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 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)

RoundResolvingCORRMMCPayout%
2564/210.04590.00510.0005 (4.59%)28th
2574/280.06780.00140.0007 (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 Rank4850/6229 (+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 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)

RoundResolvingCORRMMCFNCPayout
2564/210.0184-0.0038-0.0052??
2574/280.0244-0.0045-0.0151??
258
Round Summary

NumerAI: Week 4

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 Rank4850/6229 (+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 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

NumerAI: Week 3

My third week included getting my results back (bottom 15%) and looking at different ways that I can use the feaures.

256 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 Rank5096/6025
CORR Reputation-0.0977
MMC Reputation-0.0984
FNC Reputation-0.0978
Current Reputation (Build over the last 20 rounds)
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

Data Analysis

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.