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 microprediction.live.rdpstickers 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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