@black-magmar You are correct, but this kind of forward-looking is always present when you have all the data at your disposal. The important point is that there is no forward-looking in the live results, and that should not happen as the prediction will be done for a day for which data are not yet available.
@xiaolan That is correct, but the logic can be easily re-used. The only novel element will be the introduction of the liquidity filter at intermediate stages/at the final stage for the selection of the weights.
@wool-dewgong Hello! We added one template which should address your issue and allow you to perform a rolling fast ML training with retraining. It is available in your user space in the Examples section and you can read it here also in the public docs:
@iron-tentacruel Sorry for the delay in the answer. We recommend conda as we can better track dependencies. With conda you can create locally an environment which mirrors the one on the Quantiacs server and you can work locally as you would on the server. If you need a specific version of a package, please let us know.
@support I have done that twice before my post, but now F_RY looks fine. There are several directories with scripts and notebooks I use with qnt, so maybe I deleted the wrong data-cache before...
Thanks for fixing the data!