@support I got it. Thanks for ur reply

@kairos Hi,

thanks for pointing this out, we are working on it, it will be fixed as soon as possible.
The problem is, that for some dates prior to 2014 we don't get OHLC prices at all for most assets (all NaNs, so is_liquid is NaN too). We have already reported it to our data provider. Anyway, the clean() function should work properly.

Best regards

Hi @support ,

That makes perfect sense

Thank so much

regards

Hi @stefanm ,

How reckless of me, "data" should have been f_es_data. They are perfectly synced now.
Thank you so much. I really appreciate the help.

sincerely

Dear @omohyoid,

Currently we are facing some data issues, the error is not caused by changes in qnt library. At the moment, only current index members of S&P500 index are available, but Nasdaq100 stocks are temporarily unavailable. Sorry for the inconvenience, we are working on a solution.

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

@omohyoid Hi, we do not have such calls, sorry

@support Thank you!

@dark-pidgeot Hi! After the release of version qnt “0.0.402” the issue with data loading in the local environment has been resolved. The library now uses newer dependencies, including pandas version 2.2.2.

@plastic-panda

not sure what happened but I am now able to open my strategies.

@omohyoid Dear omohyoid,

Yes, that's right. After submitting your strategy shouldn't override environment variables.

Regards

@theflyingdutchman Hi, the Q20 had very few participants, less than 30, and no strategies are being traded at the moment according to the contest rules. Indeed we made no official announcement.

However, the participants had the opportunity to submit the same code (provided it is correct) to the Q21 (in other words no correlations check are performed).

It is very cumbersome to remove strategies from the web page, so they are currently displayed.

If your strategy will continue to perform good and we believe it can be traded, we will contact you.

@commanderangle Dear commanderangle,

You can now find your strategies in the "In contest" tab since the contest has begun.

Regards

@eddiee Dear Eddiee, the issue is not the low amount of assets, although it is better to trade more assets, but the static vs. dynamic selection.

Please note that the website shows the performance of the strategies independently on the fact that are still currently traded or not, and it uses the original volatility (in other words it does not reflect any scaling of the volatility).

@support I got it
Thanks for ur reply

@omohyoid Dear omohyoid,

You can send correlated strategies to the same contest but you cannot send a strategy that is highly correlated with the templates, your strategies from the past contests or prize winning strategies from previous contests.

Regards

@support Thx for ur reply
I'll try it

@support Thank you very much once again!

Thanks for the answer!

I still think something is wrong with this correlation checker. I even used this function to randomize the weights a few times, and I got the same correlation error:

def add_random_noise(weights, noise_level=0.01): noise = np.random.uniform(-noise_level, noise_level, size=weights.shape) return weights + noise

I am pretty sure it's impossible to have 90% correlation in this case.