Hi Numerai admin, as a newbie after check your data, i feel it is necessary to add in equity id in the data file for better pattern recognition and prediction.
The current method of data and result is more like using a picture to look the word. it is one dimension. just like find the path in the forest on the ground. but , if equity id can be provided, we can connect same feature with different era data and link back to target equity. So we start to view the world in 2D. it is more easy to find the path in the plane, rather than on the ground.
please consider to include that data element in the data set. i have done a similar prediction experiment before, and it is pretty sure that the result will be dramatically improved, when we moving towards to 2d to look the world.