Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
UNAL Class Challenge

The following challenge is specific to students of Universidad Nacional de Colombia.

About the Challenge:

Students, please submit your tearsheets by replying below. You can learn more about the details of the challenge, the requirements, and the selection criteria here.

Important Dates:
The submission deadline for this challenge is April 24, 2020.

We look forward to seeing what you produce!

Disclaimer

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.

105 responses

Hi @Saba

I would like to know if all condition of the contest are applying for this new contest, in terms of Requirements, selection Criteria and Pricez.

Hi Saba and Thomas

We can't find the opt.MaxTurnover(0.2) constrain in the Optimize Reference but my students are using it of because it is explained in https://www.quantopian.com/tutorials/getting-started#lesson7 and it seems to work. But in https://www.quantopian.com/posts/optimize-api-maxturnover-constraint-is-it-supported Scott Sanderson mentions that "We don't have have any immediate plans to remove or deprecate MaxTurnover, but we haven't been focusing on it much because it's not clear whether using a hard constraint (and all Optimize API constraints are hard constraints right now) is actually a reasonable strategy for limiting turnover. In particular, when combined with other constraints, it's pretty easy for MaxTurnover to cause mutually-unsatisfiable sets of portfolio constraints (for example, if you have a tight DollarNeutralconstraint and a MaxTurnover constraint, you can end up infeasible if your portfolio shifts too far away from dollar neutral between orders)."

Should I recommend them to handle that constrain with their own code or is it ok to use here.

Solution 1: Lucas Gómez Llano

Solution 2: Lucas Gómez Llano

Solution 3: Lucas Gómez Llano

Model #1 Gabriel Perez & Hubert Tovar

Model:1

Model:2

Algorith #1 Rene Ramirez

Model 1

Model #1 Andres Romero & Oscar Mancera

Model #2 Andres Romero & Oscar Mancera

Model #3 Andres Romero & Oscar Mancera

Model #2 Gabriel Perez & Hubert Tovar

v1: Andres Correa

v2: Andres Correa

m1 Diana Cabrera y Teddys Lopez

Model 1

Modelo 1 - Nicolas Caro Sanabria

Model 1 - Diego Alejandro Bayona

m2 Diana Cabrera y Teddys Lopez

ListadeCompras1.0

ListadeCompras2.0

Model 2 - Diego Alejandro Bayona

Model #1 Santiago Duque Bernal - Santiago Hernandez Montaño

Model 1- Andrés Felipe Moya Rodríguez, Daniel David Amaris Rojas

Model 2- Andrés Felipe Moya Rodríguez, Daniel David Amaris Rojas

Model 3- Andrés Felipe Moya Rodríguez, Daniel David Amaris Rojas

ListadeCompras3.0

Model 2

Model 2

Model 3

ListadeCompras4.0

Model 1 Juan Pablo Bonilla Gómez

Model #3 Gabriel Perez & Hubert Tovar

Model #4 Gabriel Perez & Hubert Tovar

v3: Andres Correa

Modelo 1 - Gabriel Lozano

Model #5 Gabriel Perez & Hubert Tovar

Model #2 Juan Pablo Bonilla Gómez

Model #1
Luis Miguel Baez

v4: Andres Correa

Model #3.3 Andres Romero & Oscar Mancera

v5: Andres Correa

Model #1 Lorraine Jazlady Rojas Parra

Model #1 v3 Nicolás Rodríguez Valenzuela

Juan Daniel Gómez
Daniel Ricardo Rodríguez

Fabian Arturo Medina
Christian Camilo Rojas

Version 0.1.3, Weighted arithmetic mean

Sergio Alejandro Pineda Vejar
Sergio Andres Gonzalez Martinez

Model #2 Lorraine Jazlady Rojas Parra

Model 3

m1. Yerson Valderrama

Daniel Ricardo Rodríguez
Juan Daniel Gómez

Versión 1.0. Laura González

Model 1- Made by Sergio Gonzalez Cárdenas (esgonzalezca) and Nicolás Contreras (ncontrerasn).

Model 2 - Made by Sergio González (esgonzalezca) and Nicolás Contreras (ncontrerasn)

Sergio Nicolás Rivera - Version 1.0

Jesús Rojas (jrojasmo) - Model 1

Sentimental Model

Model 1 Francisco Lugo (jlugon) and Andres Velasquez (ayvelasquezma)

Model 1 Diana Cabrera

first 1 try Edgar David Garay Forero (edgarayf)

Catalina Aldana Mongui
Sebastian Moreno Reina

Sentimental Model 2

Debt Model

Alvaro Andres Garcia Perdomo

Model 1 - María Alejandra Robayo Sepúlveda

Model 1

William H. García G (whgarciago)

Juan Stiven Avila

Model 1 - Jeisson Barriga & Lizeth Ortiz

Model 2 - Jeisson Barriga & Lizeth Ortiz

Model 3 - Jeisson Barriga & Lizeth Ortiz

Growth Model

model 2

V2-Santiago Duque Bernal and Santiago Hernández Montaño

Model 1 - Andrés Felipe Ortega Fernández & Camilo Andrés Chaparro Silva

v1 Hamed Mohseni y Felipe Riaño

Catalina Aldana Monguí - Sebastián Moreno Reina

Model 3 - Made by Sergio González (esgonzalezca) and Nicolás Contreras (ncontrerasn)

Model 2 - Andrés Felipe Ortega Fernández & Camilo Andrés Chaparro Silva

Model 3 - Andrés Felipe Ortega Fernández & Camilo Andrés Chaparro Silva
value_winsorized.zscore()

v1 Gonzalo Diaz

Model 1, Julian Pereira - Camilo Sepulveda

Gerson Nicolás Pineda Lara

Model 1 Leonardo Delgado- Diego López A.

v2 Gonzalo Diaz

V1: Edwin López

Model 4 - Andrés Felipe Ortega Fernández & Camilo Andrés Chaparro Silva

Model 4. Sergio González Cárdenas(esgonzalezca), Nicolás Contreras (ncontrerasn)

Model 4 - Jeisson Barriga & Lizeth Ortiz

Ver. 0.1 Dueñas Caicedo Francisco Sebastian (frsduenasca), Pinto Marulanda Harrison Stiven (hpintom)

V3 Gonzalo Diaz

Ver. 0.2 Dueñas Caicedo Francisco Sebastian (frsduenasca), Pinto Marulanda Harrison Stiven (hpintom)

Ver. 0.3 Dueñas Caicedo Francisco Sebastian (frsduenasca), Pinto Marulanda Harrison Stiven (hpintom)

Juan Diego Preciado Mahecha

Version 1

Fabian Arturo Medina
Christian Camilo Rojas

v2

Versión 3.5

Fabian Arturo Medina
Christian Camilo Rojas

v2

Juan David Gaitán Forero

Version 3, this one!

Fabian Arturo Medina
Christian Camilo Rojas

v3

version 2