Mar
15
(185 Views / 0 Upvotes)
2 Replies

In these articles Dima explains how he worked with numpy, pandas, xarray, cython and numba to optimally implement operations on large numeric arrays on the Quantiacs platform.

Part I deals with data loading issues.

Part II shows different implementations of an exponential moving averages.

Both articles illustrate how to improve speed and reduce memory consumption...

Mar
11
(240 Views / 0 Upvotes)
1 Replies

Hello quants! The live evaluation phase for the Q16 contest is over. Allocations to the systems will be as follows:

TCBS_QuantSolution_V1_TW1 by marcusxinho, 1M USD
q16_6 by quantinomy, 500k USD
TwiceOverTheLimit by mwalimudan, 250k USD
ABT_4 by anhbt41, 100k USD
Stayte Magic 8 by StayteMagic, 50k USD

Jan
31
(668 Views / 0 Upvotes)
1 Replies

Ahmed Guecioueur is a PhD candidate at INSEAD, a leading graduate business school. He used the Quantiacs platform for his research and we met him for an interview.

Hello Ahmed, can you tell us something about yourself and your study?

Hello, I am an academic researcher interested in the behavior of market participants. I find that trading (and finance in general) are great settings for studying human behavior because traders have very strong incentives to maximize their payoffs while controlling risk within the constraints that they operate under.

Even so, studies suggest that the decisions made by individuals can be subject to behavioral biases that may result in sub-optimal decisions. After al...

Jan
24
(840 Views / 1 Upvotes)
1 Replies

Ivan joined Quantiacs in 2021 and won the Q15 futures contest. His system has got an allocation of 1M USD. Here you can read more about Ivan and his thoughts on Quantiacs.

Hi Ivan, can you tell us more about yourself and your background?

Hi, my name is Ivan and I am in my middle thirties. I got a Master Degree in Financial Mathematics and currently I am Head of Department in an international corporation. In my position I lead a group of programmers and IT specialists. I write mainly in .NET on a daily basis.

In my free time I like traveling, reading philosophy books, playing computer games and table tennis and watching videos from the Galkovskyland YouTube channel. So far I visited 30 different...

Dec
16
(342 Views / 1 Upvotes)
5 Replies

Hello quants! The submission phase for the Q17 Quantiacs contest started. You have time until end of April 2022 to submit your code. Once the live evaluation phase is over the best systems will receive allocations for a total of 2M USD.

This contest focuses on cryptocurrency data as the Q16 but it allows for shorting.

art-rachen-yJpjLD3c9bU-unsplash (2).jpg
Photo by Art Rachen on Unsplash

In your user area you will find a Q17...