@Alan,
If your cumulative OOS 63day rolling returns (from live start date) is higher than your rolling 63day volatility, your score will be above 1.
@Joakim,
Not entirely correct, there is a minimum of 2% for rolling 63-day volatility therefore cummulative OOS returns should at least be greater than 2% to score above 1.
Reference: scoring
180 entries total. Interesting that there is a huge spike at a score of ~ 0.3.
Not exactly broad participation...hmm? Maybe the Indian folks will find it interesting?
Yes, Cream Mongoose is setting the pace. I withdrew to go back to the drawing board. Eventually, I'll get back in (under Off-White Seal).
By the way, I use this to create the histograms:
After creating a histogram, I just do a screen capture, and then post to https://imgur.com/ to create a live link to the image. No accounts, downloads, cost, etc. required. It's taken almost 20 years, but the web is starting to live up to its promise!
Hah! Thanks guys, but not really. Too early to tell in my view. Could just be good ole ‘survivorship luck factor.’ If I can stay in the top decile for another 3-6 months I’ll be very happy!
:)
Wonder what happened to Maroon Hippo, the all time dollar winner? Guess he was creamed by Cream Moongoose. Of the top ten, only Joakim has volatility of around 2% which I think should be what everyone should be shooting for. Orange Possum just joined the 1.2+ scorers and the race is getting tighter. Let's see how it goes now that there are several of us who are gunning for the 2% volatility target. Happy trading everyone!
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.