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New Rain data release | Numerai Quant Club 10 месяцев назад


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New Rain data release | Numerai Quant Club

An introduction to the Rain data release with Michael Phillips, Numerai's Chief Data Officer, and Michael Oliver, Numerai's Chief Scientist. Forum post coming soon -- [0:40] Overview of the Rain release [1:20] Features [4:51] Feature groups expanded [6:17] What can be done with the new data [8:12] Internal leads [9:05] Overview of new targets [10:42] Infrastructure change - int8 [17:01] Q&A: How is the current NaN system different? Do you expect to ever see NaNs in new live errors? [19:15] Q&A: How does this data set compare to 4.1 aside from the NaN difference? [22:26] New example predictions [24:46] Looking at new performance with Rain [27:55] V2 and V3 Deprecation [31:25] Areas of research when downloading the Rain data set [34:50] Q&A: Is Numerai opening more model slots for community members to experiment? [36:42] Discussion: On the topic of taking away feature groups [40:18] Things Numerai is looking into, potential future changes, sample weights [41:49] Why Numerai is changing releasing new data, reasons for retuning [47:22] Q&A: Get rid of correlation, more insights into how to improve TC? [49:19] Q&A: How can TC be close to zero-sum if Corr being high is equal to TC being high? [50:02] Q&A: When slots were raised in the past there was also a rise in the payout cap, any thoughts? [51:06] Learning to adapt to V2 and V3 deprecations -- Join Numerai’s Chief Scientist and Minister of Research, Michael Oliver, as he digs deep into the world of Numerai, research, data and everything in between. This will be a recurring event through 2023. More details: https://forum.numer.ai/t/numerai-quan... Hedge fund disclaimer can be found at https://numerai.fund/#disclaimer

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