signalseval

v0.2.5 of "numereval" python package for numer.ai

Note: Since predictions are neutralized against Numerai's internal features before scoring, results from numereval.signalseval.run_analytics() do not represent exact diagnostics and live scores.

Updates:

• numereval.signalseval
• Calculate weekly scores for signals submissions
• Optional correlation and cumulative correlation plotting
• Metrics: #weeks, Mean correlation, Median correlation, Mean Pseudo-Sharpe, Hit rate
• More metrics will be added soon

specific validation eras

v0.2 of "numereval" python package for numer.ai

Updates:

• added correlation w/ example predictions|
• provide specific val eras for diagnostics on those eras only
• better plots

Now, train on few validation eras and use other eras in diagnostics.

more customization

• Separated evaluation into evaluation and diagnostics functions
• plotting optional

Initial rellease

0.0.1

update links