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: 476
 
Troy B
 
Q13 contest
0.00
07/14/2019 13:05
TB_Bol3
0.84%
3671
1.28%
0.66
9.58
0.00%
44
---
---
---
 Rank: 477
 
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: 478
 
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: 479
 
s_poramet
 
Q13 contest
0.00
07/31/2019 08:09
xAll SIM EV 01
33.04%
3775
7.38%
4.38
8.44
 Rank: 480
 
denniskxl
 
Q13 contest
-0.01
03/31/2019 23:48
fib_retracement
0.10%
3688
7.09%
-0.01
0.02
1.99%
119
5.13%
5.34
1.46
 Rank: 481
 
mwalimudan
 
Q13 contest
-0.01
07/27/2019 05:48
TableForFiveQ131
30.81%
3758
16.26%
1.88
3.16
 Rank: 482
 
alango
 
Q13 contest
-0.02
07/01/2019 13:14
q13comp6
4.99%
3744
2.76%
1.78
3.05
 Rank: 483
 
s_poramet
 
Q13 contest
-0.02
02/20/2019 08:02
Z LvlSd Mn1 Diamond 80
61.99%
3661
6.34%
10.08
22.63
 Rank: 484
 
s_poramet
 
Q13 contest
-0.02
02/15/2019 09:44
Z LvlSd Mn1 Diamond 80
61.99%
3658
6.34%
10.10
22.63
 Rank: 485
 
Sun73
 
Q13 contest
-0.03
07/02/2019 03:59
sun73_v9a_rev4c
21.13%
7659
5.87%
3.54
6.44
 Rank: 486
 
s_poramet
 
Q13 contest
-0.03
01/06/2019 02:28
Lvl SQ Fifty 100
29.43%
3625
12.64%
2.29
3.73
 Rank: 487
 
s_poramet
 
Q13 contest
-0.04
02/11/2019 00:22
Z Clamp CNR Square 13
58.51%
3654
8.05%
7.52
16.34
 Rank: 488
 
s_poramet
 
Q13 contest
-0.05
02/07/2019 21:58
Z Clamp CNR iBal
45.02%
3652
10.10%
4.65
8.38
 Rank: 489
 
s_poramet
 
Q13 contest
-0.05
07/05/2019 10:08
a_Collection_a
18.53%
3757
6.36%
2.85
5.19
 Rank: 490
 
s_poramet
 
Q13 contest
-0.05
02/07/2019 21:57
Z Clamp CNR Duo 13
34.48%
3652
8.56%
4.17
7.31
 Rank: 491
 
s_poramet
 
Q13 contest
-0.06
01/07/2019 02:12
LvlSD Fifty 200
20.16%
3627
4.70%
4.30
8.10
 Rank: 492
 
alango
 
Q13 contest
-0.07
07/01/2019 13:12
q13comp5
4.54%
3744
2.79%
1.60
2.70
 Rank: 493
 
alango
 
Q13 contest
-0.07
07/02/2019 06:04
q13comp8
5.47%
3747
2.95%
1.83
3.10
 Rank: 494
 
mwalimudan
 
Q13 contest
-0.08
07/06/2019 09:58
CongenitalOptimistQ132
22.92%
3748
13.94%
1.65
2.74
 Rank: 495
 
charless
 
Q13 contest
-0.08
05/14/2019 12:45
Q13-052.py
79.58%
3711
4.33%
18.39
125.30
 Rank: 496
 
s_poramet
 
Q13 contest
-0.08
01/27/2019 02:16
Y Clamp CNR Ranger 9
6.04%
3643
4.96%
1.19
2.00
 Rank: 497
 
s_poramet
 
Q13 contest
-0.08
01/19/2019 00:15
W Clamp CNR Ranger 9
6.04%
3638
4.96%
1.20
2.00
 Rank: 498
 
s_poramet
 
Q13 contest
-0.08
02/12/2019 00:53
Z Clamp CNR Trio 4
38.13%
3655
8.72%
4.48
8.14
 Rank: 499
 
charless
 
Q13 contest
-0.10
06/09/2019 10:19
Q13-150.py
226.78%
3731
9.77%
23.32
82.71
 Rank: 500
 
s_poramet
 
Q13 contest
-0.11
01/16/2019 01:23
W Clamp CNR Duo 5
60.53%
3636
7.91%
7.68
16.80