The CoE Numerai Newsletter- Edition #2

September 1st 2021

by jeremy.berros - Umap representations of the train and val datasets


Signals Changing to 20-Day Target

by surajp

Announced by LiamHz on Aug 2nd 2021, from round 279 onwards (August 28th), Signals will use a 20 day target for scoring and payouts. Numerai believes that this longer horizon target will increase user payouts on Signals, and incentivize signals that are more valuable to Numerai’s metamodel and hedge fund. Like the Numerai classic tournament, Signals rounds will resolve after ~4 weeks instead of the current 1 week. The first daily score of a round will be released on Friday, and the last daily score on the Thursday 4 weeks later. Currently, the historical targets file they give out has two target columns: target and target_20d. The column named target will be renamed to target_4d. target_20d will maintain its column name. The Signals website will be updated to show Corr20 and MMC20 reputations on the leaderboard. For all other charts and tables (e.g. model performance / rank / rep charts, round performance table) existing values will not be changed, but for round 279 onwards will display values for Corr20 and MMC20. Medals from old rounds will be kept, and new medals will be awarded for scores on the 20 day target.

According to the forum post, here is some action items you should do if you are currently submitting on signals:

Updating your model to train and predict for the new target may be as simple as changing the name of the target column you use. Here’s the one line commit needed to update the Signals’ example_model.py for 20d scores.

You may also want to consider changing which features you use or other aspects of your model - but this is up to you.

If you do nothing, your current Signals stakes will automatically be converted to a 4 week stake. If you don’t want your stake to be converted, unstake your model before staking for round 279 closes.

Here is the current status of the Signals tournament on 08/28/2021. About 24 models have been unstaked since the end of July and the Avg 3 month returns is still hovering in the single digits. Hopefully we will see a meaningful rise in returns after the change

See forum post


Numerai Conference 2022

Initially it was announced by NJ that the Numerai conference was going to take place in San Fransisco on 10/01/2021. It was later announced by NJ on 08/25/2021 that they are currently working on some big things that they would like to be able to talk about at the conference, and the October 1 date is cutting it too close. There are also new restrictions for events in San Francisco right now that they are hoping will ease up again by early next year.

The new save the date for the conference is 02/04/2022

See link for details Numerai Con 2022


Numerbay.ai Is Now Live!

On Aug 1st 2021, restrading added a sneak peek to numerbay.ai showing metamask connection and account creation. Later on Aug 8th he added home page, added rich-text editor for product listing and made some other usability improvements. He planned on rolling out an interim live deployment of NumerBay by Aug 15. On Aug 13th the Code was released here: https://github.com/councilofelders/numerbay and numerbay.ai went live! Since going live, a new forum post has been used for updates and a #numerbay channel on Rocketchat has been added. As of Aug 31st, 23 numerai prediction files and/or models are up for sale as well as 3 signals prediction files.

Here has been some of the major updates

On Aug 22nd,

  • Multi-(crypto)currency support

  • Order backend, checkout and payment confirmation UI

  • Started work on automated job scheduling (essential for many future features)

On Aug 29th,

  • Feature Release: UI improvements. Now you can sort and filter products by rank/rep/return/stake. Products are sorted by rank by default. Scores are updated Wed-Sun 00:00 UTC.

  • Backend job scheduler based on Celery

  • Various fixes and improvements

For all who have always hoped and dreamed for a marketplace we now have one and its getting better and better by the day!


“Support my signals development on twitch”

User Liz has been working hard on signals development in R and live streaming on twitch over the past month.

On Aug 7th, google drive was updated : lizDoesIt - Google Drive

On Aug 12th, github was updated GitHub - completelyAbsorbed/lizDoesIt: code and more from twitch.tv/lizDoesIt and beyond

See forum post for videos and other information on this development Support my signals development on twitch


“Wen” more data?…Now

On Aug 24 Richard Tweeted that Numerai’s largest data release ever was coming on Sep 8th. According to LiamHz and michael.oliver:

The old data format will still be maintained and updated -- you can move to the new dataset when you're ready to. Targets are still 4 weeks out, things basically continue as is, but you should note that the targets for era1 and era2 are based on 3 weeks of overlapping periods of time

The Numerai team is currently planning a forum post to explain this release in more detail soon

by javibear

by jacob_stahl


Classics tournament reporting by qeintelligence

On or around Aug 8th, qeintelligence began posting in the general chat that he began working on creating a new Numerai dashboard that would show much more data about models and scores than ever before using the API and PowerBI Desktop reporting tools. On Aug 22nd he posted a sneak peak on the #general rocketchat channel

Over the next 9 days, he posted more and more sneak peaks of the new reporting tools. On Aug 29th, he posted to the forums, Classics tournament reporting, where he goes into great details about all the reporting tools and data points you are able to look at.

He states:

Today the beta version (0.2.0) is released of the Numerai statistics report and can be found over here:

Numerai Statistics Retrieval and Report

The report is based on PowerBI Desktop which is a free to use tool that can be installed by everyone with a Windows / Mac. All the instructions can be find on the repo readme on how to install and start using the report.

Alternatively you can also get just the pdf exports which are also on the repo, but then you will miss a lot of functionality that its in the report!. The report has the following:

  • General dashboard with quick round status: stakes, payouts, correlation

  • Top 10 page: medals scores, most earned

  • Leaderboard statistics

  • Option to select your models for detailed analysis

  • Option to use slicers on many pages for: dates, rounds, models, stakes

  • Rankings of your models

  • Round performances

  • Payouts for your models and for the whole tournament

  • Price data extraction from Coinbase

The data that is used in the reports are parquet files which are updated on a weekly basis (sunday) and can be used for refreshing the report. The parquet files are also in the repo. In the following weeks I will also put the C# project in the repo which is responsible for retrieving the statistics, but this needs to be a little bit cleaned up first

On Aug 31st the dashboards were placed on the numerbay.ai website!

I think I can speak for myself and all Numerai participants, great work!

When asked by some community members and the CoE if he would like to be retroactively paid for work done he stated that “this was like a thank you to the community and numerai for the tournament.”


CoE Updates

CoE facilitator? I, aventurine, placed in discussion post on if the CoE possibly needs someone from the CoE to step up to “facilitate monthly public CoE zoom meetings, take meeting notes, keep a log of the wallet transactions separate from the individual proposal threads for easy reading(maybe this can just be as simple as a rocketchat announcement only channel), and other action items to keep the CoE running smooth.” Also possibly pay that CoE member for the extra work. Some community members and CoE members agreed but when it came to a community vote 76% percent voted No. Many people feel that there can be an easier solution to track and monitor proposals that have recently stalled. In response, uuazed set up a kanban board on github to track and assign proposals to individual CoE members to review, comment, set up votes and close.

Community member objectscience placed in several proposals:

CoE Monthly Budget

Proposal Idea Contest

Project Bonus Pay

Community member mic placed in suggestion to the forums to see if the CoE could add a flair to make themselves more visible in the forums.

COE flair?

Community member restrading placed in amendment to retroactively be paid at current base rate of 50$ decided on by CoE

NumerBay Funding Rate Equalization

Please check out and make your votes, voices and comments heard in all of these forum posts.

Be sure to monitor the kanban board on github for updates

Again, here is the multisig wallet for all transaction data: gnosis-safe

Have an idea/proposal/comment you would like to share with the CoE? Ask away on the forums!


Multisig Transaction report Aug 2021

up to date as of 08-31-21


Other news


Disclaimer: This is not an official Numerai newsletter. It is sponsored by the Numerai CoE, a decentralized autonomous organization. Every effort is made to provide accurate and complete information but there is no claims, promises or guarantees about the accuracy of the contents.