Selecting liquid cryptos

[Nikos84]

In the rules for the current contest I read:

"The strategy can trade only the top 10 cryptocurrencies in terms of market capitalization according to the provided filter function."

Can you give me some help? How can I define the top10 cryptos in terms of marketcap? Should I use my own data? Please help!!

[support]

@nikos84 Hi, no, you should not provide your own data for defining the top10 cryptocurrencies according to market capitalization. Each asset for this contest has a field called "is_liquid" which gets values 0 (not in the top 10 according to market capitalization) or 1 (in the top 10 according to market capitalization). You can read it using:

is_liquid = data.sel(field="is_liquid")

When you define allocation weights later you can simply apply the filter as follows:

weights  = weights * is_liquid 

where "weights" are the allocation weights. The filter will set to zero weights for assets which do not belong to the top 10 according to market capitalization at a specific point in time.