What gives an Algorithm visibility to Quantopian?

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What gives an Algorithm visibility to Quantopian?

posted Jul 31, 2018

Hey, I just recently started using Quantopian more because of the significant advancements in it as a back-testing system. I have had significant experience with other backtester environments before.

But Im curious as to how an algorithm gains visibility or is visible to the employees at Quantopian.

I realize that a Sharpe above 1.00 is preferred, but Im also wondering what the average Sharpe is of algorithms the company is actively looking at.

Are you only looking at Algorithms in the contest?

Do you look at backtests outside of the contest?

What can I do to give my algorithm visibility besides entering the contest?

Do you consider other algorithms I may have tested for purposes of research, or my total portfolio of backtests?

Thanks for any help you can offer on these questions.

2 responses

Hi Paul,

Welcome! Thanks for joining us.

Our automated evaluation process covers all algorithms, not just those entering the contest. To repeat what we say in other places, we respect your IP and do not view your code without your permission, except under rare conditions outlined in our Terms of Use.

A few recommendations for other steps you can take:
* Definitely enter the contest as it will help direct your work towards the criteria we look for in strategies.
* Submit your tear sheet for evaluation by our staff in a future webinar such as the one we just completed last week
* More generally, post your tear sheet for review and feedback by the Quantopian community, such as how community member Bjarke Riis Larsen did in a recent thread.

Best of luck,
Josh

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.

Our automated evaluation process covers all algorithms, not just those entering the contest.

Hi Josh -

I recall that one needs to run a full backtest before an algo will be evaluated by your automated process. The code associated with the backtest is re-run (e.g. after 6 months), to make the evaluation. Is this no longer the case, and you are running all algos regardless of whether a full backtest has been run, or not?

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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.

About Quantopian

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.