Congratulations to all the winners!
And perseverance for those who haven't been so lucky this time.
Best posts made by captain.nidoran
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RE: The Winners of the Q15 Futures and BTC Contests
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RE: Data for Futures
@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. -
RE: Different Sharpe ratios in backtest and competition filter
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!
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Local Development Error "could not convert string to float:'NAS:...'"
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?
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RE: Local Development Error "could not convert string to float:'NAS:...'"
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.