Data

Data Structure

The Numerai Crypto dataset is a tabular dataset that describes a token universe and their returns over time.

At a high level, each row represents a token at a specific point in time identified by its symbol and the date. The date represents the day that "market close" (23:59 UTC on a given day) data was used to generate the features - in the context of rounds and live data, this is the day before a round opens. The target is a measure of future returns (eg. after 30 days) relative to the date.

Target

Numerai Crypto has one target, which is the returns of the token after 30 days. For each round, the 30 day returns for each token in the universe are ranked, gaussianized, then bucketed into five bins.

Data API

The best way to access the Numerai Crypto dataset is via the data API:

from numerapi import NumerAPI
napi = NumerAPI()

[f for f in napi.list_datasets() if f.startswith("crypto/v1.0")]

[
 'crypto/v1.0/live_universe.parquet',
 'crypto/v1.0/train_targets.parquet',
]

# Download the training data
napi.download_dataset("crypto/v1.0/train_targets.parquet")

• train_targets.parquet contains the historical symbols and targets

• live_universe.parquet contains the latest token universe with no targets of the current round

Community Data

The Numerai Council of Elders partnered with YIEDL to bring the YIEDL crypto dataset to Numerai Crypto. This comprehensive collection encompasses over ten years of cryptocurrency data, featuring components such as price volume momentum (PVM), sentiment analysis, and on-chain metrics.

• Read the Official Announcement

• Run the Example Notebook