Suggestions for the Q17 contest.
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@support Hi, is there any news on the Q17 contest? Best Regards, TheFlyingDutchman
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@support I'm also very eager to know what the Q17 contest brings
, please keep us posted! -
@cespadilla Hello, the Q17 contest has been deployed. We decided to organize a contest very similar to the Q16, but relaxing the long-only condition and allowing quants to short cryptos. You can already play with the new contest and submit, there will be time until April 2022. New data will soon be ready with the Q18.
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@theflyingdutchman Hello, sorry for the delay, we started the contest. It is similar to the Q16 one, but it allows for shorting also. Q18 with new data is in preparation.
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@sun-73 Hello, we deployed the Q17. For the moment, we simply decided to allow for shorting. Q18 in preparation with new data.
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@support Great news! Thank you!!
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@support
Hi , I do have a question on the development and testing for the Q17 competition:
Sometimes I do get a warning in testing: "The strategy correlates with other strategies and will be rejected. Modify the strategy to produce the different output."
What does the correlation refer to, to what strategies exactly? To me it is unclear what to modify. Best Regards, TheFlyingDutchman -
@theflyingdutchman Hi, each system is tested for correlations against the templates we provide and with all systems submitted to the past crypto contest.
Sorry for the confusion when you run the notebook, we are working on improving the correlation messages.
We already changed the information displayed in the submission area. If you want to get more infos on correlations, please submit your code (it does not matter the message about correlations you get in the notebook, the system will be processed). After processing, the submission will appear in your submission area as a "non-eligible" submission because of high correlations, and you will see to which template the correlation is high; and to which past submission you made (to the Q16) the correlation is high. Moreover, you will get some infos about correlations to systems you are submitting to the Q17 contest.
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@phrazle If it's possible, I think it would be great if there was a competition where participants may not only trade long or short in any asset, but also cryptos and futures, while also having their portfolio's total leverage capped. Taking the net long position of a 130/30 portfolio, for instance, allows for long and short positions to be leveraged up to a certain maximum level of leverage. The leverage for a 130/30 portfolio is 30%.
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@pillocktailor Thank you for the interesting proposal.
