target_20dbecome available after they have resolved, 11 and 33 days respectively from round open.
target_20dtakes longer to resolve, and so the most recent dates will have a value of
target_20dis what your Signal is evaluated against for scoring and payouts.
numerai_tickercolumn - values must be valid tickers associated with the ticker type in the header.
signalcolumn - values must be between 0 and 1 (exclusive).
livetime period more than once.
validationtime period to receive diagnostics metrics on your performance, risk, and potential earnings. The
validationtime period spans from
20130104to the present.
validationtime period must include two extra columns:
friday_datecolumn - values must be Fridays as week periods begin on Friday in Numerai Signals.
data_typecolumn - values can only be
validation. Rows with
livemust contain the date of the most recent Friday.
validationperiod may not score well in any current or future
target_20d) are also neutralized. The targets are in effect Numerai's custom "specific return" or "residual return".
target_20d). This score is simply referred to as
corrthroughout this doc and the website.
corris a measure of how well your signal correlates to a target that is neutralized to all signals known to Numerai, Meta Model Contribution (MMC) is a measure of how well your signal correlates to a target that is neutralized to all signals known to Numerai and all other staked signals on Numerai Signals. This score is simply referred to as
mmcthroughout this doc and the website.
mmcof a signal is computed by first constructing a special signal called the Signals' Meta Model, which is defined as the stake weighted average of all the (ranked and neutralized) signals on Numerai Signals for a given round. The
mmcof a signal is the correlation of the signal to the target after being neutralized to the Signals' Meta Model.
mmc) you want to stake on.
stake_valueis the value of your stake on the first Friday (scoring day) of the round.
stake_cap_thresholdis a number that determines when the
payout_factorbegins to decay. At the time of this writing, the Signals
stake_cap_thresholdis 150K. The
stake_cap_thresholdcan change per round at Numerai's discretion.
payout_factoris a number that scales with the total NMR staked across all models in the tournament. When the total NMR staked across all models exceeds the
mmc_multiplierare configured by you to control your exposure to each score. You are given the following multiplier options.
data_date- dates corresponding to the underlying stock market data. All
data_datesrefer to the market close of that date and do not include a time. For example, values in the
friday_datecolumn of submissions are of type
effective_date- dates corresponding to actions or events that take place on Numerai Signals and may include a time which is always specified in UTC. There is usually a delay between the
effective_datebecause of time zones and the time it takes for stock market data to be processed. Unless otherwise specified, all dates mentioned in the website and this doc are of type
roundsto make them easier to talk about.
Saturday at 18:00 UTC. The deadline for submissions and staking is at
Monday at 14:30 UTC. Late submissions will not be scored and will not count for payouts. Stake changes made after the deadline will apply to the next round.
roundis defined by the
data_dateof the prior Friday. The 20 days of scoring and payouts are based on
22day-2dayneutralized returns. There is a 2 day lag between market close for a day and when the data becomes available for scoring. For example, the
22day-2dayneutralized returns are up to Tuesday market close, but only become available on Thursday.