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- Momentum Selection
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Quant League Competitions
Competition entry updated by Jerry Yang
Trevor Woods
How come your strategy equity curve isn't updating after August 2nd?
Quant League Competitions
Competition entry updated by Jerry Yang
Quant League Competitions
Competition entry updated by Jerry Yang
Quant League Competitions
Competition entry updated by Jerry Yang
Quant League Competitions
Competition entry updated by Jerry Yang
Gui Clavel
promising work, and congratulations for your excellent ranking within this tournament!
After having +cloned the project+ I unfortunately found completely different statistics.Â
ps: I'd not bother if rather similar (as we can get very often), but in that case it's drastically different for the same period of time in backtest.
Any possible explanation ?
Compounding Annual Return: 23.716% (from my backtest, see screenshot below) vs. 63.502% (your statistics)
Net Profit: 206.135% vs. 1092.231%
Sharpe Ratio: 0.679 vs. 1.43
Quant League Competitions
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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