
Show HN: Numerai – A global AI tournament to predict the stock market - dsernst
https://www.numer.ai/
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klp
Curious what your thoughts on this are: [http://globalslant.com/2015/06/black-
box-trading-why-they-al...](http://globalslant.com/2015/06/black-box-trading-
why-they-all-blow-up/)

TLDR: Essentially black box trading inevitably fails because they're all
trying to do the same thing. At a certain point everyone tries to liquidate,
or buy, or perform same trades at the same time which can lead to a blow up.

I wonder if getting around this assumes some sort of diversity in
algorithms/ML approach, and if that diversity is a realistic assumption

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dsernst
thanks for the link, looking fwd to reading.

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bobnelson
Can someone put in layman's terms the passage below? please. Assuming the
reader has some machine learning experience but no financial knowledge. Thanks

#### numerai_training_data.csv Use this dataset to train your machine learning
algorithm. The first fourteen columns (`f1` - `f14`) are integer features.
Column `c1` is a categorical feature, column validation indicates a dataset
that you can use to validate your model, and target is the binary class you’re
trying to predict.

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dsernst
If you're looking at the training dataset, you'll see these 17 columns:

"f1" \- "f14" are feature columns, represented as integers. They are inputs
for you model.

"c1" is also a feature column, represented as a category. Feel free to ignore
it if you're not sure how to best use it.

"validation" is a binary 0 or 1 that just says: 'if you want to validate your
own model, so you can test your accuracy on your own machine, you may want to
use the rows that have 1's here.'

"target" is the expected output. For this training data it is provided, for
the tournament data you come up with it.

Does that help?

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arabelladelucco
Perfect timing as I'm about to start putting some time and resources into
researching some good stocks and investments.

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snoitavla
It's not exactly in the spirit of data science when the features are unknown
and every integer is sort of a black box. Any insights?

~~~
snoitavla
Here's a baseline XGBooost system that scores 0.51... AUC:
[https://gist.github.com/alvations/b754bffe1dab515d9af7](https://gist.github.com/alvations/b754bffe1dab515d9af7)

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andytwigg
What is the advantage of an order preserving encryption scheme over choosing
an arbitrary mapping for each data column and applying that to the data?

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samarai
Cant wait to see the fierce competition!

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dsernst
Happy to answer any questions

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lukedavis
Can't wait to compete!

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monocle58
what is the target group for tournament participants?

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dsernst
Data scientists will probably perform best, but it's open to all

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radiobeat33
Niiiice, I like it

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henryw4k
Awesome idea!

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francispedraza
The future.

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yunnnyunnn
Not bad

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myrons
cool

