AI and IoT Bulgaria Summit

Why? How?

I was asked on the GDE slack channel if I wanted to cover a talk because the original person had a conflict. I said “Sure!”. I then heard it was in Bulgaria. One positive from Covid was everything went virtual.

Summary

The talk went well and using Restream.IO was pretty seamless. I have given the talk enough that I am not stepping on myself trying to get everything covered and I let each topic come up at the proper time.

Web Site: http://www.iotsummit.tech/

Presentation: https://github.com/ehennis/Blog/blob/master/ImageDetection/AI-and-IoT-Summit-2021-Hennis-RaspberryPi.pptx

NumerAI: Week 7-11

Not much has happened in the last 5 weeks. I did create a reddit post and found a couple of leads with what changes I need to make with my model. I wasn’t able to get a big jump in my results though.

I did increase my NMR stake to 3.06 NMR for the 261 round. This is about $100 USD. I probably should have waited until I had a better model but we will have to see how it shakes out. So far, I have been lucky that the market is so hot that I make money even with a bad model.

Current Results

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	5/5	0.0194	-0.0108	0.0002 (1.93%)	7th
259	5/12	-0.0032	-0.004	0.0 (0.29%)	28th
260	5/19	-0.0128	-0.0069	-0.0001 (1.18%)	21st
261*	5/26	-0.028	-0.0155	-0.071 (2.32%)	12th

Round Summary

*Increase NMR stake to 3.06.

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