I just checked the winners page and it showed Simon Thornington with $100,644.63 or +0.64% return. I thought he had an almost 5% return earlier today. Which is the accurate return? Does it concern anyone else that Quantopian has difficulty in providing consistent returns? Imagine the havoc that might ensue if prices are wrong for algorithmic trading.
Yeah a few of my paper trading algos shot up to 18% percent returns today then an hour or two later went back down to normal returns. And with the current market conditions a 4% loss is entirely possible so it may not be an error.
Good observation Spencer. Look at the ETF, DVY. It plunged 10% or so around 10:00AM, which was real but transient. One real risk of algorithmic trading with a portfolio stop loss is "getting your head handed to you" intraday. I bet a many portfolios had their heads handed to them today with huge intraday swings.
Hi Simon, Did you have stop orders in the market? Was it on leverage? The market was extremely volatile around 9:36AM.
I also noticed the other three winners had little change in their overall performance throughout today, which seems highly unusual.
I see that Grant published his "algo" and that he was stopped out. And that the naming convention is switched to end of period... Good luck to all.
nobody knows what Quantopian is doing, I always like to check the winners on those crazy market moves but it seems Quantopian is filtering what they show us.
I would also like to see the live trading algorithm vs a backtest now that we have a few months of data.
for example Grant could run, we could all run it now that he made public his algorithm and compare with the results of the competition to validate the framework. But his competition data are no longer available. ? Maybe Grant could do an DIFF (live,backtest) for us. are the trades in the same price? what is the slippage, error rate etc..
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