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) |
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 |