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: 401
 
s_poramet
 
Q13 contest
0.26
01/27/2019 02:17
Y Clamp CNR Ranger 14
3.34%
3643
1.93%
1.77
3.15
-0.86%
167
0.59%
0.26
-2.65
 Rank: 402
 
leandro43
 
Q13 contest
0.26
05/13/2019 01:22
SP.X1
4.53%
3614
17.07%
0.26
0.44
3.59%
90
14.46%
1.79
1.16
 Rank: 403
 
leandro43
 
Q13 contest
0.26
05/13/2019 04:57
BlankTradingStrategy20195131357
4.54%
3614
17.08%
0.26
0.44
3.59%
87
14.70%
1.91
1.18
 Rank: 404
 
s_poramet
 
Q13 contest
0.25
02/08/2019 00:54
Z Clamp CNR Pentagon 4
56.44%
3653
7.78%
7.49
16.18
-9.12%
155
6.20%
0.25
-3.71
 Rank: 405
 
leandro43
 
Q13 contest
0.25
05/09/2019 06:18
KIAS
5.01%
3612
17.43%
0.25
0.49
11.54%
89
14.97%
7.68
4.24
 Rank: 406
 
s_poramet
 
Q13 contest
0.25
01/26/2019 00:09
Y Clamp CNR Ranger 4
5.64%
3643
2.48%
2.27
4.54
0.53%
164
1.78%
0.25
0.73
 Rank: 407
 
s_poramet
 
Q13 contest
0.25
02/16/2019 08:24
Z Lvl FIrst Stack 66 Select
21.94%
3649
13.37%
1.76
2.88
-13.75%
152
11.99%
0.25
-2.96
 Rank: 408
 
charless
 
Q13 contest
0.24
06/08/2019 05:39
Q13-141.py
412.75%
3731
9.01%
46.44
265.11
-8.09%
72
9.34%
0.24
-4.77
 Rank: 409
 
xerox.tm
 
Q13 contest
0.24
02/05/2019 12:06
newts201902052106
1.73%
7432
7.24%
0.24
0.37
0.08%
161
6.14%
1.79
0.03
 Rank: 410
 
sinamz
 
Q13 contest
0.24
03/02/2019 06:40
trendfollowing201903021811
1.73%
7450
7.24%
0.24
0.37
0.93%
142
6.30%
1.79
0.45
 Rank: 411
 
sinamz
 
Q13 contest
0.24
03/02/2019 06:41
trendfollowing201903021811
1.73%
7450
7.24%
0.24
0.37
0.93%
142
6.30%
1.79
0.45
 Rank: 412
 
s_poramet
 
Q13 contest
0.24
01/14/2019 02:24
W Lvl Ri1 Diamond 80
51.98%
3634
15.36%
3.43
5.90
1.17%
177
11.90%
0.24
0.22
 Rank: 413
 
sal
 
Q13 contest
0.23
01/24/2019 15:06
sl
1.73%
7424
7.24%
0.23
0.37
1.27%
169
6.10%
1.79
0.53
 Rank: 414
 
lishin
 
Q13 contest
0.23
09/07/2019 11:29
trendfollowing201909080228
1.73%
7557
7.24%
0.23
0.37
0.71%
36
7.67%
1.79
1.23
 Rank: 415
 
s_poramet
 
Q13 contest
0.23
07/13/2019 10:59
LoveBird
11.86%
3762
3.15%
3.69
7.00
0.55%
45
2.97%
0.23
1.69
 Rank: 416
 
AlgoQT
 
Q13 contest
0.23
07/23/2019 10:55
BlankTradingStrategy20197231355
3.70%
3765
3.54%
1.03
1.61
-0.01%
39
4.83%
0.23
-0.03
 Rank: 417
 
surf_with_da_bots
 
Q13 contest
0.23
06/05/2019 19:43
Trend Following Example
4.58%
3630
18.29%
0.23
0.38
6.20%
71
15.15%
0.79
2.34
 Rank: 418
 
charless
 
Q13 contest
0.23
07/27/2019 05:18
Q13-283.py
21.84%
3764
7.17%
2.98
5.39
0.85%
37
4.85%
0.23
2.48
 Rank: 419
 
s_poramet
 
Q13 contest
0.22
01/02/2019 03:04
Swoosh Lvl Diamond 70
28.93%
3626
5.47%
5.35
10.19
2.49%
185
4.49%
0.22
1.27
 Rank: 420
 
s_poramet
 
Q13 contest
0.22
01/12/2019 07:44
W Lvlsd Mc1 Bronze 75
46.10%
3633
5.39%
8.58
19.48
4.49%
174
3.39%
0.22
3.36
 Rank: 421
 
charless
 
Q13 contest
0.22
06/09/2019 10:19
Q13-157.py
57.77%
3729
3.99%
14.35
62.17
0.25%
72
2.64%
0.22
0.61
 Rank: 422
 
s_poramet
 
Q13 contest
0.22
07/27/2019 09:33
Holy Grail 333
38.50%
3772
7.32%
5.15
10.28
-0.55%
35
5.85%
0.22
-1.03
 Rank: 423
 
s_poramet
 
Q13 contest
0.19
02/20/2019 08:00
Z LvlSd Mc1 Miracle 75-3
28.70%
3661
11.65%
2.53
4.03
-5.91%
150
9.54%
0.19
-1.67
 Rank: 424
 
charless
 
Q13 contest
0.19
05/15/2019 16:39
Q13-065.py
435.24%
3715
9.87%
44.61
220.95
-3.15%
90
8.47%
0.19
-1.56
 Rank: 425
 
s_poramet
 
Q13 contest
0.19
02/08/2019 00:54
Z Clamp CNR Pentagon 5
51.05%
3653
7.87%
6.72
13.69
-8.78%
155
6.81%
0.19
-3.46