My third week included getting my results back (bottom 15%) and looking at different ways that I can use the feaures.
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 + MMC Sharpe||0.5124||11.01%|
|Corr With Example Preds||0.4026|
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.