@steel-camel Sorry for the issue, it has been fixed.

@eddiee It is fixed, sorry for the problem.

@violet-mewtwo Dear violet-mewtwo, your submissions are processed correctly, it just needs some more time because of the big submission queue currently on our side. Thank you for your patience.

@magenta-kabuto thx a lot bro for your support and pointing out the mistakes👍 🙂
I will try the revised code now.
Good luck for the competition 👍

@support Thank you very much. Please delete all my strategies in the deleted section.

@stefanm said in Collections has no attribute Iterable:

pip install progressbar2==3.55.0

Thank you so much @stefanm for support. Yes, it did work. Although on installation I did get these complaints:
qnt 0.0.306 requires tabulate>=0.9.0, but you have tabulate 0.8.10 which is incompatible.
qnt 0.0.306 requires xarray==0.20.2, but you have xarray 0.20.1 which is incompatible.

Also, my apologies for the late response. I had to put things aside for a day or so. Once again, thank you.

@support
Thanks !

@support great, thank you, yes, this is what I was looking for

@vyacheslav_b Thank you very much for your support.

I would like to ask, if I want to filter out the crypto codes with the highest sharpness, what should I do? Thank you. I tried using the get_best_instruments function but it didn't work

import qnt.stats as qnstats # data = qndata.stocks.load_ndx_data(tail = 17*365, dims = ("time", "field", "asset")) data = qndata.stocks.load_ndx_data(min_date="2005-01-01") def get_best_instruments(data, weights, top_size): # compute statistics: stats_per_asset = qnstats.calc_stat(data, weights, per_asset=True) # calculate ranks of assets by "sharpe_ratio": ranks = (-stats_per_asset.sel(field="sharpe_ratio")).rank("asset") # select top assets by rank "top_period" days ago: top_period = 1 rank = ranks.isel(time=-top_period) top = rank.where(rank <= top_size).dropna("asset").asset # select top stats: top_stats = stats_per_asset.sel(asset=top.values) # print results: print("SR tail of the top assets:") display(top_stats.sel(field="sharpe_ratio").to_pandas().tail()) print("avg SR = ", top_stats[-top_period:].sel(field="sharpe_ratio").mean("asset")[-1].item()) display(top_stats) return top_stats.coords["asset"].values get_best_instruments(data, weights, 10)

19ae499c-71f3-4702-bba3-81d20fb6c5ac-image.png

@magenta-kabuto Hi, yes, sorry for late answer. For the moment we can support only the default panda version you mention, sorry

@anshul96go Hi Anshul, the IS period starts on January 1st 2014. You can use a strategy with the following logic:

if Volume/OI is zero, then take this decision:

Otherwise, take this decision:

But yous algorithm should produce results also in the period when Volume/OI data were not available.

@eddiee Dear Eddiee, yes, the rules and the universe are the same. We will need some more time to extend the universe and the data set, so we decided to run a new contest with the same rules.

Please note that according to the rules at https://quantiacs.com/contest/19

A Trading System will be deemed to be a “unique“ Trading System if it was not submitted by the same user to a previous Contest and it was not published by the Sponsor itself and it was not submitted by another user to a previous Contest or to the current Contest. The Sponsor will run on submissions a correlation filter and will have to right to disqualify submissions which are not deemed to be unique.

So re-submitting the same system will result into a system which is not eligible for a prize.

@support Great news, thanks!

@support great! i can see the latest result. Do you know when Quantiacs will announce the Q22 result formally? Thanks.

Hi @support, thank you! The box is now working fine!

I have a simple suggestion regarding the charts created for each strategy:

Besides the equity curve (strategy, SPX and Nasdaq100), Logarithmic scale, Long/Short, Underwater, and Bias, it would be nice to see an additonal chart (with two lines) showing the number of assets in each day that have a positive weight (long position), as well as the number of assets in each day that have a negative weight (short position).

This will help us developing the strategies, since we can better track the outcomes generated by different algorithms being constructed.

Also, this can help you identify asset hand-picking with buy-and-hold positions.

Thanks!

@antinomy Yes, it is fine, let us know if you see anomalies!

@joshua408 We allow development on our cloud or local development on user's machines. No need to open any port.

Thanks 🙏

@damnedlies Hello:

we are taking relative daily returns, in other words the ratio: [price(t)-price(t-1)]/price(t-1)

we are using no benchmark.

Note also that we apply reinvesting when computing the numerator of the Sharpe ratio (geometric mean)