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    Q19 contest

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    • S
      Sun-73 last edited by

      Hi @support,

      Any clue on the asset class (futures, crypto, nasdaq...) of the next contest? Long-only or long-short?

      Thanks!

      J support 2 Replies Last reply Reply Quote 0
      • J
        jeppe_and @Sun-73 last edited by

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        • support
          support @Sun-73 last edited by

          @sun-73 Hi, we plan to start a stock contest, and we are fixing the details. If you have wishes/suggestions, please let us know!

          S T 2 Replies Last reply Reply Quote 0
          • S
            Sun-73 @support last edited by

            Hi @support, you guys are doing a great job by improving the platform still further at each contest!

            A couple of suggestions/wishes:

            (i) A contest that allows to go long (or short) on an enlarged set of assets (for instance, nasdaq and nyse, stocks and futures…)

            (ii) A system optimization example based on a multi-pass strategy (instead of single-pass);

            (iii) Some extra plots (histograms) generated by the backtest functions (qnbt.backtest and qnbt.backtest_ml) with the best (or worst) assets of the backtested portfolio, for instance, by ranking the average returns (or individual sharpe ratios) of the top 10 assets (or worst 10 assets), using the “get_best_instruments” function discussed in the “Q18 quick start” template.

            Many thanks once again!

            support 1 Reply Last reply Reply Quote 0
            • T
              TheFlyingDutchman @support last edited by

              @support: a stock contest with a long/short portfolio with a pipeline of stock would be great. Also fundamental data for filtering on these stocks seems essential to me in such a portfolio.
              Best Regards,

              support 1 Reply Last reply Reply Quote 0
              • support
                support @Sun-73 last edited by

                @sun-73 Thanks a lot, we will try to implement them!

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                • support
                  support @TheFlyingDutchman last edited by

                  @theflyingdutchman Thank you, yes, fundamental data are important. What do you mean exactly about pipeline of stock?

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                  • T
                    TheFlyingDutchman @support last edited by

                    @support: pipeline is actually an older zipline functionality. In the pipeline you narrow the long/short stocks down by filters to a small set of stocks.

                    support 1 Reply Last reply Reply Quote 0
                    • support
                      support @TheFlyingDutchman last edited by

                      @theflyingdutchman thanks, understood

                      1 Reply Last reply Reply Quote 0
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