Posts made by support

@cyan-gloom Hi, we are planning again a stock contest

@cyan-gloom Hi, we are busy with checking the submissions which are coming, as we are close to the end of the Q20 contest, sorry if we were not responsive so fast. We will inform as soon as we are ready.

@buyers_are_back We reprocessed the submission, it is formally correct and passes all the filters. Sorry for the issue, evidently on our side.

@buyers_are_back Sorry for the delay, it looks like to problem is the format of the file you are submitting.

@magenta-grimer hi, you can find one very simple example here:

https://quantiacs.com/documentation/en/data/fundamental.html

best regards

@sun-73 Hi, both correctly processed.

@algotime Hi, they are correctly processed now.

@magenta-grimer As mentioned earlier, as the main issue is that data are missing before 2012, you can use the proposal by @Vyacheslav_B

https://quantiacs.com/community/topic/411/error-q20-output-missing-when-submitting/10

Your system will be eligible if the Sharpe ratio in sample is larger than 1, and you will have still more than 10 years of fundamental data at your disposal.

@eddiee As the problem should be (mostly) related to the fact that data are missing before 2012, one temporary solution is offered by @Vyacheslav_B here:

https://quantiacs.com/community/topic/411/error-q20-output-missing-when-submitting/10

As far as the Sharpe ratio is larger than 1 in sample, the submission will be accepted, so you will have more than 10 years of fundamental data for development stil.

@captain-nidoran Fixed, sorry for issue

@algoquant It is fixed, sorry!

@magenta-grimer Can you send us a list of steps we can take to increase the quality of the data before 2012?

@theflyingdutchman ok, thanks for the hint. It is the first contest using fundamental data, sorry for the issue.

We will see, but probably it is too late for changing the rules.

One pragmatic solution would be to use a "base" strategy until 2013, without fundamental data, until 2013, in a way that the Sharpe ratio is still larger than 1. Is it doable?

@sun-73 ok, can you send ids?

@algotime the processing time depends on the size of the queue, if it is huge, and all nodes are filled, it will be 0% until a node is free. If you delete the submission, and resubmit, then you will go back again to the end of the queue, and be in the waiting list.

So deleting is maybe not the best option.

We will check issue and why it took so long to process your submissions. Can you send ids?

@cyan-gloom Hi, before that, are you sure that your code is not looking forward? There is a shift with a negative value "-1" for the variable "diff", which in turns is used via "signal" for defining "weights". Naively, we would say that the code is looking into the future, correct?

@theflyingdutchman hi, did you check for potential forward looking? For example using global means of indicators which are looking into the future?

Note that trades are taken at the OPEN, and you cannot use for example the CLOSE price of the same day.

In this case, you could see a result in the notebook but another one after submission, as the backtester used after submission will remove by brute force future data and produce a result which does not look into the future.

@theflyingdutchman ok, thanks, we are checking the logs. It looks ok when run in a standard notebook container. Maybe it meets some corner case we did not think about when implementing submission filter. As soon as we find the reason, we will let you know. Sorry for the problem.

@eddiee Just an additional comment here. We monitor every day the performance of all strategies which have been so far submitted to the platform. As soon as we see a track record which looks interesting for allocations, we contact the interested quants.

@magenta-grimer Thanks, same comment as for @EDDIEE: any indication on priorities we should follow will be very appreciated