How to score high in the Quantopian competition:
Drop leverage to 0.1 - Risk scores are not relative (and make up 50% of your score)
10% drawdown with -10% returns will score higher than 15% drawdown and 50% returns.
Value did well in August
How to score high in the Quantopian competition:
Drop leverage to 0.1 - Risk scores are not relative (and make up 50% of your score)
10% drawdown with -10% returns will score higher than 15% drawdown and 50% returns.
Value did well in August
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