Topics created by cyan.gloom

@support
Thanks a lot !

@yonasbo Hi, sorry for delay, we will start soon a new contest, in the next 2 weeks

@cyan-gloom

Hello. The provided code is insufficient to understand the problem.

I assume that a certain function might not be returning the required value (for instance, the function where your model is being created).

I recommend that you check all return values of functions, using tools like display or print. Then, compare them with what is returned in properly working examples.

The state allows you to use data from previous iterations. You can find an example here:
https://github.com/quantiacs/toolbox/blob/2f4c42e33c7ce789dfad5d170444fd542e28c8ae/qnt/examples/004-strategy-futures-multipass-stateful.py

@eddiee

Hello.

This code looks to the future.
It is needed to train the model.
Pay attention to the name of the variable.

@cyan-gloom
Hi, sorry for late answer. This number shows the total number of instruments that weights have been allocated to, at any point of entire time period. In your case, it means that 87 different instruments have been ranked in top5 or bottom5 by Sharpe Ratio.

@support
Thanks !

@support
Thanks a lot !

@support
Thanks
I got it !

@antinomy

I got it !
Thanks a lot !!

@antinomy
Thanks for your advice !