Congratulations to all the winners!
And perseverance for those who haven't been so lucky this time.

@news-quantiacs so is this going to be the final full list of futures availables for Q15?
Or do you have any other change in mind which could affect to the submissions in the next days?
Thanks in advance
Luis.

Hi mates!

I have a question about the sharpe ratio shown in the global leaderboard...
If we take the value indicated in the main interface for the out of sample, and then try to replicate it by accessing a specific system and filtering its OOS period, the value obtained differs from the one shown In the main interface of the global leaderboard.

Why is this discrepancy generated? And which of the two sharpe ratio values ​​is correct?

Thanks in advance!

Hello everyone,
I'm getting familiar with the Q18 contests and I'm encountering some problems when trying to reproduce systems similar to those already presented in previous editions, specifically I can't pass different parameters for each asset as I did in other contests.
I have tried it in 2 ways, directly through a dictionary:

...and from a json config:

recovering values like this:

I can call this method and then check the stats calling qnstats.calc_stat(), everything is perfect until i try to call de backtest method:

When I obtain this error:

¿Any ideas?

Yes, I did It just before write this post to be sure.I think that you could easy replicate the error adapting a lil bit the "Trading System Optimization by Asset" example template.

Thank you very much @support
Let me know if you upgrade the template please

Hello @support ,

Sorry for the delay in my answer.

Just to be sure...When you took the example provided in the templates for futures, and modified it for stocks, did you also tried the final code for the strategy with multi-pass backtester? Because is in there where i get error.

I have tried it, even in jupyter notebook, obtaining error as result... I will keep trying and let you know if anything change.

Yes, I did It just before write this post to be sure.I think that you could easy replicate the error adapting a lil bit the "Trading System Optimization by Asset" example template.

Hello everyone,
I'm getting familiar with the Q18 contests and I'm encountering some problems when trying to reproduce systems similar to those already presented in previous editions, specifically I can't pass different parameters for each asset as I did in other contests.
I have tried it in 2 ways, directly through a dictionary:

...and from a json config:

recovering values like this:

I can call this method and then check the stats calling qnstats.calc_stat(), everything is perfect until i try to call de backtest method:

When I obtain this error:

¿Any ideas?

Congratulations to all the winners!
And perseverance for those who haven't been so lucky this time.

@support I have exactly the same problem, All my candidates aré suddenly unticked por the competition, and more than 50% of my strategies doesn’t appear now in the candidates tab

Hi again @support,
All my past submissions have recently disappeared from the competition >candidates tab, how can I select them for the futures context?
Or will they participate automatically in parallel over the original datasets as you explained before? In this case, how could I monitor them during the evaluation period?
Thanks one more time

@news-quantiacs so is this going to be the final full list of futures availables for Q15?
Or do you have any other change in mind which could affect to the submissions in the next days?
Thanks in advance
Luis.

@support Thank you very much for the clarification, and once again congratulations for the great job you are doing

@support Hi again,

As an example, lets consider this one:

As you can see the SR shown for OOS in the global leaderboard is 2.044, but if we acces this specific system and filter the OOS period we can see this:

In this case the SR shown inside the specific system is 30.69

I hope this example can help you.

Thanks one more time!