Definitions

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

Targets

• target

  • timeline: 20D2L

  • bins=5, uniformity=10%, 40%, 50%

Meta Models

• 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

Scores

• 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)