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

@maxime Yes, of course, you can use our optimizer:

https://quantiacs.com/community/topic/29/optimizing-and-monitoring-a-trading-system-with-quantiacs

Be careful with optimization as it will lead to overfitting....

@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 It is fixed, sorry for the problem.

@gjhernandezp Hello, you can use them for local development. Unfortunately, we do not support yet external datafeeds after submission...it is on our to-do list.

@mwalimudan Sorry for the issue, but do not worry, we are extending the submission deadline to end of October as there were several issues. Please do not hesitate to report problems.

@support
Thanks
I got it !

@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

@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 for your advise, it's ok

@support Hello,

got it, thanks for the reply,

@commanderangle Dear commanderangle,

Your strategies are processed in a correct manner, but the reason why you see 0 out-of-sample score is due to the fact that your strategies generate zero weights for all assets for out-of-sample time period. You can check your weights for any strategy by downloading them. There is a download button in the submission logs section.

Regards

@svyable Hi,
sorry for late answer, no we don't provide that option, but we will think about adding it in future.

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

@support Great news, thanks!

@news-quantiacs hello alex my name is Adrian and I’m interested in mathematics and would like to generate a source of income from quantitative finance could I link you my contact information so that you could potentially mentor me thanks in advance for your response

@support understood thnx