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Monthly contest 38 is over. Help Q pick a special participant prize. Share your memories from the monthly contests.
Richard Prokopyshen
posted

As of 4 pm today, monthly contest 38 is over.

And it marks the end-of-an-era for the monthly contest form as Q-staffer JamieMcC wrote way back in the cold and winter month of January:

"Contest 38 will be the last of its kind. As mentioned above, we are working on an entirely new contest with new rules, a new prize structure, and a new UI."

https://www.quantopian.com/posts/contest-38-rules-changes-slippage-leverage-and-order-optimal-portfolio

Wouldn't it be great if Quantopian did something special above and beyond the usual T-shirt for the 70-odd participants who actually got an algo submitted thru that maze of rule changes and it was still trading as of today?

List your suggestions for a participants prize below.

Here is mine: a classy white polo-shirt with the Q-logo and "Contest Veteran" script underneath.

What are your favorite memories from the monthly contest format?

For me, I looked forward to reading threads where Q-staff weighed in on "gaming the contest" attempts and threads where they had to go thru a "process" to identify the winner. Post them if you can find them!

4 responses
James Villa

Here's the top 21 of Contest 38. Can you spot what is patently wrong with this scoring system? (Hint: negative numbers) 

user_name   score_contest_rank  score_contest   annRet_pt  
Jade Horse  1   84.12698413 0.063204106  
Salmon Zebra    2   77.18253968 0.028460133  
Red Gazelle 3   74.8015873  0.065821981  
Scarlet Dove    4   73.41269841 0.005646404  
Olive Coyote    5   72.81746032 0.00174419  
Pear Panther    6   72.02380952 0.006196344  
Olive Coyote    7   68.05555556 -0.001771676  
Pink Owl    8   67.46031746 -0.009101527  
Violet Pig  9   66.46825397 0.030775516  
Green Ape   10  65.07936508 -0.005021919  
Jade Horse  11  64.68253968 0.001724139  
Green Ape   12  64.48412698 -0.005097458  
Pear Panther    13  63.69047619 -0.000918097  
Coral Ox    14  62.8968254  0.021834984  
Lime Green Raccoon  15  62.1031746  0.43904091  
Magenta Elephant    15  62.1031746  0.068267794  
Scarlet Dove    17  60.11904762 -0.011079487  
Olive Coyote    17  60.11904762 -0.00776029  
Salmon Zebra    19  59.12698413 -0.010588572  
Purple Swan 19  59.12698413 0.000701617  
Maroon Hippopotamus 19  59.12698413 -0.019845814

How can some one with negative returns (losses) be ranked higher than one with positive returns (profitable)? I hope Q staff can explain the logic behind the ranking system because it simply defies the very basics of investment or trading principles!

Grant Kiehne

How about a tee shirt with the participant's colored animal on the front, for all of the participants who stuck it out?

Alan Coppola

Yeah...can I get one that sez:
"Quantopian Winner of the Timed Out Award" alan

Vladimir

Quantopian open contest 38 results
Only 28 ( 38.3% ) contestants has positive return.
The rest should be disqualified, but not?.
15 ( 20.6% ) contestants outperformed SPY, but their average rank is 29
Here are best of them:

Lime Green Raccoon

score_contest_rank 15 score_contest 62.10
Paper Trading
score_pt_rank 15 score_pt 62.10

rankAnnRet_pt 2 annRet_pt 43.90%
rankAnnVol_pt 64 annVol_pt 18.24%
rankSharpeRatio_pt 1 sharpe_pt 2.10
rankMaxDD_pt 62 maxDD_pt -9.37%
rankStability_pt 7 stability_pt 0.85
rankSortino_pt 1 sortino_pt 3.12
rankBetaSPY_pt 61 beta_spy_pt 36.14%

corr_pt -0.01

Turquoise Dolphin

score_contest_rank 29 score_contest 52.78
Paper Trading
score_pt_rank 30 score_pt 52.78

rankAnnRet_pt 3 annRet_pt 41.04%
rankAnnVol_pt 73 annVol_pt 34.30%
rankSharpeRatio_pt 6 sharpe_pt 1.17
rankMaxDD_pt 60 maxDD_pt -9.02%
rankStability_pt 27 stability_pt 0.62
rankSortino_pt 3 sortino_pt 2.49
rankBetaSPY_pt 73 beta_spy_pt 139.29%

corr_pt 0.17

Golden Swordfish

score_contest_rank 26 score_contest 54.17
Paper Trading
score_pt_rank 27 score_pt 54.17

rankAnnRet_pt 4 annRet_pt 37.08%
rankAnnVol_pt 72 annVol_pt 31.41%
rankSharpeRatio_pt 7 sharpe_pt 1.16
rankMaxDD_pt 53 maxDD_pt -8.37%
rankStability_pt 26 stability_pt 0.62
rankSortino_pt 4 sortino_pt 2.42
rankBetaSPY_pt 72 beta_spy_pt 130.16%

corr_pt 0.17

The third prize

Red Gazelle

score_contest_rank 3 score_contest 74.80
Paper Trading
score_pt_rank 3 score_pt 74.80

rankAnnRet_pt 12 annRet_pt 6.58%
rankAnnVol_pt 33 annVol_pt 4.22%
rankSharpeRatio_pt 3 sharpe_pt 1.54
rankMaxDD_pt 17 maxDD_pt -2.29%
rankStability_pt 10 stability_pt 0.84
rankSortino_pt 6 sortino_pt 2.15
rankBetaSPY_pt 53 beta_spy_pt 8.58%

corr_pt 0.00

The second prize

Salmon Zebra

score_contest_rank 2 score_contest 77.18
Paper Trading
score_pt_rank 2 score_pt 77.18

rankAnnRet_pt 15 annRet_pt 2.85%
rankAnnVol_pt 26 annVol_pt 3.23%
rankSharpeRatio_pt 10 sharpe_pt 0.89
rankMaxDD_pt 2 maxDD_pt -1.12%
rankStability_pt 35 stability_pt 0.50
rankSortino_pt 12 sortino_pt 1.37
rankBetaSPY_pt 22 beta_spy_pt 2.43%

corr_pt 0.10

The first prize

Jade Horse

score_contest_rank 1 score_contest 84.13
Paper Trading
score_pt_rank 1 score_pt 84.13

rankAnnRet_pt 13 annRet_pt 6.32%
rankAnnVol_pt 35 annVol_pt 4.53%
rankSharpeRatio_pt 4 sharpe_pt 1.39
rankMaxDD_pt 7 maxDD_pt -1.44%
rankStability_pt 12 stability_pt 0.83
rankSortino_pt 7 sortino_pt 2.08
rankBetaSPY_pt 9 beta_spy_pt 0.83%

corr_pt -0.03

Best sharpe

Lime Green Raccoon

score_contest_rank 15 score_contest 62.10
Paper Trading
score_pt_rank 15 score_pt 62.10

rankAnnRet_pt 2 annRet_pt 43.90%
rankAnnVol_pt 64 annVol_pt 18.24%
rankSharpeRatio_pt 1 sharpe_pt 2.10
rankMaxDD_pt 62 maxDD_pt -9.37%
rankStability_pt 7 stability_pt 0.85
rankSortino_pt 1 sortino_pt 3.12
rankBetaSPY_pt 61 beta_spy_pt 36.14%

corr_pt -0.01

Best sortino

Lime Green Raccoon

score_contest_rank 15 score_contest 62.10
Paper Trading
score_pt_rank 15 score_pt 62.10

rankAnnRet_pt 2 annRet_pt 43.90%
rankAnnVol_pt 64 annVol_pt 18.24%
rankSharpeRatio_pt 1 sharpe_pt 2.10
rankMaxDD_pt 62 maxDD_pt -9.37%
rankStability_pt 7 stability_pt 0.85
rankSortino_pt 1 sortino_pt 3.12
rankBetaSPY_pt 61 beta_spy_pt 36.14%

corr_pt -0.01

Best return

Pear Cat

score_contest_rank 65 score_contest 59.52
Paper Trading
score_pt_rank 19 score_pt 59.52

rankAnnRet_pt 1 annRet_pt 50.29%
rankAnnVol_pt 67 annVol_pt 20.79%
rankSharpeRatio_pt 2 sharpe_pt 2.08
rankMaxDD_pt 61 maxDD_pt -9.33%
rankStability_pt 8 stability_pt 0.85
rankSortino_pt 2 sortino_pt 3.09
rankBetaSPY_pt 70 beta_spy_pt 110.86%

corr_pt 0.13

Most talked about

Olive Coyote

score_contest_rank 5 score_contest 72.82
Paper Trading
score_pt_rank 5 score_pt 72.82

rankAnnRet_pt 26 annRet_pt 0.17%
rankAnnVol_pt 5 annVol_pt 1.85%
rankSharpeRatio_pt 24 sharpe_pt 0.10
rankMaxDD_pt 1 maxDD_pt -1.10%
rankStability_pt 57 stability_pt 0.09
rankSortino_pt 24 sortino_pt 0.15
rankBetaSPY_pt 7 beta_spy_pt 0.69%

corr_pt 0.03

Bye Quantopian open...

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