When I have a new signal, I typically submit it over as many weeks as possible to see how it looks across a long time period in the Numerai Signals diagnostics. I’ve noticed that the “Invalid Tickers” seems to be pretty high and I cannot figure out why that might be.
Here’s an example:
My one thought is that the Numerai ticker universe changes over time, and some tickers may not have existed in the past. Any ideas on how to eliminate “Invalid Tickers” and does this impact my diagnostic scores at all? Thanks.