Hi there,
Since we're approaching the end of the submission phase for the Q16 contest, is it possible for us quants to already know a little bit about the upcoming competitions?
Will the Q17 contest be designed similarly to Q16? In other words, will Q17 be based only on crypto trading (or will it allow for futures trading too)? Only long-positions allowed (or short-positions too)?
I would suggest (if feasible) to put in place a new contest allowing to trade both cryptos and futures, besides trading long and short in any asset, but limiting the overall leverage of the portfolio. For example, adopting a 130/30 portfolio structure, which is a structure with a net long position, but permits leverage with long and short posi...