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Would someone mind sharing competition winning algo just for reference ?

competition winning

2 responses

Two others shared theirs, you need to search for them. I didn't share mine, because I am still trading it.

https://www.quantopian.com/posts/winning-algo-drops-below-$90k?c=1

https://www.quantopian.com/posts/contest-3-algo

My strategy was biased/over-fit, with the selection of the securities (and some parameter fiddling, too, I'd guess). This approach worked for the 1-month duration of the simulated live trading portion of the contest, and then it slowly fell apart.