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

@support
Thanks a lot !

@support Thank you for your advise, it's ok

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

@support Thank you for your feedback. I also hope Quantiacs updates new strategy examples on how to use technical analysis (besides sma, trix_ema, atr_lwma,...), and strategies on using ML/DL models effectively (not an example that strategy forward-looking),...

Hopefully in the future Quantiacs will release new data sets such as news, sentiment, macro, options,... Create new contests that allow merging strategies to build portfolios,...

Hopefully, Quantiacs will continue to grow. Sincere thanks to Quantiacs for creating extremely high-quality contests.

@support. Thank you. So as I understand it, I will give higher weight to strategies with lower correlation and vice versa, right? According to your answer, I understand that I can also give high weight to low-volatility strategies and vice versa. So what about equal risk portfolio? In your opinion, is this an effective way to optimize your portfolio?

@magenta-kabuto Thank you very much for your advice. I will research to apply your suggestions to the algorithm

@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 👍

@magenta-grimer

Hello.

I confirm this bug.
It is fixed now.
If you clone this template again, it will work ok.

Thank you very much for your report.

@support

Thank you, I noticed some changes on the rules so I have to reimplement the strategy anyway.

@support thanks, yes....

@anshul96go Dear Anshul, it means that the weights for each day have to be generated in less than 10 minutes of time per day.

Note that all submissions are processed on the server after submission using a muti-pass approach (not single-pass).

10 minutes per day, times 250 days, times 10 years, that is more than 400 hours of running time.

@support Thanks seems fine

@antinomy Hello, sorry for delay again. We found a problem with the data provider, sorry.

@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)

@support
Thanks
I got it !

@support thanks, I deleted the old environment, installed it again according to the documentation, and now it is working 👌

@support
Thanks !

@jeppe_and Ok, thanks for the quick reply!

@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.