https://quantiacs.com/documentation/en/data/fundamental.html

best regards

Thanks

https://quantiacs.com/community/topic/411/error-q20-output-missing-when-submitting/10

Your system will be eligible if the Sharpe ratio in sample is larger than 1, and you will have still more than 10 years of fundamental data at your disposal.

https://quantiacs.com/community/topic/411/error-q20-output-missing-when-submitting/10

As far as the Sharpe ratio is larger than 1 in sample, the submission will be accepted, so you will have more than 10 years of fundamental data for development stil.

I would like to use fundamental data for Q20, but its quality before 2012 seems not good enough.
I was thinking about creating an hybrid strategy that maybe uses technical indicators before 2012 and fundamental data after that, but I've struggled to create such a strategy. Maybe you could help in this regard.

Or maybe another solution could be fill the dataset before 2012 with artificially created data...

Hi Quantiacs Team,
do I have to adjust this backtest function in order to participate in the Q20 Contest?

weights = qnbt.backtest_ml(
train=train_model,
predict=predict,
train_period=4365, # the data length for training in calendar days
retrain_interval=20365, # how often we have to retrain models (calendar days)
retrain_interval_after_submit=None, # how often retrain models after submission during evaluation (calendar days)
predict_each_day=False, # Is it necessary to call prediction for every day during backtesting?
# Set it to true if you suspect that get_features is looking forward.
competition_type='stocks_nasdaq100', # competition type
lookback_period=365, # how many calendar days are needed by the predict function to generate the output
start_date='2006-01-01', # backtest start date
build_plots=True # do you need the chart?
)

And a second question: Is the usage of fundamental data is obliged, in order to participate in the Q20 Contest or is it just a valuable option?

Best
EDDIEE