councilofelders/numereval
A small library to locally calculate the scores on numer.ai tournament's diagnostics dashboard.
This tool helps quantitative analysts and data scientists participating in the Numerai tournament to evaluate their trading models locally. You input your model's predictions and the Numerai tournament data, and it outputs detailed correlation statistics, feature exposure analysis, and plots, mirroring the official Numerai diagnostics dashboard. This allows you to understand your model's performance and behavior before submitting to the live tournament.
No commits in the last 6 months.
Use this if you are a quantitative trader or data scientist on Numerai and need to thoroughly evaluate your prediction models offline, getting the same diagnostic metrics as the official platform.
Not ideal if you are looking for an official Numerai tool or require exact live scores for Numerai Signals, as it provides local diagnostics which may vary slightly from official live results.
Stars
38
Forks
5
Language
Python
License
MIT
Category
Last pushed
Apr 17, 2021
Commits (30d)
0
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