@support
Thanks a lot !

@support
Thanks
I got it !

@antinomy

I got it !
Thanks a lot !!

@magenta-muskrat Yes, we would have said crypto and stocks otherwise.

@antinomy
Thanks for your advice !

@stefanm Thank you!

@vyacheslav_b thank you!

@pillocktailor Thank you for the interesting proposal.

@magenta-kabuto We support only Python 3.7 right now. But it can coexist with Python 3.9:

https://quantiacs.com/documentation/en/user_guide/local_development.html

Basically you can use Python 3.7 inside a conda environment.

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

@captain-nidoran Hello, please try to add in a cell at the beginning:

pip install 'sklearn==0.0.post1'

or in the init file:

! apt update && apt install -y libgomp1 && rm -rf /var/lib/apt/lists/*

Best regards

@sun-73 Dear @Sun-73, there is no ticker for cash. Allocations smaller than 100% will result in a part in cash.

@support Thanks for the opportunity to be reprocessed. I cloned the programs and made the only change as suggested (from “pip install yfinance” to “ pip install git+https://github.com/ranaroussi/yfinance.git@c56e3496dbc6a701c4bcb94787acda7e2928b32d”). I run them successfully and submitted to the contest. The updated strategies are now under Sent Strategies / Filtered (rejected due to the rules). Details were sent to the email as requested. Much appreciated!

@johback

Hello

More examples are here https://github.com/quantiacs/toolbox/blob/main/qnt/tests/test_fundamental_data.py

This is a simple example.

import qnt.data as qndata import datetime as dt import qnt.data.secgov_indicators import qnt.data as qndata import qnt.stats as qns assets = qndata.stocks.load_ndx_list(tail=dt.timedelta(days=5 * 365)) assets_names = [i["id"] for i in assets] data = qndata.stocks.load_ndx_data(tail=dt.timedelta(days=5 * 365), dims=("time", "field", "asset"), assets=assets_names, forward_order=True) facts_names = ['operating_expense'] # 'assets', 'liabilities', 'ivestment_short_term' and other fundamental_data = qnt.data.secgov_load_indicators(assets, time_coord=data.time, standard_indicators=facts_names) # Operating expenses include marketing, noncapitalized R&D, # travel and entertainment, office supply, rent, salary, cogs... weights = fundamental_data.sel(field='operating_expense') is_liquid = data.sel(field="is_liquid") weights = weights * is_liquid # calc stats stats = qns.calc_stat(data, weights.sel(time=slice("2006-01-01", None))) display(stats.to_pandas().tail()) # graph performance = stats.to_pandas()["equity"] import qnt.graph as qngraph qngraph.make_plot_filled(performance.index, performance, name="PnL (Equity)", type="log")

@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.

@theflyingdutchman thanks, understood

@support said in Submitting strategies:

@aybber mapquest directions Hello, that is just due to the fact that there is a long queue of systems to be processed, we will work on improving the processing time. Submission time will be extended to end of October as there were some issues.

Thank you, all is clear.

@alphastar Sorry for the very late answer, the issue has been fixed in the meantime....

@gjhernandezp yes, correct, 2/(n+1), sorry for the typo, thanks for correcting