@support Thx for ur reply

@vg2001 Hello, the Q19 is a replica of the Q18, you ccan use the same examples.

@support I see, need to push them to submit then....

@multi_byte-wildebeest Hi, these limitations refer to the processing time per point in time, not for the full strategy.

If it takes 10 minutes per historical day, and the simulation has to take into account 250 days for let us say 10 years, the multi-pass simulation would process 6 days per hour, 144 days per real day, that means 2 weeks of processing time for the full submission, it is a lot of time.

@vyacheslav_b Apologies for the late response. Thanks for the assistance, all is now well. Cheers

Thanks !

@newbiequant96 Hi, the template is a "working code" still to be finalized and published among the templates in the account area, however the logic behind is strictly multi-pass and a conversion to single pass is not really so straightforward.

@support Thank you so much. I have resolved this error

@support ok, thank you!

@penrose-moore Thank you for the idea. For the Bitcoin Futures contest we are indeed patching the Bitcoin Futures data with the BTC spot price to build a meaningful time series. For the other Futures contracts, for the moment we will keep the futures histories only, but add spot prices + patching with spot prices to increase the length of the time series to our to-do list.

@buyers_are_back Hello.
Here is a new example of stock prediction using index data.
I recommend using the single-pass version.
https://quantiacs.com/documentation/en/data/indexes.html

@support
Thanks.
You guys are the best!🏆

@support yes coarse heuristics work well as long as you are conservative. For shorter term models I have started using minute bars despite the computational hit, because it helps in a lot of other ways.

I may enter this contest, I am pretty rusty on predictive modelling and I am not sure I can do a good job using just daily prices, there is not a lot of data. I used to work at a CTA and I feel like we wasted a lot of man years using only prices, hoping better models would acheive more alpha. in the end the sharpe is similar to the S&P but uncorrelated, but you have gotten there with some simpler models and enjoyed life.

I have some other questions about the platform and the contest that I will post here.

Best
P.M.

@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

@support thanks, yes....

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

@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.

@magenta-grimer

Hello.

Remove .isel(time=-1).

ma_slow = close.rolling(time=parameter1).mean() #.isel(time=-1) ma_fast = close.rolling(time=parameter2).mean()#.isel(time=-1)

It selects the last day, you need an entire series.

Regards.

@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.

@antinomy wow, thank you so much, this is awesome!