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    Topics created by Sun-73

    • S

      Max exposure
      Support • • Sun-73

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      support

      @sun-73 Hi,

      sorry for late answer, this has been fixed, please use the latest qnt library version. Thanks, that's correct, there is a typo in check() function, it will be changed in next update - cut_big_positions() is function from qnt.exposure module.

      Best regards

    • S

      "Show only my results" not working
      Support • • Sun-73

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      S

      Hi @support, thank you! The box is now working fine!

      I have a simple suggestion regarding the charts created for each strategy:

      Besides the equity curve (strategy, SPX and Nasdaq100), Logarithmic scale, Long/Short, Underwater, and Bias, it would be nice to see an additonal chart (with two lines) showing the number of assets in each day that have a positive weight (long position), as well as the number of assets in each day that have a negative weight (short position).

      This will help us developing the strategies, since we can better track the outcomes generated by different algorithms being constructed.

      Also, this can help you identify asset hand-picking with buy-and-hold positions.

      Thanks!

    • S

      Q22 submission, strategies excluded
      Support • • Sun-73

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      S

      Hi @support, everything is all right now. Thank you!

    • S

      Q22 contest
      News and Feature Releases • • Sun-73

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      support

      @carogate Hi, at the moment unfortunately not, sorry...

    • S

      Announcement of updates to the Q21 contest
      Support • • Sun-73

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      S

      @support Thank you very much once again!

    • S

      Q21 submission
      Support • • Sun-73

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      S

      @support Thank you!

    • S

      Q20 submission
      Support • • Sun-73

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      A

      @support Thanks!

    • S

      Ticker for cash
      Request New Features • • Sun-73

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      341
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      support

      @sun-73 Dear @Sun-73, there is no ticker for cash. Allocations smaller than 100% will result in a part in cash.

    • S

      Q19 contest
      News and Feature Releases • • Sun-73

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      support

      @theflyingdutchman thanks, understood

    • S

      Calculation time exceeded
      Request New Features • • Sun-73

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      support

      @eddiee Dear eddiee, no, please, for the moment do not resubmit. The timed out submissions are stored as timed out submissions and we can reprocess them. In case you need resubmission, we will let you know.

    • S

      Q18 Contest
      News and Feature Releases • • Sun-73

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      S

      @support Great news, thanks!

    • S

      Different Sharpe ratios in backtest and after submission
      Support • • Sun-73

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      815
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      S

      Hi @support,

      I modified the retraining interval to 1 day and it worked. Thank you for the help.

      You guys rock!

    • S

      Systems selection for the Q16 contest
      News and Feature Releases • • Sun-73

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      support

      @sun-73 Yes, we will, sorry for the issue.

    • S

      Suggestions for the Q17 contest.
      News and Feature Releases • • Sun-73

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      support

      @pillocktailor Thank you for the interesting proposal.

    • S

      Quanticas Legacy webpage
      Support • • Sun-73

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      S

      @support The webpage is fine now. Thank you for the prompt response!

    • S

      Submission failure
      Support • • Sun-73

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      support

      @antinomy great! Sorry, there were many submissions on the last day.

    • S

      Issue with the In-sample Sharpe
      Support • • Sun-73

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      S

      @support Thank you once again. You guys are the best!

    • S

      Stocks data
      Support • • Sun-73

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      420
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      S

      @support Yes, I can load now the stocks data. Thank you once again!

    • S

      backtest_ml()
      Support • • Sun-73

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      633
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      S

      @support Great! This route opens new possibilities in terms of model design. Thanks a lot!

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