are there any obvious advantages or disadvantages to model shuffling? what i mean is some variant of :
- suppose i have 10 good models
- instead of posting weekly predictions from model A to numerai model account a, B : b, etc…, models {A,B,C,D,E,F,G,H,I,J} predictions are shuffled before being posted to numerai, so they may end up A : c, B : e, etc.
i keep wondering if this might accomplish masking some signal, and if masking signal would enable the user to achieve more sustained MMC. these are my intuition but this is super-not-my-field.