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Quantopian open contest 35 results
Vladimir
posted
Contest Q Updates

126 ( 30.07% ) contestants outperformed SPY, but their average rank is 197
slightly higher than average rank 216 for 293 ( 69.73%) under-performers with negative return.
From top 50 only 24 (48%) beat SPY by return.
Average return 17.81% and their average rank is 26.
Here are best of them:

Viridian Camel

score_contest_rank 48 score_contest 65.31
Paper Trading
score_pt_rank 79 score_pt 65.31

rankAnnRet_pt 1 annRet_pt 286.06%
rankAnnVol_pt 405 annVol_pt 37.22%
rankSharpeRatio_pt 5 sharpe_pt 3.84
rankMaxDD_pt 327 maxDD_pt -9.17%
rankStability_pt 19 stability_pt 0.88
rankSortino_pt 5 sortino_pt 8.30
rankBetaSPY_pt 260 beta_spy_pt 19.59%

corr_pt 0.04

Cyan Groundhog

score_contest_rank 39 score_contest 67.81
Paper Trading
score_pt_rank 67 score_pt 67.81

rankAnnRet_pt 6 annRet_pt 148.27%
rankAnnVol_pt 387 annVol_pt 24.36%
rankSharpeRatio_pt 4 sharpe_pt 3.88
rankMaxDD_pt 270 maxDD_pt -6.37%
rankStability_pt 5 stability_pt 0.92
rankSortino_pt 3 sortino_pt 9.80
rankBetaSPY_pt 274 beta_spy_pt 25.63%

corr_pt 0.06

Bronze Jackal

score_contest_rank 32 score_contest 69.31
Paper Trading
score_pt_rank 58 score_pt 69.31

rankAnnRet_pt 10 annRet_pt 71.04%
rankAnnVol_pt 341 annVol_pt 19.52%
rankSharpeRatio_pt 8 sharpe_pt 2.87
rankMaxDD_pt 343 maxDD_pt -10.20%
rankStability_pt 10 stability_pt 0.90
rankSortino_pt 16 sortino_pt 4.77
rankBetaSPY_pt 177 beta_spy_pt 8.27%

corr_pt -0.01

The third prize got

Ivory Armadillo

score_contest_rank 3 score_contest 84.21
Paper Trading
score_pt_rank 8 score_pt 84.21

rankAnnRet_pt 132 annRet_pt 5.94%
rankAnnVol_pt 77 annVol_pt 2.86%
rankSharpeRatio_pt 26 sharpe_pt 2.05
rankMaxDD_pt 41 maxDD_pt -1.16%
rankStability_pt 6 stability_pt 0.92
rankSortino_pt 38 sortino_pt 3.15
rankBetaSPY_pt 149 beta_spy_pt 5.76%

corr_pt -0.06

The second prize got

Gray Ant

score_contest_rank 2 score_contest 84.42
Paper Trading
score_pt_rank 6 score_pt 84.42

rankAnnRet_pt 71 annRet_pt 13.61%
rankAnnVol_pt 149 annVol_pt 4.73%
rankSharpeRatio_pt 9 sharpe_pt 2.74
rankMaxDD_pt 58 maxDD_pt -1.55%
rankStability_pt 52 stability_pt 0.81
rankSortino_pt 17 sortino_pt 4.65
rankBetaSPY_pt 107 beta_spy_pt 2.81%

corr_pt 0.06

The first prize got

Apricot Parrot

score_contest_rank 1 score_contest 90.43
Paper Trading
score_pt_rank 2 score_pt 90.43

rankAnnRet_pt 144 annRet_pt 5.08%
rankAnnVol_pt 48 annVol_pt 1.85%
rankSharpeRatio_pt 10 sharpe_pt 2.71
rankMaxDD_pt 22 maxDD_pt -0.31%
rankStability_pt 29 stability_pt 0.86
rankSortino_pt 4 sortino_pt 9.38
rankBetaSPY_pt 30 beta_spy_pt 0.25%

corr_pt 0.00

Best sharpe

Rose Gold Swordfish

score_contest_rank 218 score_contest 75.67
Paper Trading
score_pt_rank 31 score_pt 75.67

rankAnnRet_pt 2 annRet_pt 283.68%
rankAnnVol_pt 399 annVol_pt 32.36%
rankSharpeRatio_pt 1 sharpe_pt 4.35
rankMaxDD_pt 165 maxDD_pt -3.63%
rankStability_pt 38 stability_pt 0.84
rankSortino_pt 1 sortino_pt 18.58
rankBetaSPY_pt 113 beta_spy_pt 3.26%

corr_pt 0.02

Best sortino

Rose Gold Swordfish

score_contest_rank 218 score_contest 75.67
Paper Trading
score_pt_rank 31 score_pt 75.67

rankAnnRet_pt 2 annRet_pt 283.68%
rankAnnVol_pt 399 annVol_pt 32.36%
rankSharpeRatio_pt 1 sharpe_pt 4.35
rankMaxDD_pt 165 maxDD_pt -3.63%
rankStability_pt 38 stability_pt 0.84
rankSortino_pt 1 sortino_pt 18.58
rankBetaSPY_pt 113 beta_spy_pt 3.26%

corr_pt 0.02

Best return

Viridian Camel

score_contest_rank 48 score_contest 65.31
Paper Trading
score_pt_rank 79 score_pt 65.31

rankAnnRet_pt 1 annRet_pt 286.06%
rankAnnVol_pt 405 annVol_pt 37.22%
rankSharpeRatio_pt 5 sharpe_pt 3.84
rankMaxDD_pt 327 maxDD_pt -9.17%
rankStability_pt 19 stability_pt 0.88
rankSortino_pt 5 sortino_pt 8.30
rankBetaSPY_pt 260 beta_spy_pt 19.59%

corr_pt 0.04

Most talked about

Taupe Canary

score_contest_rank 241 score_contest 64.87
Paper Trading
score_pt_rank 85 score_pt 64.87

rankAnnRet_pt 7 annRet_pt 141.78%
rankAnnVol_pt 351 annVol_pt 21.20%
rankSharpeRatio_pt 2 sharpe_pt 4.31
rankMaxDD_pt 351 maxDD_pt -10.60%
rankStability_pt 42 stability_pt 0.83
rankSortino_pt 6 sortino_pt 8.26
rankBetaSPY_pt 276 beta_spy_pt 26.11%

corr_pt -0.06

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