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 Sharpe0.636314.97%
Validation Corr0.016020.05%
Validation FNC0.011232.74%
Corr + MMC Sharpe0.512411.01%
MMC Mean0.004175.73%
Corr With Example Preds0.4026
Diagnostic Results (These stay the same until they change the validation records)

2564/210.04590.00510.0005 (4.59%)28th
2574/280.06780.00140.0007 (6.78%)23rd
2585/50.0194-0.01080.0002 (1.93%)7th
2595/12-0.0032-0.0040.0 (0.29%)28th
2605/19-0.0128-0.0069-0.0001 (1.18%)21st
261*5/26-0.028-0.0155-0.071 (2.32%)12th
Round Summary

*Increase NMR stake to 3.06.

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