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: 576
 
s_poramet
 
Q13 contest
-0.47
07/14/2019 01:19
Late Knight
12.19%
3762
4.81%
2.51
4.47
 Rank: 577
 
charless
 
Q13 contest
-0.48
06/06/2019 22:25
Q13-137.py
61.26%
3730
3.98%
15.25
105.19
 Rank: 578
 
s_poramet
 
Q13 contest
-0.49
01/03/2019 03:48
Swoosh Lvl Diamond 70 Mini
31.24%
3625
4.24%
7.49
16.12
 Rank: 579
 
charless
 
Q13 contest
-0.49
05/15/2019 16:39
Q13-065.py
436.17%
3715
9.86%
44.61
223.73
 Rank: 580
 
s_poramet
 
Q13 contest
-0.49
02/17/2019 02:07
Z Lvl Third Stack 66 Selector 2
60.38%
3645
10.15%
6.12
12.16
 Rank: 581
 
s_poramet
 
Q13 contest
-0.49
02/10/2019 08:25
Z Clamp CNR Square 1
40.72%
3653
8.58%
4.90
9.08
 Rank: 582
 
s_poramet
 
Q13 contest
-0.50
01/30/2019 19:55
Y Clamp CNR Trio 12
50.52%
3646
7.81%
6.54
13.10
 Rank: 583
 
s_poramet
 
Q13 contest
-0.51
01/01/2019 03:00
PP Gold 85 Reflector
23.26%
3625
9.20%
2.70
4.00
 Rank: 584
 
s_poramet
 
Q13 contest
-0.51
01/31/2019 01:55
Y Clamp CNR Trio 14
59.94%
3647
8.13%
7.40
16.20
 Rank: 585
 
s_poramet
 
Q13 contest
-0.51
01/06/2019 02:26
Lvl Full Hundred 60
22.15%
3628
9.62%
2.30
3.53
 Rank: 586
 
s_poramet
 
Q13 contest
-0.52
01/21/2019 02:25
W Clamp CNR Trio 2
49.55%
3639
9.34%
5.36
10.35
 Rank: 587
 
s_poramet
 
Q13 contest
-0.52
01/23/2019 00:46
W Clamp CNR Trio 15
56.71%
3641
7.90%
7.24
15.59
 Rank: 588
 
s_poramet
 
Q13 contest
-0.52
01/31/2019 01:55
Y Clamp CNR Trio 15
56.71%
3647
7.90%
7.24
15.59
 Rank: 589
 
s_poramet
 
Q13 contest
-0.54
02/11/2019 00:21
Z Clamp CNR Square 8
48.47%
3654
7.87%
6.39
12.72
 Rank: 590
 
Sun73
 
Q13 contest
-0.54
06/27/2019 09:46
sun73_v8a_rev1
124.96%
7656
7.45%
16.27
58.77
 Rank: 591
 
Sun73
 
Q13 contest
-0.54
06/28/2019 04:18
sun73_v9a_rev1
23.33%
7657
5.54%
4.13
7.70
 Rank: 592
 
s_poramet
 
Q13 contest
-0.54
01/09/2019 00:08
Y Lvl All Hundred 60
20.07%
3631
9.48%
2.25
3.28
 Rank: 593
 
s_poramet
 
Q13 contest
-0.54
07/23/2019 11:08
Cardirack
56.58%
3769
50.46%
1.18
1.59
 Rank: 594
 
s_poramet
 
Q13 contest
-0.56
02/27/2019 08:49
Purely Mad Rain
11.31%
3666
7.66%
1.47
2.35
 Rank: 595
 
Sun73
 
Q13 contest
-0.56
07/02/2019 04:02
sun73_v9d_rev4b
23.18%
7659
6.24%
3.66
6.64
 Rank: 596
 
s_poramet
 
Q13 contest
-0.56
07/13/2019 09:42
Puppy
13.26%
3762
4.42%
2.94
5.33
 Rank: 597
 
s_poramet
 
Q13 contest
-0.57
01/16/2019 01:23
W Clamp CNR Duo 4
56.76%
3636
7.73%
7.41
15.92
 Rank: 598
 
AlgoQT
 
Q13 contest
-0.57
07/23/2019 10:10
BlankTradingStrategy20197231310
2.93%
3765
2.42%
1.20
1.93
 Rank: 599
 
s_poramet
 
Q13 contest
-0.58
02/06/2019 00:32
Z Clamp CNR Creme
72.06%
3651
9.21%
8.08
17.37
 Rank: 600
 
charless
 
Q13 contest
-0.58
05/16/2019 15:24
Q13-075.py
341.42%
3714
11.14%
30.67
116.12