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What are those rdps streams?

Sector streams

Type Example stream Lookup Reverse lookup
Sectors stream=rdps_xlp rdpstickers.json rdpstickersreverse.json

Only 1 hour ahead predictions are considered relevant for prizes.

Exogenous data streams

Some exogenous features are being added that tick infrequently. They may be useful in your models, however.

Type Example stream Meaning
Vol stream=rdps_exog_0_aapl Vol feature

(ignore any exog_rdps or exog_0_rdps streams as they are deprecated)

Sector copula z2-streams

Reported bivariate relationships

Type Example stream Explanation
z1-stream z1~rdps_xlp~3555 Z-scores
z2-stream stream=z2~rdps_xlp~rdps_xlv~3555 copulas

Client helper functions

For convenience:

from import get_rdps_tickers

Might be more here.

Examples of predicting sector streams directly:

Probably some in submission_examples_independent soon.

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