<?xml version="1.0" encoding="UTF-8"?><rss xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:content="http://purl.org/rss/1.0/modules/content/" xmlns:atom="http://www.w3.org/2005/Atom" version="2.0"><channel><title><![CDATA[Submission failure]]></title><description><![CDATA[<p dir="auto">Hi there,</p>
<p dir="auto">I submitted a strategy for crypto-futures, called  <em>Sun73_Q15_BTC_1f</em>  that was not accepted in the contest due to a Sharpe ratio lower than 1.</p>
<p dir="auto">However, the <strong>in-sample</strong> Sharpe ratio obtained with the JupyterLab does not match the one displayed online. Both prints are shown below.</p>
<p dir="auto">It seems that the online system almost does not trade Bitcoin after March 2017 (please see the first graph below), whereas the original system from JupyterLab trades Bitcoin on a regular basis since 2014 (as shown in last graph).</p>
<p dir="auto">Could you please verify this mismatch?</p>
<p dir="auto">Thanks a lot!!</p>
<p dir="auto"><img src="/community/assets/uploads/files/1622468605847-445ee446-f6bb-4cfc-9aee-81bad1607e62-image.png" alt="445ee446-f6bb-4cfc-9aee-81bad1607e62-image.png" class="img-responsive img-markdown" /></p>
<p dir="auto"><img src="/community/assets/uploads/files/1622468391387-a20aa0b9-830d-4afb-81b8-bbed72346b45-image.png" alt="a20aa0b9-830d-4afb-81b8-bbed72346b45-image.png" class="img-responsive img-markdown" /></p>
<p dir="auto"><img src="/community/assets/uploads/files/1622469157404-2a654a74-1182-4872-a80b-3c43286d27af-image.png" alt="2a654a74-1182-4872-a80b-3c43286d27af-image.png" class="img-responsive img-markdown" /></p>
]]></description><link>http://quantiacs.com/community/topic/85/submission-failure</link><generator>RSS for Node</generator><lastBuildDate>Wed, 20 May 2026 19:17:09 GMT</lastBuildDate><atom:link href="http://quantiacs.com/community/topic/85.rss" rel="self" type="application/rss+xml"/><pubDate>Mon, 31 May 2021 13:46:48 GMT</pubDate><ttl>60</ttl><item><title><![CDATA[Reply to Submission failure on Mon, 07 Jun 2021 14:10:18 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/20">@antinomy</a> great! Sorry, there were many submissions on the last day.</p>
]]></description><link>http://quantiacs.com/community/post/387</link><guid isPermaLink="true">http://quantiacs.com/community/post/387</guid><dc:creator><![CDATA[support]]></dc:creator><pubDate>Mon, 07 Jun 2021 14:10:18 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Mon, 07 Jun 2021 11:29:33 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> Now they're all there, thank you!</p>
]]></description><link>http://quantiacs.com/community/post/386</link><guid isPermaLink="true">http://quantiacs.com/community/post/386</guid><dc:creator><![CDATA[antinomy]]></dc:creator><pubDate>Mon, 07 Jun 2021 11:29:33 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Sat, 05 Jun 2021 10:11:50 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> I don't see the last-minute-submissions under "In Contest" and they aren't under "Candidates" any more. There were 4 strategies for the Futures contest called futures8, futures8a, futures9 and futures9b.</p>
]]></description><link>http://quantiacs.com/community/post/385</link><guid isPermaLink="true">http://quantiacs.com/community/post/385</guid><dc:creator><![CDATA[antinomy]]></dc:creator><pubDate>Sat, 05 Jun 2021 10:11:50 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Fri, 04 Jun 2021 21:06:01 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/20">@antinomy</a> Could you check the submissions you see in the "Competition" section under the "In Contest" tab and let us know whether they are ok or not? Thank you!</p>
]]></description><link>http://quantiacs.com/community/post/384</link><guid isPermaLink="true">http://quantiacs.com/community/post/384</guid><dc:creator><![CDATA[support]]></dc:creator><pubDate>Fri, 04 Jun 2021 21:06:01 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Fri, 04 Jun 2021 21:05:16 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/20">@antinomy</a> Yes, this we could do, it is a good idea, thanks.</p>
]]></description><link>http://quantiacs.com/community/post/383</link><guid isPermaLink="true">http://quantiacs.com/community/post/383</guid><dc:creator><![CDATA[support]]></dc:creator><pubDate>Fri, 04 Jun 2021 21:05:16 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Thu, 03 Jun 2021 10:50:11 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> My last-minute-submissions have finished evaluating and are selected for the competition, can they take part now?</p>
]]></description><link>http://quantiacs.com/community/post/379</link><guid isPermaLink="true">http://quantiacs.com/community/post/379</guid><dc:creator><![CDATA[antinomy]]></dc:creator><pubDate>Thu, 03 Jun 2021 10:50:11 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Thu, 03 Jun 2021 10:38:25 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> I was rather thinking to either shorten the submission period or to start it earlier, so in this case the submission deadline would have been on May 15 for instance, the evaluation/selection period from 16th to 31st and the live period would be the same.</p>
]]></description><link>http://quantiacs.com/community/post/378</link><guid isPermaLink="true">http://quantiacs.com/community/post/378</guid><dc:creator><![CDATA[antinomy]]></dc:creator><pubDate>Thu, 03 Jun 2021 10:38:25 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Thu, 03 Jun 2021 10:00:42 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/20">@antinomy</a> Thanks, this is a good idea. The problem could be a bias in the results, as the out-of-sample period is already quite short (4 months), and 2 weeks which are supposed to be out-of-sample would then become in-sample.</p>
]]></description><link>http://quantiacs.com/community/post/376</link><guid isPermaLink="true">http://quantiacs.com/community/post/376</guid><dc:creator><![CDATA[support]]></dc:creator><pubDate>Thu, 03 Jun 2021 10:00:42 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Wed, 02 Jun 2021 16:29:43 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> Great, thanks!<br />
I was worried if the algos I submitted shortly before the deadline would actually take part in the competition (2 still are processing).</p>
<p dir="auto">An idea for the next contest:<br />
How about 2 deadlines, one for submissions and maybe a week or two later the deadline for our final selection?<br />
This way we could wait for the evaluations to finish and then carefully select our algorithms. It would also leave some buffer for solving technical difficulties like the one that started this thread.</p>
]]></description><link>http://quantiacs.com/community/post/375</link><guid isPermaLink="true">http://quantiacs.com/community/post/375</guid><dc:creator><![CDATA[antinomy]]></dc:creator><pubDate>Wed, 02 Jun 2021 16:29:43 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Wed, 02 Jun 2021 16:03:08 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/82">@sun-73</a><br />
Hello.</p>
<p dir="auto">Ok. We will also allow other participants to change their selection when the checking finishes.</p>
<p dir="auto">Regards</p>
]]></description><link>http://quantiacs.com/community/post/374</link><guid isPermaLink="true">http://quantiacs.com/community/post/374</guid><dc:creator><![CDATA[support]]></dc:creator><pubDate>Wed, 02 Jun 2021 16:03:08 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Tue, 01 Jun 2021 11:19:43 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> Hi, the strategy <em>Sun73_Q15_BTC_1f</em> was accepted and the IS Sharpe looks fine. Could you please include it in the contest (since I submitted it before the deadline)? Many thanks again!</p>
]]></description><link>http://quantiacs.com/community/post/373</link><guid isPermaLink="true">http://quantiacs.com/community/post/373</guid><dc:creator><![CDATA[Sun-73]]></dc:creator><pubDate>Tue, 01 Jun 2021 11:19:43 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Tue, 01 Jun 2021 10:06:57 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> Thanks! One of them got accepted now and the equity chart looks fine (4 are still being evaluated).</p>
]]></description><link>http://quantiacs.com/community/post/371</link><guid isPermaLink="true">http://quantiacs.com/community/post/371</guid><dc:creator><![CDATA[antinomy]]></dc:creator><pubDate>Tue, 01 Jun 2021 10:06:57 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Tue, 01 Jun 2021 01:56:05 GMT]]></title><description><![CDATA[<p dir="auto">Hello.<br />
All the affected strategies returned to checking.<br />
You can delete the strategies which you don't want to check.<br />
Regards.</p>
]]></description><link>http://quantiacs.com/community/post/367</link><guid isPermaLink="true">http://quantiacs.com/community/post/367</guid><dc:creator><![CDATA[support]]></dc:creator><pubDate>Tue, 01 Jun 2021 01:56:05 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Mon, 31 May 2021 22:38:29 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> said in <a href="/community/post/362">Submission failure</a>:</p>
<blockquote>
<p dir="auto">All suspicious strategies will be reprocessed.</p>
</blockquote>
<p dir="auto">Do you check the strategies from all users?<br />
Because I just have submitted one for the futures contest that stopped trading in 2007 and there are more still processing...</p>
]]></description><link>http://quantiacs.com/community/post/365</link><guid isPermaLink="true">http://quantiacs.com/community/post/365</guid><dc:creator><![CDATA[antinomy]]></dc:creator><pubDate>Mon, 31 May 2021 22:38:29 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Mon, 31 May 2021 20:48:38 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> Thank you for the prompt response. I appreciate if you could reprocess the strategy <em>Sun73_Q15_BTC_1f</em> after solving this cache issue. You guys are the best!</p>
]]></description><link>http://quantiacs.com/community/post/363</link><guid isPermaLink="true">http://quantiacs.com/community/post/363</guid><dc:creator><![CDATA[Sun-73]]></dc:creator><pubDate>Mon, 31 May 2021 20:48:38 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Mon, 31 May 2021 20:37:17 GMT]]></title><description><![CDATA[<p dir="auto">Hello.</p>
<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/82">@Sun-73</a> <a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/194">@vg2001</a>  Thank you very much for this report.</p>
<p dir="auto">We see the cache failure on our server. We disabled caching and will report to the framework developer about this problem.</p>
<p dir="auto">All suspicious strategies will be reprocessed.</p>
<p dir="auto">Regards.</p>
]]></description><link>http://quantiacs.com/community/post/362</link><guid isPermaLink="true">http://quantiacs.com/community/post/362</guid><dc:creator><![CDATA[support]]></dc:creator><pubDate>Mon, 31 May 2021 20:37:17 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Mon, 31 May 2021 19:59:12 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/12">@support</a> I am facing the same issue too with all my strategies I recently submitted.</p>
]]></description><link>http://quantiacs.com/community/post/361</link><guid isPermaLink="true">http://quantiacs.com/community/post/361</guid><dc:creator><![CDATA[vg2001]]></dc:creator><pubDate>Mon, 31 May 2021 19:59:12 GMT</pubDate></item><item><title><![CDATA[Reply to Submission failure on Mon, 31 May 2021 17:19:33 GMT]]></title><description><![CDATA[<p dir="auto"><a class="plugin-mentions-user plugin-mentions-a" href="http://quantiacs.com/community/uid/82">@sun-73</a> ok, we will try to pinpoint the problem.</p>
]]></description><link>http://quantiacs.com/community/post/360</link><guid isPermaLink="true">http://quantiacs.com/community/post/360</guid><dc:creator><![CDATA[support]]></dc:creator><pubDate>Mon, 31 May 2021 17:19:33 GMT</pubDate></item></channel></rss>