Hi,
I hope this is the right place to ask a question about Numerai API. I am trying to form a simple query to extract live and validation correlation and mmc for a specific submission.
I put together on GraphQL the following query for a submission already resolved:
query {
submissions(modelId: "MYMODELID",
id: "MYSUBMISSIONID") {
liveCorrelation
validationCorrelation
validationMmcMean
validationSharpe
validationFeatureExposure
validationCorrelation
validationCorrelationRating
validationSharpe
validationSharpeRating
validationFeatureNeutralMean
validationFeatureNeutralMeanRating
validationStd
validationStdRating
validationMaxFeatureExposure
validationMaxFeatureExposureRating
validationMaxDrawdown
validationMaxDrawdownRating
validationCorrPlusMmcSharpe
validationCorrPlusMmcSharpeRating
validationMmcMeanRating
validationCorrPlusMmcSharpeDiff
validationCorrPlusMmcSharpeDiffRating
}
}
And I get the correct results except I always get a NULL for live correlation even though the round is resolved
{
"data": {
"submissions": [
{
"liveCorrelation": null,
"validationCorrPlusMmcSharpe": 0.33750748411748777,
"validationCorrPlusMmcSharpeDiff": -0.1592271021361118,
"validationCorrPlusMmcSharpeDiffRating": 0.1815457957277764,
"validationCorrPlusMmcSharpeRating": 0,
"validationCorrelation": 0.007451875776995888,
"validationCorrelationRating": 0,
"validationFeatureExposure": null,
"validationFeatureNeutralMean": 0.007338636949468362,
"validationFeatureNeutralMeanRating": 0.08366480934177264,
"validationMaxDrawdown": -0.0484167076222366,
"validationMaxDrawdownRating": 0.7398143597529268,
"validationMaxFeatureExposure": 0.20584137319000068,
"validationMaxFeatureExposureRating": 0.5814873519317141,
"validationMmcMean": 0.0011484435484292288,
"validationMmcMeanRating": 0.5717777217768267,
"validationSharpe": 0.49673458625359956,
"validationSharpeRating": 0,
"validationStd": 0.015001725233586729,
"validationStdRating": 1
}
]
}
}
Any idea how to get also the live correlation and mmc for each round?
Thank you