<![CDATA[Correlation Check always fails]]>Hello,
whenever I run a backtest on the server I get the message

WARNING! Can't calculate correlation.

This has been happening since I started developing for the Q16 contest.
I don't know if this has any influence on the actual submission check and we'll soon have x times the quickstart template in the contest 😉
Anyway, it would be good if the correlation check would work before we submitt algos that will eventually fail the correlation filter.

]]>http://quantiacs.com/community/topic/102/correlation-check-always-failsRSS for NodeTue, 10 Mar 2026 08:58:31 GMTFri, 06 Aug 2021 18:03:59 GMT60<![CDATA[Reply to Correlation Check always fails on Thu, 19 Aug 2021 09:51:56 GMT]]>@antinomy Hello, sorry for the delay in the answer, the problem has been fixed in the meanwhile. If correlations are too high, you will get a warning. Note that correlations will be checked against template code and submissions to past contests of the same kind (which are not present currently as this is the 1st crypto long-only contest we run).

]]>http://quantiacs.com/community/post/445http://quantiacs.com/community/post/445Thu, 19 Aug 2021 09:51:56 GMT<![CDATA[Reply to Correlation Check always fails on Mon, 09 Aug 2021 13:47:19 GMT]]>@antinomy Hi, thanks a lot for pointing it out, we are working on it, sorry for the problem.

]]>http://quantiacs.com/community/post/441http://quantiacs.com/community/post/441Mon, 09 Aug 2021 13:47:19 GMT