I have a question regarding the range of scores for the contest. For both the paper trading and back testing, what are the minimum and maximum scores? How does number of trades impact the scores? Thank you very much for your help.
Both of the scores can range between 1-100, with 100 being the better score. The number of trades doesn't impact the score, they are based on an equal weight of:
- Sharpe ratio
- Annualized volatility
- Annualized returns
- Max Drawdown
- Stability of Return
- Calmar ratio
Then the backtest and live trading scores are combined to calculate your overall score. You can find more details here: https://www.quantopian.com/open#judging
If you want to see the breakdown of your score, download the CSV file from the leaderboard to see each metric. Backtest is abbreviated as "bt" and paper trading is abbreviated as "pt".
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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.