As numerai models only earn or burn when the round is resolved, you may be ignoring the information content of the 20 daily scores in between.
The daily gyrations of a model is similar to the daily account value of a buy-and-hold brokerage account. Yes, you don’t realize profit or loss until you sell, yet a slow and steady climb might be more deserving of your hard earned NMRs.
More critically, historical daily scores are a high resolution indicator of your model’s volatility under different staking regimes, and may influence your choice of stake type. For example, half-mmc would yield higher Sharpe and Sortino ratios for @mdo over the past six months compared to other staking methods.
Feed a list of accounts (yours and those you follow) to the live-sharp-sortino notebook. It will read the daily scores from numerai and calculate sharpe and sortino ratios on their live daily-score performance.
So, put this in the notebook:
# your models and others you want to bencmark
account_list = [
"degerhan",
"era__mix__2000",
"hiryuu",
"integration_test",
"mdo",
"sorios",
"themicon",
"arbitrage",
]
and receive:
| annual_return_corr | annual_return_halfmmc | annual_return_1mmc | annual_return_2mmc | sharpe_corr | sharpe_halfmmc | sharpe_1mmc | sharpe_2mmc | sortino_corr | sortino_halfmmc | sortino_1mmc | sortino_2mmc | rows | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| themicon | 1.333991 | 1.710942 | 2.082832 | 2.811966 | 2.572024 | 2.838774 | 2.938870 | 2.965025 | 4.005048 | 4.448977 | 4.652587 | 4.872778 | 130.0 |
| degerhan | 1.780967 | 2.237819 | 2.679758 | 3.523582 | 2.564452 | 2.661918 | 2.703920 | 2.711582 | 4.292114 | 4.627113 | 4.731770 | 4.605466 | 37.0 |
| hiryuu | 1.164212 | 1.507592 | 1.850411 | 2.532070 | 1.987121 | 1.854426 | 1.766267 | 1.660042 | 3.529113 | 3.270079 | 3.053915 | 2.822324 | 130.0 |
| mdo | 0.958362 | 1.103332 | 1.243571 | 1.509940 | 1.844011 | 1.904945 | 1.873802 | 1.729242 | 3.301595 | 3.398901 | 3.190205 | 2.735015 | 130.0 |
| era__mix__2000 | 1.369557 | 1.743672 | 2.112315 | 2.833632 | 2.362132 | 2.362064 | 2.322188 | 2.242782 | 3.169988 | 3.030299 | 2.871511 | 2.664848 | 130.0 |
| sorios | 0.977431 | 1.110031 | 1.239880 | 1.491600 | 1.867191 | 1.791917 | 1.648394 | 1.399152 | 2.507887 | 2.460163 | 2.356310 | 2.064312 | 130.0 |
| arbitrage | 0.885076 | 0.941292 | 0.995323 | 1.096883 | 1.617012 | 1.522430 | 1.400110 | 1.169640 | 2.887307 | 2.723927 | 2.332565 | 1.768363 | 130.0 |
| integration_test | 1.041502 | 1.104208 | 1.165780 | 1.285710 | 1.492098 | 1.437492 | 1.373536 | 1.243987 | 2.374332 | 2.202366 | 2.008255 | 1.720881 | 130.0 |