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: 526
 
s_poramet
 
Q13 contest
-0.23
01/13/2019 03:27
W LvlSd Mc1 Bronze 75-3B
48.94%
3631
4.83%
10.21
25.09
 Rank: 527
 
s_poramet
 
Q13 contest
-0.24
02/02/2019 02:45
Y Lvl Ri1 Diamond 80b
52.99%
3648
14.93%
3.65
6.29
 Rank: 528
 
s_poramet
 
Q13 contest
-0.25
07/29/2019 01:20
Cookie Box EV
21.17%
3773
6.35%
3.29
6.01
 Rank: 529
 
s_poramet
 
Q13 contest
-0.25
01/20/2019 02:17
W Clamp CNR Square 7
57.21%
3638
7.81%
7.39
16.02
 Rank: 530
 
s_poramet
 
Q13 contest
-0.26
01/02/2019 03:04
Swoosh Lvl Diamond 60
19.04%
3626
4.78%
3.99
7.32
 Rank: 531
 
s_poramet
 
Q13 contest
-0.26
02/12/2019 00:53
Z Clamp CNR Trio 3
40.67%
3655
8.99%
4.65
8.53
 Rank: 532
 
s_poramet
 
Q13 contest
-0.26
02/15/2019 09:42
Z Lvl Mc1 Miracle 75-2b
55.77%
3655
10.42%
5.45
10.29
 Rank: 533
 
s_poramet
 
Q13 contest
-0.27
03/09/2019 05:16
Take All
16.67%
3670
7.42%
2.24
3.85
 Rank: 534
 
s_poramet
 
Q13 contest
-0.30
02/01/2019 00:05
Y Lvl Mc1 Miracle 75-3
59.10%
3648
11.78%
5.02
9.71
 Rank: 535
 
mwalimudan
 
Q13 contest
-0.30
07/26/2019 08:58
SmellItBangQ131
12.77%
3762
10.86%
1.16
1.87
 Rank: 536
 
s_poramet
 
Q13 contest
-0.30
01/17/2019 00:18
W Clamp CNR Duo 12
54.13%
3637
10.97%
4.96
9.43
 Rank: 537
 
s_poramet
 
Q13 contest
-0.31
02/17/2019 02:07
Z Lvl Third Stack 66 Selector 1
49.35%
3655
6.68%
7.61
15.82
 Rank: 538
 
s_poramet
 
Q13 contest
-0.31
01/29/2019 00:16
Y Clamp CNR Square 8
51.55%
3645
7.95%
6.55
13.40
 Rank: 539
 
s_poramet
 
Q13 contest
-0.31
01/07/2019 02:13
LvlSD Hundred 65
17.79%
3625
9.42%
1.84
3.16
 Rank: 540
 
charless
 
Q13 contest
-0.31
05/12/2019 13:11
Q13-030.py
60.27%
3712
3.43%
17.61
97.79
 Rank: 541
 
s_poramet
 
Q13 contest
-0.32
03/09/2019 03:17
Second Chance Pass
13.82%
3670
5.27%
2.63
4.70
 Rank: 542
 
mwalimudan
 
Q13 contest
-0.32
05/07/2019 07:26
SplitMeOneMoreTime
7.34%
3713
7.61%
0.96
1.45
 Rank: 543
 
s_poramet
 
Q13 contest
-0.32
01/14/2019 02:22
W Lvl Mc1 Miracle 75-1
64.10%
3634
11.02%
5.88
11.55
 Rank: 544
 
s_poramet
 
Q13 contest
-0.33
01/16/2019 01:22
W Clamp CNR Duo 2
59.87%
3636
8.42%
7.17
15.50
 Rank: 545
 
s_poramet
 
Q13 contest
-0.34
03/09/2019 05:17
Turn All
15.65%
3670
7.31%
2.18
3.67
 Rank: 546
 
s_poramet
 
Q13 contest
-0.34
02/12/2019 00:54
Z Clamp CNR Trio 11
53.84%
3655
7.48%
7.48
15.63
 Rank: 547
 
bmiller22
 
Q13 contest
-0.35
03/30/2019 08:10
test
1.12%
3658
6.95%
0.18
0.25
 Rank: 548
 
boogpoh
 
Q13 contest
-0.35
08/10/2019 19:40
TestSubmit
1.12%
3745
6.95%
0.16
0.25
 Rank: 549
 
s_poramet
 
Q13 contest
-0.36
02/24/2019 01:55
Wheel of Fortune v3
12.12%
3663
6.51%
1.87
3.03
 Rank: 550
 
mwalimudan
 
Q13 contest
-0.36
04/30/2019 05:53
DizaineDeTrader
13.23%
3699
13.38%
1.05
1.54