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)