contest scores changing over time?

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contest scores changing over time?

posted

Is it expected that the scores for a given entry of the contest on a given date change over time? in other words, if the score has a certain value for a given date, can this value be significantly different for the same date after few days?

For example:
1) On December 10th the score for December 9th was close to 1
2) On December 13th the score for December 12th was under 0.7
3) When looking at the score plot on December 13th, one can see that the score for 9th is only around 0.75, far from the 1 that was seen on 10th.

3 responses

yes I have seen this phenomenon and have never fully understood the explanation

Daniel Cascio (Blue Robin)

It sounds like your algo may have been running for more than 63 days? The below is from the Contest Overview for more info.

First 63 Trading Days
Algorithms accumulate score for the first 63 trading days (~3 months) after being submitted to the contest.

After 63 Trading Days
Once an algorithm has been running in the contest for more than 63 trading days, its score is generated from the last 63 trading days. This limit exists so that new algorithms can compete with longer running algorithms.

Ok, I understand then that the full scores are recalculated every day based on the last 63 days. That explains the changes, just was a bit contraintuitive since I don't see why they need to be recalculated, they could just do an update for last day.

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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.