Resources Limit

In order to be eligible for submission, the following conditions must be met:

Submission Phase

• Your code needs to cover all the period in the private leaderboard under 5 hours

• CPU or GPU ≤ 20 hours runtime to cover the public test-set (32 dates) with a 2.5% tolerance

• CPU RAM ≤ 64Gb

• GPU RAM ≤ 120Gb

• Runtime quota reset every week (on Tuesday at 3:00 PM UTC)

Out-of-Sample Phase

• Your code needs to cover one cross-section in under 16 hours.

• CPU or GPU ≤ 23 hours runtime to cover the OOS testset (36 dates) with a 5% tolerance

• CPU RAM ≤ 64Gb

• GPU RAM ≤ 120Gb

You can control your resource consumption under my submission tab.