Forum wide moderators
Dear @angusslq,
The ranking is calculated based on contest sharpe ratio only. The situation that you saw at that time was only temporary because at that point the calculations for new day were ongoing, so some strategies were processed before others, and their contest sharpe was updated, but the ranking is only updated after every single strategy from that contest has been processed and updated.
Regards
Dear @silverstar1003,
There was a temporary problem with our servers which has been resolved, and your strategy should be calculated soon.
Regards
Dear @angusslq,
Once the competition ends its live period (currently 4 months for Q22), the prizes are given. That means that at the end of those 4 months we sort all strategies and only the top 7 by sharpe ratio are eligible for prize and get allocation: 1st place 1M, second place 500k etc. and this cannot be changed afterwards. The prizes are not given on the daily basis and certainly not during the contest live period. You can find more info in the contest rules page on our website.
For your second question, we assume risk-free rate to be zero. You can find additional information about how we use sharpe ratio here.
Regards
Dear @captain-prairie_dog,
Yes, that's right. We will announce next contest soon, but roughly, the deadline period will be a couple of months away, so the users get enough time to develop their strategies.
Regards
Dear @dark-pidgeot,
There are two ways of how you can select your strategies to participate in the contest.
The first way is to use our auto-select feature. If it's turned on, then the top 15 strategies by performance will be automatically selected for participation.
The second way is to disable auto-select feature and use manual selection, after which you will have to hand-pick the strategies that you would like to participate.
It appears that you used manual selection at that time but didn't select any strategy manually. After careful review we concluded that you didn't break any other rule and your strategies are eligible for participation, and because this is a mistake users often make, we will add your submissions to the Q22 contest.
Regards
Dear @captain-prairie_dog,
Each contest has it's deadline period, for Q22 it was 31st of January. The live period is 4 months during which strategies will be evaluated and at the end of that period the prizes will be given to the winners. So to answer your question, yes, user needs to backtest and submit the strategy before the submission deadline and pass the filters (sharpe ratio, liquidity etc.) in order to participate in the contest. After that, all participating strategies are evaluated on real data in the following contest period (usually 4 months) and the score is calculated as a sharpe ratio. You can check what it is and how is it calculated in the documentation page on our website.
Hopefully this will clear up the confusion, and if you have any further questions, please feel free to ask.
Best regards
Dear @angusslq,
Allocations are set at the end of the contest, and they take into account the strategies ranking at that time. We update the rankings as we process the participating strategies with the new available data, which happens 5 times a week for 5 working days. The allocations that you refer are probably in the systems page and they take into account the current ranking in the contest but that doesn't mean anything until the contest ends and prizes are given.
Regards
Dear @svyable,
If you use our backtest function, the liquidity filter will applied automatically, you can just ignore that warning.
On the other hand, if you decide to use single-pass strategy option you should apply that filter manually or just use clean function that has that option included.
Regards
Dear @angusslq
Yes, there is a large queue currently as we are nearing the end of the submission period for the following contest. All submissions submitted before the deadline will be eligible for participating in the contest, including yours.
Regards
