No out-of-sample weights showing up for my submission?

19495749

Dear @support

I was going through the rules and also need clarification regarding the allocation amount with volatility. Please correct me if I am wrong below:

The target vol is 5%. If say, I secured rank 1 for $1,000,000 but vol of my strategy is 20%, then my allocation with be 1/4th, which is $250,000?

Hi @support

I have a question regarding the rule on time taken to run the strategy. I am running the strategy for whole period:

The ETA is close to 3 hr but I saw somewhere that there is a time limit of 10 min.

Could you please guide me if I can use this strategy then and does 10 min for day as my strategy is running these many iterations?

@vg2001 @support

This is the screen I am getting:


Hi @support

I am repeatedly getting logged out of my quantiacs account and unable to access my Development Section. I have also tried different browsers but facing the same issue. Could you please help me with this?

Hi @support, could you please confirm if the denominator in the formula of Sharpe ratio here should be (rr_i - rr_avg)^2 as the current formula doesn't have the sum of squared values?

Thanks.

Hi Team,

Are there any example strategies for Q19 Challenge?

@support I am facing the same issue too with all my strategies I recently submitted.