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: 176
 
s_poramet
 
Q13 contest
1.51
01/05/2019 00:08
Swoosh Lvl Gold 99 Mini Reflector
21.08%
3615
14.01%
1.51
2.49
6.31%
182
14.84%
3.78
1.11
 Rank: 177
 
s_poramet
 
Q13 contest
1.51
02/12/2019 00:54
Z Clamp CNR Trio 6
43.33%
3655
8.57%
5.20
9.79
-5.45%
153
7.65%
1.51
-2.20
 Rank: 178
 
Troy B
 
Q13 contest
1.50
07/18/2019 20:36
SLPMSTR14
10.90%
3719
6.91%
1.50
2.81
8.85%
42
11.70%
4.46
17.12
 Rank: 179
 
charless
 
Q13 contest
1.49
05/14/2019 12:45
Q13-050.py
111.34%
3714
4.74%
23.59
172.76
0.26%
91
3.88%
1.49
0.34
 Rank: 180
 
s_poramet
 
Q13 contest
1.48
02/20/2019 08:03
Z LvlSd Mn1 Miracle 75
38.25%
3661
8.82%
4.41
8.00
-2.44%
147
7.97%
1.48
-0.89
 Rank: 181
 
s_poramet
 
Q13 contest
1.48
01/27/2019 02:15
Y Clamp CNR Ranger 7
2.96%
3643
1.98%
1.48
2.71
1.17%
164
1.85%
6.31
1.40
 Rank: 182
 
s_poramet
 
Q13 contest
1.48
01/19/2019 00:15
W Clamp CNR Ranger 7
2.96%
3638
1.98%
1.48
2.71
1.20%
172
1.84%
5.48
1.41
 Rank: 183
 
alango
 
Q13 contest
1.47
06/21/2019 11:15
q13comp4
3.88%
3738
2.49%
1.52
2.57
1.17%
64
2.59%
1.47
3.92
 Rank: 184
 
s_poramet
 
Q13 contest
1.47
01/04/2019 03:19
Swoosh Lvl Gold 99 Reflector
20.47%
3628
14.10%
1.47
2.37
4.22%
180
15.48%
4.81
0.68
 Rank: 185
 
s_poramet
 
Q13 contest
1.47
01/08/2019 00:09
wpass Thirty 80
16.76%
3626
11.12%
1.47
2.40
8.05%
181
7.41%
1.67
2.88
 Rank: 186
 
charless
 
Q13 contest
1.45
05/16/2019 15:23
Q13-068.py
235.11%
3715
9.79%
24.13
87.14
-4.05%
87
8.51%
1.45
-2.22
 Rank: 187
 
alango
 
Q13 contest
1.45
06/21/2019 08:35
q13comp3
3.68%
3738
2.47%
1.45
2.44
1.27%
64
2.56%
1.75
4.36
 Rank: 188
 
s_poramet
 
Q13 contest
1.44
01/10/2019 00:26
Y Lvl Thirty 100
36.79%
3629
11.19%
3.53
5.65
-14.00%
179
12.09%
1.44
-3.09
 Rank: 189
 
charless
 
Q13 contest
1.44
07/30/2019 01:46
Q13-340.py
32.29%
3766
7.11%
4.44
8.29
0.73%
34
6.20%
1.44
1.74
 Rank: 190
 
s_poramet
 
Q13 contest
1.42
01/05/2019 00:07
Swoosh Lvl Gold 85 Mini Reflector
38.83%
3626
7.32%
5.50
10.44
-5.42%
179
6.12%
1.42
-1.94
 Rank: 191
 
Troy B
 
Q13 contest
1.41
07/29/2019 20:34
Vortex1A
10.38%
3745
7.09%
1.41
2.42
4.29%
35
10.34%
2.24
6.48
 Rank: 192
 
Troy B
 
Q13 contest
1.41
07/29/2019 20:34
Vortex1A
10.41%
3745
7.09%
1.41
2.42
4.69%
34
10.40%
2.69
7.37
 Rank: 193
 
Troy B
 
Q13 contest
1.41
07/29/2019 20:34
Vortex1A
10.38%
3745
7.09%
1.41
2.42
4.29%
35
10.34%
2.24
6.48
 Rank: 194
 
alango
 
Q13 contest
1.40
06/21/2019 08:04
q13comp1
4.07%
3738
2.69%
1.47
2.47
1.28%
64
3.00%
1.40
3.53
 Rank: 195
 
charless
 
Q13 contest
1.40
05/13/2019 17:42
Q13-043.py
291.30%
3712
7.28%
40.58
315.56
-3.12%
91
5.37%
1.40
-2.35
 Rank: 196
 
s_poramet
 
Q13 contest
1.40
02/02/2019 02:45
Y Lvl Ri1 Diamond 80
52.24%
3648
15.36%
3.43
5.93
0.37%
159
11.71%
1.40
0.08
 Rank: 197
 
charless
 
Q13 contest
1.38
05/16/2019 15:23
Q13-071.py
382.34%
3717
10.16%
37.70
212.57
-0.60%
89
7.37%
1.38
-0.38
 Rank: 198
 
s_poramet
 
Q13 contest
1.37
01/04/2019 03:21
Swoosh Lvl Diamond 80 Reflector
28.13%
3628
8.94%
3.23
5.60
-2.60%
180
7.93%
1.37
-0.75
 Rank: 199
 
charless
 
Q13 contest
1.37
07/27/2019 05:18
Q13-285.py
20.23%
3767
6.21%
3.18
5.84
0.53%
35
4.98%
1.37
1.24
 Rank: 200
 
KOBAS
 
Q13 contest
1.37
04/05/2019 05:54
190213MiKJJDAT6_3
5.06%
3688
3.52%
1.37
2.43
3.56%
115
3.08%
1.53
4.67