.

May,2018

$~ 09.04.18 / Trading News :

SSRN / Quantopian Inc. | Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms | [Kick-Me]

Battle of the Quants Worlwide June 20th, 2018 | [kick-me]

Q11 = [ quantitative trading competition]:

My next algorithm is live at quantiacs with a great sharpe ratio of 0.150% after 4 days. This Algo is called “NuCom 3.2”. NuCom was programmed to trade the NQ, YM & the CL  Futures contrac | [Kick-Me]

.

Compare:

Annually tradet ES_Future Market Data 19900102-19901231 vs. annually tradet ES_Futures Market Data 20170103 – 20171229