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Monthly Contest (Backtest and Live)

If we have contest running every month, that would be great.
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The prize does not really matter, but it is one good way to interact with other members.
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Super cool idea :) We should design it for the first competition mid-late August. Think it is ok to make the backtests shared to verfy the results?
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Yes, maybe up to the users.
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Perhaps the contests could be related to feature requests in some way, or a new feature that's been released?

The backtest results could be presented as a flat image/report, once verified by the QC team, that way we get to see the equity curve and say "ooo" and "ahhhh", while the competitor gets to maintain IP.

This way you get buy-in from the community for the open source nature of the LEAN project that progresses it's usage, and the IP of the creator is protected, or they can opt-out of IP protection like Chris yang mentioned.
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Very good idea, indeed!
With so many members, I am sure there are lots of good algorithms!

Some sites (especially forex) implement it and have different rules, e.g:
- how long the completion runs
- competing in forex/stocks, options (whatever QC can offer) are different games
- mandatory (or not) long/shorts
- minimum number of trades
- if the algo crashed, it is disqualified
- define the ranking criteria (% gain, sharpie, CAGR/DD or a formula)
- publish daily results (and trades) of top XX or all participants
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A contest would be a great way to have fun! I am up for it...
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What about thematic contests? This would keep the contest exiting (also on the long term) and maintains educational value by focussing on different classes of strategies.

For example:
Month 1: technical analysis
Month 2: fundamental indicators (e.g. earnings reports)
Month 3: pair trading
Month 4: optimal portfolio selection
Month 5: short only
Month 6: break-out detection (and monetization)
Month 7: sector rotating strategy
Month 8: forex only
Month 9: options only (maybe available by then?)
Month 10: volume/volatility based strategies
Month 11: bitcoin only
Month 12: macro-economic strategies (based on global indices/events)
Month 13: academically rooted strategies (portfolio selection based on e.g. Fama-French, Carhart)
Month 14: momentum strategies
Month 15: high-frequency strategies (holding period < 30min?)
etc.

What do you think?
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I think these are all good ideas.
We can start with something simple - have 3 contests: equity/future/forex (that we have today) and define when competition starts/ends. So we can have 2-3 competitions for equity but with different length. And based on the interest move whichever is the prefered direction.
I would also suggest also to have e.g. $5 participation fee (just to heat up the competition :) ) and the winner gets some and QC team some too - to pay for the servers time.
Algorithms that participate remain hidden for public and the winner in one competition can't participate 3 more runs (thus avoiding one person with good algo always winning).
Basically have "rules of engagement" set and few competitions running and publish result daily/weekly.
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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 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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