When I read about the new tournament format that there will be a new “time information” column, I thought: “Finally, now they include a timestamp”. Which is sadly not the case. The segmentation of the data in undefined “era” categories with no further explanion is not what I hoped for.
The thing is, since the numerai data is clearly some kind of stock data and stock data is almost always some kind of time series with autocorrelation, we just don’t get a significant part of the data which could help to better train our models. Without it, some (in my opinion) critical data is lost.
As asked before, is era a proxy for a specific time frame? Are the eras in a specific order?