Scoring

Spearman correlation score

Once you have submitted, your prediction will be confronted to what is happening on the market. It will be scored daily using the spearman rank metric.

Post processing ranking (scaled leaderboard)

• The last two rounds on each dataset are taken into account

• Non-submissions in any round get a score of -5. (Incentivises long-term participation.)

• 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.