Second month in a row Quantopian Open winners chosen not by contest
Rules but discretionary, using metrics and argumentation not mentioned
in the Rules.
September prize the "Sharpest" algo by Tibor Szabo was discretionary
disqualified because of its out performance in July 2015.
Is there something about that in the Rules? No.
October prize the "Sharpest" algo by Adrian-Constantin Boca was discretionary
disqualified because of its under performance on 10 year backtest and
concentration risk.
Is there something about that in the Rules? No.
The next time referee may be suspicious that most profitable day was
Wednesday or something else not in the Rules to discretionary
disqualify algo.
For whom are that Rules if referee do not follow them?
I am not against 10 year backtest.
More of that I am strongly for long term backtest at least
of one full market cycle (as of today minimum 8 years).
But add it to the Rules and just follow them.
I am not against concentration risk control eater but first You should
at least explain how you going to calculate it, add it to the Rules and
just follow them.