Explore methodology to identify assets with extreme positive or negative returns.
By Principal Financial Group
9 months ago
Say I have two models :
Both are doing better on alternate metrics. I wanted to know how the final rankings will be determined. Is their a weighted average of sorts that will be taken ? Because right now the Public Leaderboard is being determined solely by Spearman correlation it seems.
It would be really helpful if organisers could clarify. Thanks
9 months ago |
Hi @sshkhr ,
True, right now its based solely on the Spearman correlation.
If two submissions have the exact same spearman correlation, then NDCG should take over, but there is a very low probability that two submissions will have exactly the same spearman correlation.
But in a few weeks, we will update the leaderboard to first sort all the submissions by Spearman Correlation (upto 3 significant digits), and when two submissions with the same spearman correlation (upto 3 signification digits) will be ranked based on NDCG.