.79
1.31
7.21% 12.92%
1.75
2.88
 Rank: 277
 
s_poramet
 
Q13 contest
0.79
02/12/2019 00:54
Z Clamp CNR Trio 7
40.71%
8.37%
5.02
9.30
1.40% 10.06%
0.79
1.76
 Rank: 278
 
s_poramet
 
Q13 contest
0.79
01/31/2019 01:57
Y Clamp CNR Z Ranger
52.72%
10.24%
5.13
10.58
1.47% 10.52%
0.79
1.21
 Rank: 279
 
s_poramet
 
Q13 contest
0.79
01/23/2019 00:48
W Clamp CNR Z Ranger
52.72%
10.24%
5.14
10.58
1.47% 10.52%
0.79
1.21
 Rank: 280
 
mwalimudan
 
Q13 contest
0.78
05/10/2019 05:56
CongenitalOptimistQ13
9.85%
12.40%
0.78
1.26
3.16% 9.62%
0.99
1.66
 Rank: 281
 
charless
 
Q13 contest
0.77
07/31/2019 02:42
Q13-363.py
38.51%
6.59%
5.92
11.60
1.36% 5.24%
0.77
1.19
 Rank: 282
 
s_poramet
 
Q13 contest
0.77
01/26/2019 00:08
Y Clamp CNR Ranger 2
7.38%
2.98%
2.43
4.81
0.27% 1.90%
0.77
1.12
 Rank: 283
 
s_poramet
 
Q13 contest
0.77
01/18/2019 02:02
W Clamp CNR Ranger 2
7.38%
2.98%
2.44
4.81
0.27% 1.90%
0.77
1.12
 Rank: 284
 
charless
 
Q13 contest
0.76
07/29/2019 02:57
Q13-315.py
34.88%
6.43%
5.43
10.56
1.59% 6.20%
0.76
1.30
 Rank: 285
 
s_poramet
 
Q13 contest
0.76
01/07/2019 02:11
Lvl Sixty 100
25.07%
12.11%
2.04
3.37
2.59% 10.21%
0.76
1.22
 Rank: 286
 
s_poramet
 
Q13 contest
0.75
01/15/2019 01:22
W Lvl Ri1 Diamond 80 B
50.86%
14.91%
3.64
6.02
3.49% 14.01%
0.75
1.19
 Rank: 287
 
s_poramet
 
Q13 contest
0.75
02/02/2019 02:45
Y Lvl Ri1 Diamond 80b
50.81%
14.91%
3.65
6.02
3.49% 14.01%
0.75
1.19
 Rank: 288
 
KOBAS
 
Q13 contest
0.75
04/29/2019 05:36
B05KOBAS04LB17E00
4.87%
5.20%
0.97
1.44
1.48% 5.85%
0.75
1.43
 Rank: 289
 
s_poramet
 
Q13 contest
0.75
02/07/2019 21:56
Z Clamp CNR Duo 9
49.62%
9.09%
5.45
10.74
- -%
0.75
-
 Rank: 290
 
AlgoQT
 
Q13 contest
0.75
07/23/2019 06:29
SP128_0723_v2
2.94%
2.38%
1.18
1.98
0.61% 2.41%
0.75
1.30
 Rank: 291
 
charless
 
Q13 contest
0.75
07/28/2019 04:03
Q13-309.py
23.71%
6.45%
3.65
6.51
1.53% 6.09%
0.75
1.26
 Rank: 292
 
dm7
 
Q13 contest
0.75
07/24/2019 05:08
tsq13ebf5df1d415249cebace609426cd9195
1.69%
0.57%
2.94
6.01
0.08% 0.30%
0.75
1.50
 Rank: 293
 
s_poramet
 
Q13 contest
0.74
01/05/2019 00:08
Swoosh Lvl Gold 90 Mini Reflector
43.28%
9.47%
4.72
8.72
1.75% 7.01%
0.74
1.38
 Rank: 294
 
s_poramet
 
Q13 contest
0.73
01/12/2019 07:44
W Lvlsd Mc1 Bicent 60
12.03%
9.77%
1.20
1.93
2.01% 8.20%
0.73
1.12
 Rank: 295
 
s_poramet
 
Q13 contest
0.73
02/02/2019 02:46
Y LvlSd Mc1 Bicent 60
12.03%
9.77%
1.20
1.93
2.01% 8.20%
0.73
1.12
 Rank: 296
 
s_poramet
 
Q13 contest
0.73
02/04/2019 01:28
First Stack Lvl 66 Selector
25.01%
13.52%
1.80
3.25
3.01% 13.21%
0.73
1.13
 Rank: 297
 
dm7
 
Q13 contest
0.72
07/29/2019 04:06
tsq13ce35aba1b154418dbee7ed913852afe5
151.51%
17.77%
8.83
18.24
3.52% 14.79%
0.72
1.29
 Rank: 298
 
charless
 
Q13 contest
0.71
06/09/2019 10:19
Q13-156.py
55.54%
3.77%
15.05
67.84
0.52% 2.14%
0.71
1.31
 Rank: 299
 
s_poramet
 
Q13 contest
0.71
07/31/2019 08:16
xAll SMA 33
24.84%
7.27%
3.42
6.19
1.36% 5.68%
0.71
1.27
 Rank: 300
 
mwalimudan
 
Q13 contest
0.71
05/09/2019 02:40
SmellItBangQ13
10.92%
10.89%
0.95
1.59
2.25% 9.53%
0.71
1.06