Q22 contest

jeppe_and

This post is deleted!

support

@sun-73 Hi, sorry for the gap, we are finalizing the new contest and will be ready in a couple of weeks.

captain.nidoran

Any new about Q22?

Sun-73

Hi @support, regarding the upcoming Q22 contest on S&P500 (long-short), a couple of questions:

How can one upload stocks data for S&P500? For NASDAQ-100, we use qndata.stocks_load_ndx_data(tail=period)
Is there a maximum limit of stocks to be traded on a given day (or, in principle, one can use all available liquid stocks for that day)?
Is there a limit for the weights? In Q21 contest, the limit was a maximum of 10% of capital to be invested in a given stock in a given day.

Thank you!

support

@sun-73 Hi, there is no limit to the maximum limit to the number of stocks. The cap of 10% stays the same. Call documented in:

https://quantiacs.com/documentation/en/data/stocks.html#stocks-s-p500

Carogate

@support Hi,
is it possible to get open, high, low, and close for indexes, SPX for example?

import qnt.data as qndata

index_data = qndata.index.load_data(min_date='2005-01-01')

def strategy(data):
close_stocks = data["stocks"].sel(field="close")
open_stocks = data["stocks"].sel(field="open")
high_stocks = data["stocks"].sel(field="high")
low_stocks = data["stocks"].sel(field="low")

Many thanks

Sun-73

Hi @support, thank you once again!

support

@carogate Hi, please take a look at this example:

https://github.com/quantiacs/strategy-predict-NASDAQ100-use-SPX/blob/master/strategy.ipynb

Carogate

@support said in Q22 contest:

take a look at this exam
Hi,

I tried this code

only "close" is available. is it possible to have "open", "low" and "high"

Thanks

support

@carogate Hi, at the moment unfortunately not, sorry...