Practical Keras

Simple regression for the Numerai Tournament

The problem

Numerai is a hedge fund that gives you an obfuscated financial dataset which you use to predict new unseen market data and if you are correct you can then earn some money in the form of NMR* in essence a fund that crowdsourced most of its quant division.

I wrote a now slightly dated article a few years ago, but is still relevant if you want more background.

Numerai walkthrough: Quantitative Analysis & Machine learning for fun and profit.

And straight from the horse’s mouth 🐴 :

https://numer.ai

* It is unfortunately not as straightforward as predict right and make money, you need to first buy NMR (a cryptocurrency ) with your own money and then stake it on your predictions, if your predictions are wrong you lose money if they are correct you earn a percentage on your stake.
You can read more about payouts here: Staking and Payouts
While we are here I should also mention that “practical" is a relative term, some people are curing disease with AI while we are…