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    • G

      Some top S&P 500 companies are not available?
      Support • • gjhernandezp

      3
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      Votes
      3
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      62
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      G

      Thanks 🙏

    • nosaai

      AttributeError: module 'qnt.data' has no attribute 'stocks_load_spx_data'
      Support • • nosaai

      4
      0
      Votes
      4
      Posts
      79
      Views

      nosaai

      @vyacheslav_b Apologies for the late response. Thanks for the assistance, all is now well. Cheers

    • illustrious.felice

      Strategy trades illiquid instruments
      Support • • illustrious.felice

      1
      0
      Votes
      1
      Posts
      37
      Views

      No one has replied

    • magenta.grimer

      Example strategy for Q23
      Support • • magenta.grimer

      2
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      Votes
      2
      Posts
      45
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      support

      @magenta-grimer Hi, the Q22 basic template is a good starting point.

    • A

      got error in example
      Support • • alexeigor

      2
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      Votes
      2
      Posts
      84
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      support

      @alexeigor Hi,

      sorry, it should work now.

      Best regards

    • A

      toolbox not working in colab
      Support • • alexeigor

      5
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      Votes
      5
      Posts
      163
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      support

      Hi,
      thanks for pointing this out, we are working on refactoring the code, qnt is reverted to previous version. Sorry for late answer.

    • O

      Can I use astronomical data as features for my machine learning model?
      Support • • omohyoid

      3
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      Votes
      3
      Posts
      151
      Views

      O

      @support Thx for ur reply

    • A

      Why a lower contest sharpe can rank higher than higher contest sharpe?
      Support • • angusslq

      2
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      Votes
      2
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      196
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      support

      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

    • S

      Strategy stuck at checking.
      Support • • SilverStar1003

      2
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      Votes
      2
      Posts
      251
      Views

      support

      Dear @silverstar1003,

      There was a temporary problem with our servers which has been resolved, and your strategy should be calculated soon.

      Regards

    • C

      Question about the contest structure
      Support • • captain.prairie_dog

      12
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      Votes
      12
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      709
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      support

      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

    • A

      will the allocation change every week according to the latest ranking for Q22?
      Support • • angusslq

      3
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      Votes
      3
      Posts
      215
      Views

      support

      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

    • S

      Stateful Strategy Optimization - Illiquid Warning
      Support • • Svyable

      2
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      Votes
      2
      Posts
      220
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      support

      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

    • A

      Q18 Quick start guide not working anymore
      Support • • angusslq

      2
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      2
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      227
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      V

      @angusslq Hi. Try cloning the template or restarting JupyterLab. The error was fixed in the new version of the qnt library.

    • A

      Is the server busy? my job didn't start after 2 days still, is it normal?
      Support • • angusslq

      2
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      Votes
      2
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      207
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      support

      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

    • L

      Fundamental data loading does not work
      Support • • lookman

      5
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      Votes
      5
      Posts
      353
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      V

      @lookman Hello. Try cloning your strategy and running it again. It should work correctly with the new version of the qnt library.

      import qnt.data as qndata import qnt.data.secgov_fundamental as fundamental market_data = qndata.stocks.load_spx_data(min_date="2005-01-01") indicators_data = fundamental.load_indicators_for(market_data, indicator_names=['roe']) display(indicators_data.sel(field="roe").to_pandas().tail(2)) display(indicators_data.sel(asset='NAS:AAPL').to_pandas().tail(2)) display(indicators_data.sel(asset=['NAS:AAPL']).sel(field="roe").to_pandas().tail(2))

      https://quantiacs.com/documentation/en/data/fundamental.html

    • A

      Submission Logic Questions
      Support • • auxiliary.snail

      4
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      4
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      288
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      support

      @auxiliary-snail Hi,

      unfortunately, this is not allowed and in accordance with the rules. Using hard-coded time periods in which trading algorithm will work differently, is not a quantitative method (just like manual asset selection, e.g. "trade only Apple or Microsoft"). We still haven't implemented a mechanism for automatic recognition of such behaviors in trading strategies, and even though a strategy could be successfully submitted, it will not be eligible for prize winning.
      What we are searching for, is well performing strategy over entire in_sample period (SR>0.7), robust to all market movements 2006-2025, so we can expect it will perform well in future, too.

    • S

      Q22 submission, strategies excluded
      Support • • Sun-73

      4
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      Votes
      4
      Posts
      288
      Views

      S

      Hi @support, everything is all right now. Thank you!

    • A

      Calculation time exceeded question
      Support • • angusslq

      2
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      Votes
      2
      Posts
      194
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      support

      Dear @angusslq,

      That line is recommendation for the users to not create a strategy that exceeds the timeout limits. What that means is that after submitting, the strategy should ideally compute weights for one trading day in less than 10 minutes. Depending on our available resources, we can also increase that limit somewhat but it is not recommended to create strategies that exceed this limit.

      Regards

    • A

      Strategy filtered after a few days
      Strategy help • • angusslq

      7
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      7
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      514
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      support

      @sun-73 it should be ok

    • A

      datatype for weights seems changed recently
      Support • • angusslq

      3
      0
      Votes
      3
      Posts
      254
      Views

      A

      @stefanm Thank you for the details

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