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: 451
 
Wagee8
 
Q13 contest
0.09
02/05/2019 06:00
TradingSystem
2.21%
3546
16.79%
0.09
0.20
11.75%
157
12.58%
1.80
2.84
 Rank: 452
 
AlgoQT
 
Q13 contest
0.09
07/23/2019 06:29
SP128_0723_v2
2.89%
3765
2.39%
1.18
1.93
0.16%
39
2.80%
0.09
0.66
 Rank: 453
 
charless
 
Q13 contest
0.08
05/15/2019 16:39
Q13-062.py
259.45%
3715
9.46%
27.74
113.51
-5.35%
90
8.80%
0.08
-2.50
 Rank: 454
 
s_poramet
 
Q13 contest
0.08
07/24/2019 07:54
Stock Trading
24.18%
3770
12.17%
1.96
3.28
-0.94%
38
11.72%
0.08
-0.75
 Rank: 455
 
ptoolis
 
Q13 contest
0.04
07/07/2019 13:57
spbayesadlprod
0.24%
3651
0.70%
0.38
0.51
-0.10%
49
1.71%
0.04
-0.41
 Rank: 456
 
s_poramet
 
Q13 contest
0.04
02/20/2019 08:04
Z LvlSd Ri1 Diamond 80
50.57%
3661
9.41%
5.52
10.43
-9.26%
147
6.64%
0.04
-3.70
 Rank: 457
 
charless
 
Q13 contest
0.03
05/13/2019 17:42
Q13-041.py
62.57%
3712
3.77%
16.58
83.86
-0.19%
91
2.40%
0.03
-0.35
 Rank: 458
 
s_poramet
 
Q13 contest
0.03
02/13/2019 03:06
Z Clamp CNR Trio 13
45.79%
3656
7.59%
6.25
12.18
-7.77%
152
7.12%
0.03
-3.05
 Rank: 459
 
s_poramet
 
Q13 contest
0.03
02/11/2019 00:22
Z Clamp CNR Square 11
50.31%
3654
7.76%
6.73
13.46
-8.96%
157
6.98%
0.03
-3.41
 Rank: 460
 
charless
 
Q13 contest
0.03
05/22/2019 10:25
Q13-086.py
191.72%
3720
9.39%
20.55
69.23
-5.15%
83
9.32%
0.03
-2.72
 Rank: 461
 
fujin
 
Q13 contest
0.02
07/04/2019 02:46
zirtRide
4.59%
3751
5.54%
0.84
1.41
-1.05%
52
7.35%
0.02
-1.33
 Rank: 462
 
Markus
 
Q13 contest
0.02
01/11/2019 02:36
trendfollowing
0.08%
3603
6.81%
0.02
0.02
-0.99%
175
3.91%
0.38
-0.64
 Rank: 463
 
AlgoQT
 
Q13 contest
0.02
06/25/2019 12:41
BlankTradingStrategy20196251541
2.97%
3744
2.45%
1.17
1.93
0.85%
59
2.66%
0.02
2.31
 Rank: 464
 
charless
 
Q13 contest
0.02
05/22/2019 10:26
Q13-090.py
157.43%
3717
7.02%
22.61
98.08
-4.99%
83
5.53%
0.02
-4.26
 Rank: 465
 
Szczepan86
 
Q13 contest
0.01
02/12/2019 09:30
trendFollowing
0.08%
3625
6.81%
0.01
0.02
-0.25%
153
3.76%
0.38
-0.19
 Rank: 466
 
s_poramet
 
Q13 contest
0.01
01/24/2019 01:28
Y Clamp CNR Duo 2
59.99%
3642
8.42%
7.17
15.53
5.09%
166
6.71%
0.01
1.95
 Rank: 467
 
s_poramet
 
Q13 contest
0.00
02/23/2019 10:28
Wheel of Fortune B
4.89%
3663
3.22%
1.47
2.46
2.35%
144
---
---
---
 Rank: 468
 
issam
 
Q13 contest
0.00
06/03/2019 18:30
BollingerBands20196032130
0.20%
3675
0.56%
0.36
0.98
0.00%
78
---
---
---
 Rank: 469
 
WingNut
 
Q13 contest
0.00
03/23/2019 15:48
WingNut1
0.42%
3578
1.17%
0.37
0.77
0.00%
121
---
---
---
 Rank: 470
 
mg1ade
 
Q13 contest
0.00
04/26/2019 11:21
ts
15.81%
3707
17.19%
0.91
1.38
0.00%
101
---
---
---
 Rank: 471
 
offir
 
Q13 contest
0.00
06/24/2019 06:51
BollingerBands20196241651
0.71%
3748
5.70%
0.12
0.27
0.00%
60
---
---
---
 Rank: 472
 
Troy B
 
Q13 contest
0.00
07/12/2019 22:06
TB_Lin_Reg
13.48%
3755
12.93%
1.02
1.78
0.00%
46
---
---
---
 Rank: 473
 
Troy B
 
Q13 contest
0.00
07/12/2019 22:10
TB_Lin_Reg
13.14%
3755
12.47%
1.03
1.81
0.00%
46
---
---
---
 Rank: 474
 
Troy B
 
Q13 contest
0.00
07/14/2019 12:22
TB_Bollinger1
1.52%
3671
1.73%
0.88
3.63
0.00%
44
---
---
---
 Rank: 475
 
Troy B
 
Q13 contest
0.00
07/14/2019 12:42
TB_Bol2
1.57%
3671
1.76%
0.90
4.32
0.00%
47
---
---
---