Judging Criteria for S&P 500 Challenge

Alphathon
#1

Hi,


It’s mentioned that the weightage for grading is

Information Ratio (50%)

Diversification (30%)

Robustness (20%)


How exactly are these being evaluated during the backtest? Also how can we constantly monitor this during the training as well as deployment?


Thank you!

#2

bump

#3

bump

#4

Hello.


Can you guys look at this forum topic to see if that addresses your questions?


https://dashboard.alphien.com/forum/216


Feel free to continue this thread if you need any more clarification