This month at Numerai I…
- Added a new metric, feature neutral correlation, to the Numerai website. Was a fun end to end project: ranging from data pipeline changes to website UI.
- Revamped the validation data we give for our Signals tournament. Previously it was a static file that ended over a year ago, now it updates every week with new data, making time series methods more viable.
Played a bunch of Starcraft with my roommate (Numerai founder) and watched some films with him: Primal Fear, Safe (1995), Unforgiven, Swallow, Friday, and Memories of Murder.
Read Mistborn: The Well of Ascension.