NumerAI: Week 6

My sixth week allowed me to do a little work. I was able to work on the eras but I got terrible results so I will need to spend more time on that.

Current Results

Here are my current standings after round 261

Validation Sharpe	0.6363	14.97%
Validation Corr	0.0160	20.05%
Validation FNC	0.0112	32.74%
Corr + MMC Sharpe	0.5124	11.01%
MMC Mean	0.0041	75.73%
Corr With Example Preds	0.4026

Diagnostic Results (These stay the same until they change the validation records)

Round	Resolving	CORR	MMC	Payout	%
256	4/21	0.0459	0.0051	0.0005 (4.59%)	28th
257	4/28	0.0678	0.0014	0.0007 (6.78%)	23rd
258

Round Summary

NumerAI: Week 5

My fifth week was just submitting my results from my vanilla neural network. Same as last week. I am not setting aside time to get my second model going. I should start getting payout results soon.

257 Results

While I won’t know my real results (the action of my model predictions versus the real life market movement) I did get the results from the “test” data. It wasn’t great. I was in the bottom 15%. I expected this so it wasn’t a big deal.

CORR Rank	4850/6229 (+246)
CORR Reputation	-0.0944 (+.0033)
MMC Reputation	-0.0955 (+.0029)
FNC Reputation	-0.0957 (+.0021)

Current Reputation (Build over the last 20 rounds)

Validation Sharpe	0.6363	14.97%
Validation Corr	0.0160	20.05%
Validation FNC	0.0112	32.74%
Corr + MMC Sharpe	0.5124	11.01%
MMC Mean	0.0041	75.73%
Corr With Example Preds	0.4026

Diagnostic Results (These stay the same until they change the validation records)

Round	Resolving	CORR	MMC	FNC	Payout
256	4/21	0.0184	-0.0038	-0.0052	??
257	4/28	0.0244	-0.0045	-0.0151	??
258

Round Summary

NumerAI: Week 4

My fourth week was just submitting my results from my vanilla neural network. I didn’t get enough time to actually work through my era neural network. I am also concerned that once I do get it working it will take more work on the weekends to run it as I have to find the matching eras.

257 Results

While I won’t know my real results (the action of my model predictions versus the real life market movement) I did get the results from the “test” data. It wasn’t great. I was in the bottom 15%. I expected this so it wasn’t a big deal.

CORR Rank	4850/6229 (+246)
CORR Reputation	-0.0944 (+.0033)
MMC Reputation	-0.0955 (+.0029)
FNC Reputation	-0.0957 (+.0021)

Current Reputation (Build over the last 20 rounds)

Validation Sharpe	0.6363	14.97%
Validation Corr	0.0160	20.05%
Validation FNC	0.0112	32.74%
Corr + MMC Sharpe	0.5124	11.01%
MMC Mean	0.0041	75.73%
Corr With Example Preds	0.4026

Diagnostic Results

NumerAI: Week 3

My third week included getting my results back (bottom 15%) and looking at different ways that I can use the feaures.

256 Results

While I won’t know my real results (the action of my model predictions versus the real life market movement) I did get the results from the “test” data. It wasn’t great. I was in the bottom 15%. I expected this so it wasn’t a big deal.

CORR Rank	5096/6025
CORR Reputation	-0.0977
MMC Reputation	-0.0984
FNC Reputation	-0.0978

Current Reputation (Build over the last 20 rounds)

Validation Sharpe	0.6363	14.97%
Validation Corr	0.0160	20.05%
Validation FNC	0.0112	32.74%
Corr + MMC Sharpe	0.5124	11.01%
MMC Mean	0.0041	75.73%
Corr With Example Preds	0.4026

Diagnostic Results

Data Analysis

The first thing I am looking at doing is trying to figure out “what” each column/section means. In doing so I was checking to see what the average of each column was and it turns out it is 0.5.