Hi @support,
First, congratulations for all great news on the Q21 contest, in particular, for the new set of tools available for improving risk management. These new functions are more than welcome!
Regarding today’s announcement of updates to the Q21 contest, in particular, in respect to the “Exposure” section, from now on it is “mandatory” or it is “advisable” to limit the max investment of 10% of capital per asset?
The announcement says that: “Weight allocations exceeding 0.1 will be adjusted automatically to this limit during live processing.”
This rule above refers only to the function: “qnstats.check_exposure”, that one might use or not in the system, or this rule enforces all systems submitted to the Q21 contest (those submitted until today, and those that will be submitted from now on)?
Many thanks!