@plastic-panda

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

@omohyoid Dear omohyoid,

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

Regards

@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.

@commanderangle Dear commanderangle,

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

Regards

@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).

@support I got it
Thanks for ur reply

@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

@support Thx for ur reply
I'll try it

@support Thank you very much once again!

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.

@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

@support Thanks for ur help

@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.

@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

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

@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 Hello. My strategy has the id #16934018 and was submitted in early May, but pnl OS has not been updated yet. Please check this issue. Thank you.

@blackpearl Hi, sorry for the missed answer, did you solve the issue? We can see that you managed to successfully submit code to the Q21 contest!

@multi_byte-wildebeest Hi, there are always limitations in a real-world scenario. Here we are running a contest on US stocks only, however imagine to trade assets worldwide. Then you have to take care of different timezones, and once US markets close, you have some hours to generate trading positions for (let us say) Australian markets.

If a ML model takes days to take a decision, that is unusable.

The limitations in place are per point-in-time, it means that for each "pass" the system should take no more than 5 or 10 minutes.

In practice we have also other limitations, because when many systems are in our queue, it can take very long to process all of them.

@illustrious-felice Hi, you can in the notebook, not in the submission area because of resource reasons.