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tdomhan - 12/17/2018 1:09:32 AM
   
Linear correlation to other systems
Hi!
the official competition rules state that:


Q12 rules wrote:
    the linear correlation to any Trading System previously submitted by any other Quantiacs User does not exceed 0.8;
    ii.         the linear correlation to any of the Trading Systems submitted by Participant before April 1, 2018 does not exceed 0.8; and
    iii.        the linear correlation to any Sample Trading System previously published in any form by the Sponsor does not exceed 0.8.


How do we know if we meet these criteria? Can I see the output of the evaluation you ran somewhere for the systems I submitted?

Thanks,
Tobi

Eric - 12/18/2018 10:33:01 AM
   
RE:Linear correlation to other systems
Tobi,

If this were to happen, we would bring it to your attention.

Regards,

Eric

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