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    angusslq

    @angusslq

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    Best posts made by angusslq

    • Strategy filtered after a few days

      Hi,
      I had a strategy submitted for around 5days and it was submitted successfully (at least i can see my entry in leaderboard). But after the weekend i found my strategy in filtered tab and no longer can be found in leaderboard. My strategy id is # 17958989

      I checked that there is no error reported in the log can @support or anyone please help to have a look and point me the way to resolve it please

      Thank you

      posted in Strategy help
      A
      angusslq

    Latest posts made by angusslq

    • RE: Q22 seems paused at 22-may, is it expected?

      @support great! i can see the latest result. Do you know when Quantiacs will announce the Q22 result formally? Thanks.

      posted in Support
      A
      angusslq
    • Q22 seems paused at 22-may, is it expected?

      Hi @support ,
      it seems to me that Q22 paused at 22-may and no longer updated since 2 weeks, is Q22 still undergoing some technical issue? is it expected?
      Thanks.

      posted in Support
      A
      angusslq
    • Why a lower contest sharpe can rank higher than higher contest sharpe?

      ef1110d7-f54b-4df6-9581-ba5f5e06e8f4-image.png

      for example, 2.72 contest sharpe ranked 11 but 4.64 contest sharpe ranked 12

      Besides contest sharpe, what's the factor for ranking please?

      posted in Support
      A
      angusslq
    • RE: Question about the contest structure

      @support may i know why the sharpe ratio doesn't take into account for risk free return (e.g. https://www.investopedia.com/terms/s/sharperatio.asp)?

      It is weird that a strategy that return is less than risk free return can win

      posted in Support
      A
      angusslq
    • RE: Question about the contest structure

      @support

      @support said in Question about the contest structure:

      at the end of that period the prizes will be given to the winners.

      what's the prize referring to? is it 10% profit of the allocated amount of money to the algo? if that is the case, does that mean the amount allocated will change every day according to the ranking?
      e.g.

      17-Feb user A is 1st => allocated 1M
      17-Feb user B is 2nd => allocated 0.5M

      prize for 17-Feb is 10% of daily profit according to above allocation.

      18-Feb user C is 1st => allocated 1M
      18-Feb user A is 2nd => allocated 0.5M

      prize for 18-Feb is 10% of daily profit according to above allocation?

      posted in Support
      A
      angusslq
    • will the allocation change every week according to the latest ranking for Q22?

      as title

      posted in Support
      A
      angusslq
    • Q18 Quick start guide not working anymore

      I am currently trying to retry multi data set. i follow the example of Q18 and change for spx / s&p500. However, it doesn't work anymore. May i know how can i return multi data set in Q22 now? Thanks a lot.

      https://quantiacs.com/documentation/en/examples/q18_quick_start.html

      def load_data(period):
          futures = qndata.futures.load_data(tail=period, assets=["F_DX"]).isel(asset=0)
          stocks  = qndata.stocks.load_spx_data(tail=period)
          return {"futures": futures, "stocks": stocks}, futures.time.values
      
      
      
      qnbt.backtest(
          competition_type= "stocks_s&p500",
          load_data= load_data,
          lookback_period= 365,
          start_date= "2006-01-01",
          strategy= strategy,
          window= window
      )
      
      

      Error happened in validate_data function

      File ~/book/qnt/backtester.py:386, in backtest.<locals>.validate_data(data)
          377 def validate_data(data):
          378     mismatches = {
          379         'stocks': ['stocks', 'stocks_long'],
          380         'stocks_s&p500': ['stocks_s&p500'],
         (...)
          384         'futures': ['futures']
          385     }
      --> 386     if data.name not in mismatches.get(competition_type, []):
          387         log_err(
          388             f"WARNING! The data type and the competition type are mismatched. Data type: {data.name}, competition type: {competition_type}")
      
      AttributeError: 'tuple' object has no attribute 'name'
      
      posted in Support
      A
      angusslq
    • Is the server busy? my job didn't start after 2 days still, is it normal?

      Is the server busy? my job didn't start after 2 days still, is it normal?

      posted in Support
      A
      angusslq
    • Calculation time exceeded question

      May i know what’s the calculation time definition?

      The contest t&c is not quite clear to me.

      The execution time of your code must be less than 10 minutes per each point in time.
      
      

      “Per each point of time”

      Is it referring to the duration of time for a given date?

      Thanks for advice

      posted in Support
      A
      angusslq
    • RE: datatype for weights seems changed recently

      @stefanm Thank you for the details

      posted in Support
      A
      angusslq
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