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.
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)|
|Corr + MMC Sharpe||0.5124||11.01%|
|Corr With Example Preds||0.4026|