Navigation

    Quantiacs Community

    • Register
    • Login
    • Search
    • Categories
    • News
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    1. Home
    2. Recent
    Log in to post
    • All categories
    • Support
    •      Request New Features
    • Strategy help
    • General Discussion
    • News and Feature Releases
    • All Topics
    • New Topics
    • Watched Topics
    • Unreplied Topics
    • S

      Q22 contest
      News and Feature Releases • • Sun-73

      11
      0
      Votes
      11
      Posts
      2565
      Views

      support

      @carogate Hi, at the moment unfortunately not, sorry...

    • news-quantiacs

      The Q22 Contest started
      News and Feature Releases • • news-quantiacs

      1
      0
      Votes
      1
      Posts
      531
      Views

      No one has replied

    • O

      How to turn off "WARNING: some dates are missed in the portfolio_history"
      Support • • omohyoid

      4
      0
      Votes
      4
      Posts
      833
      Views

      support

      @omohyoid Hi, we do not have such calls, sorry

    • S

      Q21 submission
      Support • • Sun-73

      16
      0
      Votes
      16
      Posts
      3537
      Views

      S

      @support Thank you!

    • D

      Struggle creating local dev environment
      Support • • dark.shark

      13
      0
      Votes
      13
      Posts
      1776
      Views

      V

      @dark-pidgeot Hi! After the release of version qnt “0.0.402” the issue with data loading in the local environment has been resolved. The library now uses newer dependencies, including pandas version 2.2.2.

    • P

      Strategies Not Loading
      Support • • plastic.panda

      2
      0
      Votes
      2
      Posts
      222
      Views

      P

      @plastic-panda

      not sure what happened but I am now able to open my strategies.

    • O

      No error messages show why the strategies failed
      Support • • omohyoid

      5
      0
      Votes
      5
      Posts
      499
      Views

      support

      @omohyoid Dear omohyoid,

      Yes, that's right. After submitting your strategy shouldn't override environment variables.

      Regards

    • A

      Q20 contest results
      News and Feature Releases • • azure.machamp

      26
      0
      Votes
      26
      Posts
      6028
      Views

      support

      @theflyingdutchman Hi, the Q20 had very few participants, less than 30, and no strategies are being traded at the moment according to the contest rules. Indeed we made no official announcement.

      However, the participants had the opportunity to submit the same code (provided it is correct) to the Q21 (in other words no correlations check are performed).

      It is very cumbersome to remove strategies from the web page, so they are currently displayed.

      If your strategy will continue to perform good and we believe it can be traded, we will contact you.

    • C

      All my submission strategies are gone
      Support • • CommanderAngle

      2
      0
      Votes
      2
      Posts
      251
      Views

      support

      @commanderangle Dear commanderangle,

      You can now find your strategies in the "In contest" tab since the contest has begun.

      Regards

    • E

      Q18_ML_Strategy2
      News and Feature Releases • • EDDIEE

      2
      0
      Votes
      2
      Posts
      424
      Views

      support

      @eddiee Dear Eddiee, the issue is not the low amount of assets, although it is better to trade more assets, but the static vs. dynamic selection.

      Please note that the website shows the performance of the strategies independently on the fact that are still currently traded or not, and it uses the original volatility (in other words it does not reflect any scaling of the volatility).

    • O

      I was logged out automatically
      Support • • omohyoid

      3
      0
      Votes
      3
      Posts
      284
      Views

      O

      @support I got it
      Thanks for ur reply

    • O

      Can I have multiple strategies with high correlation?
      Support • • omohyoid

      2
      0
      Votes
      2
      Posts
      206
      Views

      support

      @omohyoid Dear omohyoid,

      You can send correlated strategies to the same contest but you cannot send a strategy that is highly correlated with the templates, your strategies from the past contests or prize winning strategies from previous contests.

      Regards

    • O

      I cannot install pandas 1.2.5
      Support • • omohyoid

      10
      1
      Votes
      10
      Posts
      918
      Views

      O

      @support Thx for ur reply
      I'll try it

    • S

      Announcement of updates to the Q21 contest
      Support • • Sun-73

      15
      0
      Votes
      15
      Posts
      1500
      Views

      S

      @support Thank you very much once again!

    • A

      Correlation fails although Sharpe ratio > 1
      Support • • agent.hitmonlee

      4
      0
      Votes
      4
      Posts
      250
      Views

      A

      Thanks for the answer!

      I still think something is wrong with this correlation checker. I even used this function to randomize the weights a few times, and I got the same correlation error:

      def add_random_noise(weights, noise_level=0.01): noise = np.random.uniform(-noise_level, noise_level, size=weights.shape) return weights + noise

      I am pretty sure it's impossible to have 90% correlation in this case.

    • O

      What is the output path of the weights?
      Support • • omohyoid

      2
      0
      Votes
      2
      Posts
      191
      Views

      support

      @omohyoid Dear omohyoid,

      You don't need to specify the output path nor any other environment variable when submitting your code. If you're using local development option to create a strategy, you should remove setting environment variables manually since those are created automatically after you submit your strategy so no need to worry about that and it is actually advisable to do it that way.

      Regards

    • O

      Where can I get the OHLC data of Nasdaq100 index?
      Support • • omohyoid

      4
      0
      Votes
      4
      Posts
      257
      Views

      O

      @support Thanks for ur help

    • C

      Os period is not updated
      Strategy help • • CommanderAngle

      3
      1
      Votes
      3
      Posts
      419
      Views

      support

      @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

    • M

      Runtime Error?
      Support • • magenta.kabuto

      10
      0
      Votes
      10
      Posts
      562
      Views

      M

      Hi @support,
      no problem.
      I didnt check until now, the accepted strategies do not use machine learning 🙂
      I will try out some machine learning strategies in the upcoming days and let you know.
      Thanks again and Regards

    • B

      Accessing both market and index data in strategy()
      Support • • buyers_are_back

      4
      0
      Votes
      4
      Posts
      324
      Views

      V

      @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

    • Documentation
    • About
    • Career
    • My account
    • Privacy policy
    • Terms and Conditions
    • Cookies policy
    Home
    Copyright © 2014 - 2021 Quantiacs LLC.
    Powered by NodeBB | Contributors