I was looking at the Leaderboard and noticed that all the rankings seem to be by score. I did not see any overall score when i ran my initial back tests. Is there a way to see the score of an algo on a back test before entering it in a contest? The stats on the existing entries gives me a rough idea of what is desirable for the contest so the score isn't critical, would just be interesting to see.
The scoring system for the contest is mostly relative - you get a score relative to everyone else who has entered. Your score is generated on the first leaderboard run after you get some out-of-sample trading data. Until that happens, the score isn't available.
Of course, the components of the score are objective, not relative, and you can see them on the backtest results. Beta and returns are the two most important.
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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.