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: 276
 
s_poramet
 
Q13 contest
0.86
02/17/2019 02:06
Z Lvl Second Stack 66 Selector
49.88%
3559
15.10%
3.48
6.25
-0.16%
145
15.77%
0.86
-0.03
 Rank: 277
 
s_poramet
 
Q13 contest
0.86
02/07/2019 21:58
Z Clamp CNR Duo 15
44.28%
3652
8.25%
5.54
10.49
-7.96%
156
6.60%
0.86
-3.13
 Rank: 278
 
s_poramet
 
Q13 contest
0.86
02/17/2019 02:05
Z Lvl First Stack 66 Selector 2
6.85%
3622
7.72%
0.86
1.48
5.49%
149
7.00%
1.37
2.30
 Rank: 279
 
charless
 
Q13 contest
0.86
06/18/2019 23:47
Q13-172.py
305.26%
3739
12.18%
24.93
79.42
-3.46%
65
13.45%
0.86
-1.54
 Rank: 280
 
s_poramet
 
Q13 contest
0.86
01/08/2019 00:10
Y Lvl All Fifty 75b Stop
6.40%
3630
7.49%
0.86
1.38
0.86%
178
5.87%
1.43
0.37
 Rank: 281
 
s_poramet
 
Q13 contest
0.84
02/07/2019 21:58
Z Clamp CNR Pentagon 1
44.85%
3652
8.40%
5.50
10.58
-6.26%
156
7.25%
0.84
-2.47
 Rank: 282
 
charless
 
Q13 contest
0.83
06/05/2019 20:42
Q13-128.py
46.16%
3730
3.25%
14.11
77.58
-0.46%
73
2.14%
0.83
-1.09
 Rank: 283
 
s_poramet
 
Q13 contest
0.83
02/12/2019 00:54
Z Clamp CNR Trio 9
51.17%
3655
9.39%
5.55
10.91
-3.75%
156
7.20%
0.83
-1.48
 Rank: 284
 
charless
 
Q13 contest
0.82
05/12/2019 14:48
Q13-035.py
84.44%
3712
3.61%
23.52
194.28
-0.13%
92
2.41%
0.82
-0.23
 Rank: 285
 
charless
 
Q13 contest
0.82
05/15/2019 16:38
Q13-059.py
423.93%
3716
9.55%
45.06
211.35
-5.38%
88
9.19%
0.82
-2.25
 Rank: 286
 
Troy B
 
Q13 contest
0.82
07/17/2019 18:38
SLPMSTR8
12.88%
3717
9.79%
1.29
2.20
4.00%
46
14.57%
0.82
2.73
 Rank: 287
 
s_poramet
 
Q13 contest
0.82
01/26/2019 00:09
Y Clamp CNR Ranger 5
2.95%
3643
1.00%
2.90
5.82
0.65%
164
0.44%
0.82
4.38
 Rank: 288
 
s_poramet
 
Q13 contest
0.82
02/20/2019 08:03
Z LvlSd Mn1 Miracle 75B
40.72%
3661
7.09%
5.82
11.71
-2.41%
147
5.00%
0.82
-1.35
 Rank: 289
 
s_poramet
 
Q13 contest
0.81
03/10/2019 03:29
Soccer Field
14.56%
3672
5.85%
2.49
4.32
0.66%
137
4.61%
0.81
0.39
 Rank: 290
 
fujin
 
Q13 contest
0.81
07/04/2019 02:50
ShaxDash
7.35%
3752
8.89%
0.81
1.26
0.26%
52
5.46%
2.67
0.41
 Rank: 291
 
fujin
 
Q13 contest
0.81
07/04/2019 02:48
ShaxDash3
7.35%
3752
8.89%
0.81
1.26
0.26%
52
5.46%
2.67
0.41
 Rank: 292
 
Troy B
 
Q13 contest
0.79
07/29/2019 20:30
July19_V6A
6.11%
3739
7.55%
0.79
1.27
1.79%
35
13.32%
1.32
1.77
 Rank: 293
 
s_poramet
 
Q13 contest
0.78
01/13/2019 03:27
W LvlSd Mc1 Bronze 75-2B
46.63%
3631
4.54%
10.40
25.99
2.76%
174
3.36%
0.78
2.06
 Rank: 294
 
Sun73
 
Q13 contest
0.78
06/19/2019 13:41
sun73_v5f_rev13
253.38%
7650
8.75%
28.19
118.75
3.87%
66
15.51%
0.78
1.42
 Rank: 295
 
charless
 
Q13 contest
0.77
05/21/2019 11:24
Q13-083.py
92.85%
3719
3.51%
26.66
261.38
-1.54%
84
2.20%
0.77
-3.58
 Rank: 296
 
fujin
 
Q13 contest
0.77
07/04/2019 02:30
alaBulaBoss
6.15%
3751
4.98%
1.22
2.07
-0.39%
52
4.83%
0.77
-0.76
 Rank: 297
 
charless
 
Q13 contest
0.75
07/30/2019 01:46
Q13-339.py
22.75%
3770
5.96%
3.74
6.95
0.88%
35
6.35%
0.75
2.26
 Rank: 298
 
charless
 
Q13 contest
0.75
05/11/2019 04:36
Q13-024.py
95.02%
3713
3.94%
24.20
220.75
-0.50%
90
2.24%
0.75
-0.97
 Rank: 299
 
s_poramet
 
Q13 contest
0.72
02/12/2019 00:54
Z Clamp CNR Trio 10
43.35%
3655
8.91%
4.98
9.43
-4.43%
153
7.74%
0.72
-1.74
 Rank: 300
 
charless
 
Q13 contest
0.72
07/27/2019 05:18
Q13-284.py
22.64%
3765
6.55%
3.39
6.51
0.52%
36
5.47%
0.72
1.18