Scoring
Spearman correlation score
Once you have submitted, your prediction will be confronted with what is happening on the market. It will be scored daily using spearman rank correlation.
Post-processing ranking (scaled leaderboard)
The last 12 rounds of the master dataset are taken into account.
Non-submissions in any round get a score of -5%. (Incentivises consistency)
Scores are normalized (between range [-1,1]) per round.
Users scoring above the 90th percentile get the same score of +1. (This is to disincentivize overfit models as anyone above a threshold gets the same score).
Finally, the scores for all rounds are averaged.
This post-processing ranking has been voted :
First proposal :
Second proposal :
