@sun-73 Yes, we will, sorry for the issue.

@algotime Hello, on 1st November allocations will start, you will receive a mail soon today!

@antinomy In the end we followed your advise and changed a little bit the algorithm for adding data, once a cryptocurrency is in the top10 we include it with its past history and go on with the update (now DASH and XMR are being updated). Of course once the crypto is not among the top 10, the liquidity tag for the filter is "zero". Thank you!

@antinomy Yes, it is fine, let us know if you see anomalies!

@captain-nidoran

Hello.

We are making some changes before starting competitions, it affected the statuses of some submissions and they became invisible on the client side. Now it should be ok.

We carefully preserve users' data, we are making backups every day. So in the worst case of data loss, we are able to restore most data from these backups. Don't worry a lot. And thank you for the report.

Regards.

Thank you very much, this is awesome!
And I also congratulate the other 2 winners!
I got notified by e-mail 2 days ago and have been totally excited since then 🎉

@sheikh Thank you for the comments.

The BTC spot we are using are daily data, and open/close/high/low are computed by matching the opening and closing time of the BTC Futures contracts. As we are working with daily resolution, we believe the spot BTC is ok for the current contest. Having the weekend data at disposal, signals can be built by using more information. Moreover, the previous time series were built matching the past spot data with the short futures data.

This change is not disruptive, as old algorithms developed on the BTC Futures will still run on the BTC Futures. You pointed in another thread the change in the leaderboard: many thanks, please allow us to check and fix it.

Most of the quants requested this change, so we went for it. Maybe in the future we will allow for both options, but please note that the BTC Futures have a short history, so they will have anyhow to be patched with spot data. Thanks for the suggestion.

@antinomy
Thank you!

@magenta-grimer Hello, we updated the documentation.

Now there are 78 futures contracts. Yes, we allow allocating to only 1 asset. If you trade more assets, then you can go long on some of them and short others.

Using more assets helps in increasing the Sharpe ratio, as the mean return grows linearly with the number of assets, and the volatility in the denominator with the square root of the number of assets if there are no correlation terms.

Using uncorrelated assets would then lead to a scaling of the Sharpe ratio with the square root of the number of assets. In practice, however, correlation terms are decreasing this growth.

Stated more simply, it is a good idea to avoid putting all your eggs in the same basket...