Additionally, we reserve the right to disqualify any entry at our sole discretion. For instance, if we believe that an entry is made in bad faith with the intent to "game" the contest, or if we conclude that the algorithm is not following the rules presented in our contest rules and judging criteria.
Participants can submit an algorithm of their choosing by the end of the day at midnight. It must be an algorithm that trades US Equities only.
Each algorithm will receive a score based on two risk metrics. These scoring rules are simplified for the sake of the competition, but please see quantopian.com/allocations for a better idea of what we look for in the allocation process.
- Sharpe: Higher sharpe the better - Drawdown: Lower drawdown the better - Position concentration capped at 10% - Sector exposure capped at 5%
Prizes will be announced the day of.
Given that we've run our fair share of these, we recommend this workflow for you today:
If you have any feedback on the tutorial (literally anything), someone from the product team will be listening (firstname.lastname@example.org), please include in your email that you were at the Hackathon: