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: 51
 
charless
 
Q13 contest
3.27
07/25/2019 23:22
Q13-255.py
22.90%
3766
6.74%
3.27
6.30
5.98%
38
5.81%
6.70
18.08
 Rank: 52
 
dm7
 
Q13 contest
3.26
07/29/2019 12:15
tsq13042582c423a744fe94b77cb669569ea9
16.05%
3773
4.77%
3.26
6.11
2.27%
35
3.37%
6.32
11.13
 Rank: 53
 
charless
 
Q13 contest
3.25
06/10/2019 15:30
Q13-158.py
367.13%
3733
9.22%
39.88
225.54
-6.22%
67
8.09%
3.25
-3.94
 Rank: 54
 
s_poramet
 
Q13 contest
3.22
01/01/2019 00:03
LvlA PVO Ground
107.67%
3535
20.27%
5.52
11.64
11.61%
177
13.44%
3.22
2.12
 Rank: 55
 
s_poramet
 
Q13 contest
3.21
02/12/2019 00:53
Z Clamp CNR Trio 5
51.44%
3655
8.45%
6.23
12.55
-4.90%
153
6.87%
3.21
-2.05
 Rank: 56
 
dm7
 
Q13 contest
3.21
07/31/2019 19:21
tsq13f302a2af260b40729ad256ed5f8e4939
15.65%
3775
4.74%
3.21
5.97
1.59%
33
3.53%
4.89
6.72
 Rank: 57
 
dm7
 
Q13 contest
3.19
07/31/2019 03:51
tsq13d263087a76b84af29bb4341ea6f4ba40
13.33%
3775
4.06%
3.19
6.04
1.38%
33
2.72%
4.93
8.54
 Rank: 58
 
s_poramet
 
Q13 contest
3.17
07/27/2019 06:31
Transplantation
34.87%
3772
8.44%
4.01
7.57
2.75%
35
6.03%
3.17
7.81
 Rank: 59
 
charless
 
Q13 contest
3.11
07/30/2019 01:46
Q13-341.py
30.38%
3768
6.34%
4.67
9.11
1.89%
35
5.69%
3.11
4.96
 Rank: 60
 
charless
 
Q13 contest
3.08
07/28/2019 04:02
Q13-308.py
22.25%
3766
6.96%
3.08
5.52
3.77%
34
6.33%
4.75
10.43
 Rank: 61
 
charless
 
Q13 contest
3.08
07/29/2019 02:57
Q13-316.py
48.60%
3765
8.09%
5.85
11.94
2.65%
30
7.47%
3.08
7.43
 Rank: 62
 
s_poramet
 
Q13 contest
3.07
07/31/2019 08:16
xAll SMA 33
25.81%
3775
7.34%
3.42
6.39
1.93%
33
7.63%
3.07
4.29
 Rank: 63
 
charless
 
Q13 contest
3.05
07/25/2019 23:22
Q13-253.py
24.90%
3763
7.83%
3.05
5.88
7.37%
37
7.95%
6.79
19.18
 Rank: 64
 
s_poramet
 
Q13 contest
3.04
07/31/2019 08:16
xAll SMA 01
28.03%
3775
8.92%
3.04
5.58
3.12%
33
6.93%
4.36
10.40
 Rank: 65
 
charless
 
Q13 contest
3.02
07/30/2019 01:45
Q13-337.py
26.48%
3766
7.05%
3.67
6.76
1.62%
34
6.74%
3.02
3.44
 Rank: 66
 
charless
 
Q13 contest
3.02
06/09/2019 10:19
Q13-155.py
60.57%
3732
3.62%
16.62
84.84
-0.60%
70
2.09%
3.02
-1.86
 Rank: 67
 
s_poramet
 
Q13 contest
2.94
01/08/2019 00:10
Y Lvl All Fifty 75b
16.39%
3630
5.70%
2.94
5.38
-1.12%
178
4.84%
5.19
-0.57
 Rank: 68
 
charless
 
Q13 contest
2.92
05/12/2019 14:48
Q13-036.py
82.30%
3713
3.57%
23.07
221.33
0.27%
90
1.73%
2.92
0.80
 Rank: 69
 
s_poramet
 
Q13 contest
2.91
01/08/2019 00:10
Y Lvl All Fifty75
22.72%
3630
7.91%
2.91
5.16
1.07%
178
7.03%
7.60
0.39
 Rank: 70
 
s_poramet
 
Q13 contest
2.88
07/31/2019 08:17
xAll SMA EV 33
24.10%
3775
6.46%
3.64
6.97
1.57%
33
6.80%
2.88
3.92
 Rank: 71
 
Sun73
 
Q13 contest
2.87
06/29/2019 04:54
sun73_v9e_rev1
31.69%
7657
6.75%
4.57
8.90
1.50%
56
7.08%
2.87
1.81
 Rank: 72
 
charless
 
Q13 contest
2.85
07/30/2019 01:45
Q13-336.py
17.98%
3770
6.11%
2.85
5.00
2.62%
34
4.96%
5.69
8.29
 Rank: 73
 
charless
 
Q13 contest
2.85
07/28/2019 04:02
Q13-307.py
23.42%
3764
7.92%
2.85
5.15
4.89%
35
7.44%
5.92
12.28
 Rank: 74
 
charless
 
Q13 contest
2.82
07/27/2019 05:19
Q13-287.py
30.10%
3765
6.61%
4.44
8.65
1.20%
30
5.42%
2.82
3.59
 Rank: 75
 
s_poramet
 
Q13 contest
2.78
01/13/2019 03:27
W LvlSd Mc1 Bronze 75-1B
44.44%
3631
4.55%
9.87
24.26
3.14%
174
3.13%
2.78
2.52