Hello Quantopian,
Is there a planned Leaderboard reset?
I am asking because newly designed algorithms might take significant time to catch up with current top 10.
Thanks,
Vedran
Contest Leaderboard reset question
Nothing announced, and personally I doubt it. This new contest was designed so that any algo running in the contest for 63 days or more gets ‘full score’ and can be compared ‘equally ‘ to any other contest algo running for >=63 days, as both Returns and Volatility of Returns is then on a 63 day rolling basis.
Note also that, due to the zero score floor, contest entries with a ‘volatile sharpe’ (a sharpe ratio that moves around a lot) may benefit short term, and will have a higher likelihood of reaching the top 10 (temporarily perhaps), than say algos with a more ‘stable’ average sharpe of around 2.0, which will score on average around 0.5.
Not entirely aligned with their preferred allocation algos perhaps, as the latter may be preferred. Not easy to design a contest that meets all ‘requirements ‘ and ‘nice-to-haves’ however. Also, maybe algos with ‘volatile sharpes’ don’t matter too much in a portfolio of uncorrelated strategies. :)
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