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There is a statement when I backtest my strategy
"Your algorithm is ranked #60,906, and is better than 47% of the community."
Where can I see the rank No.1 algorithm in Quantconnect?
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Hey Alan! No sorry the algorithms are all private :) For obvious reasons. Only algorithms people share to the forums can be cloned,
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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.
Jared - I totally agree on the I.P. being kept private.
I think it would be valuable to the community to see the stats for the top tier algorithms. Maybe the top 100 and/or top 1%?
I think it would be valuable to the community to see the stats for the top tier algorithms. Maybe the top 100 and/or top 1%?
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@MarcD'aoust I'm not sure I agree. The appearance of any information that is helpful for either reverse engineering or hacking should be avoided to guarantee the upmost safety of I.P.
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I also totally agree that the IP should be kept private. I have spent a year learning Lean and developing an algorithm that performs well enough for me to put into production.
If it performs well for a period of time, I might seek financing to scale it up.
Only an irrational quant would publish when he finds an edge. One of the reasons I picked QC in the first place is because of the policy on confidentiality of IP.
If it performs well for a period of time, I might seek financing to scale it up.
Only an irrational quant would publish when he finds an edge. One of the reasons I picked QC in the first place is because of the policy on confidentiality of IP.
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Properly reported stats is valuable to compare against. More than often I would run algorithm with very short duration which produces crazy unreal stats. Is this feed into overall stats ? Is stats only against live traded strategy? It is valuable to know how this stats are computed otherwise it provides no value.
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The ranking formula takes into account the length of a backtest, so longer backtests have more weight.
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Dear all,
Is there a link which describes the exact formula used in this ranking?
Best regards,
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Hi Laurent,
You can find the formula and a discussion about the formula on this thread linked here.
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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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