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