Crypto and Copulas

Total Reward: US$10,000 Start: Oct 1, 2020 | End: Feb 1, 2020 or later Sponsor: Microprediction

Description

In general, you will notice that some streams have dollar signs attached to them. 

Specifically, Emblossom Moth (full identity e3b1055033076108b4279c473cde3a67) is the creator of numerous cryptocurrency streams and those will count towards a recurring prize for prediction. On a monthly basis $1,000 will be awarded to whomever is atop the regular stream leaderboard. The leaderboard will be shrunk periodically towards zero so that by the end of the month there will be some recency bias. 

In addition $500 will be awarded monthly to whomever is atop the bivariate leaderboard, and a further $500 to whomever is atop the trivariate leaderboard. These implied copula streams provide instant ongoing model assessment. You may wish to read up on the interpretation of these streams, which you will find towards the bottom of the stream listings with prefixes z2~ or z3~.

These prizes are typically for ongoing business needs and, therefore, you may anticipate that the stated aggregate reward may be an underestimate. Typically running prizes persist for at least three or four months and this is no exception. It may continue indefinitely. So create a good crawler and let it go! 

Getting started

If you are new here, we recommend

  Python Module 1 R Module 1

 You may also wish to read the Crypto and Copulas blog article. 


General Rules

You may find complete contest rules here.

  • Only one prize awarded per person, per category, per month.
  • To qualify for open-source awards, authors must write and post an article explaining their approach.
  • To qualify for Microprediction awards authors must complete a profile.
  • Prizes are awarded on a calendar-month basis, with the first month May 2020. Performance is not the only criterion, but to the extent that it applies, performance has some recency bias. 
  • Performance for a particular award is judged by performance of one write_key, and cannot be aggregated across multiple write_keys.
  • To qualify for open-source awards, all code must be made open source and remain so. Awards will be paid only after code has been made available for a period of one month. Algorithms made open source near the end of the calendar month may qualify for an award in the next month at the judges’ discretion - especially if they prove influential. It is strongly recommended that code be made available through Github  and PyPI and this will factor into the assessment of reusability.
  • Winners will be notified using contact information provided on their profile.
  • To qualify for open source awards, software must be released under a permissive license such as MIT, BSD or Apache.
  • To receive prize money, participants must reside in one of the countries in which Paypal operates.

Behavior judged to be counter to the spirit of this community may result in write_key blacklisting and other measures.