Hello,
I entered one of my algos into contest since 2015-01-26.
It had a "virtual" 39.62% return (sharpe 1.02)
I noticed recently that this algo is now disqualifed (54c3e2e539e4b08ac800033c)
Leverage is 1.
I can't notice any reason for such a situation.
How can I see why it's disqualified?
Kind regards
It could be deprecated code, like using set_universe. It could be a change in the rules, leveraged ETFs are banned now but I don't know if that rule was always there. The algorithm could have passed some built-in limit, I think max leverage is 3 for the contest. You might be able to make a few modifications and submit it again, although that would probably wipe out the history.
You might be able to make a few modifications and submit it again, although that would probably wipe out the history.
That's exactly why I think reason for disqualifying an algo should be expressed clearly.
2 years and an half of history is quite important compared to Quantopian own existence.
Hello Femto,
Back in July, 2016, we made changes to the Quantopian Open rules that were set to take effect as of contest 20 (August, 2016). This required community members to submit new contest entries, while keeping old submissions qualified only for the on-going contests at the time (up to contest 19). You can read more about it in this announcement we made to the community.
EDIT 1:46pm ET: While your contest submissions were disqualified, the corresponding paper trading algorithms will still be active and running if you accessed them during the last 30 days. You should still be able to keep track of their performance through their live trading dashboards. To submit them to the current contest without loosing their track record, you can make copies and submit the copies to the contest.
Sorry for the inconvenience, I hope this helps clarify things.
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Putting it another way - that entry isn't enrolled in any live contests. Any contests that it was eligible for have already completed.
The word "disqualified" isn't the best one in this case. It's more that they are "non-qualified." Sorry for the confusion.
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.
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.
