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 :