Definitions

Please refer to the main definitions docs to understand the basic functions referenced below.

Numerai Crypto submissions are cleaned first by:
- join on the token universe
- drop nan and duplicate symbols
- tie-kept-rank each submission
- fill nans in each submission with 0.5
Numerai Crypto Naive-Weighted Meta Model w/ minimum 1 NMR stake (CNWMMmin1)
- Average of cleaned Crypto submissions with at least 1 NMR stake

submissions are cleaned before used in scoring:
- drop invalid symbols
- tie-kept rank the submission
- fill nans with 0.5
MMC - Meta Model Contribution
- correlation contribution of a submission, CNWMMmin1, and target
- timeline: 20D2L (+ 2 days data lag)
CORR - Correlation
- numerai corr of a submission and target
- 20 score days w/ 2 days returns lag (+ 2 days data lag)
SEASON - Season Score
- for each scoring day, use the CORR and MMC score versions designated for payouts in that round
- multiply each score by the round's default payout multiplier, independent of a model's selected payout multipliers
- treat a missing component score as 0, then sum the weighted scores
- SEASON = (CORR * default CORR multiplier) + (MMC * default MMC multiplier)
- current formula: SEASON = (CORR * 0.1) + (MMC * 1.0)
- timeline: 20 score days w/ 2 days returns lag (+ 2 days data lag)

Definitions ​