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Ongoing model residual analysis

The no-brainer use of the world’s only microprediction oracle. See Chapter 9 of the book.

Steps:

  1. Publish model residuals (see publishing docs)

(I guess if you are lazy you could send me a really long skinny CSV, though live is the quintessential use case)

Why?

Someone, somewhere might have deployed an algorithm that finds signal in your noise. Or they might in the future.

What happens:

Optional steps:

  1. (optional) Submit a distributional prediction of your own residuals (see prediction docs)

  2. Check with compliance.

  3. Use set_repository() method to point people to a page containing information.

  4. Add to the rewards for good prediction determined daily.

Why is Intech allowing other funds to use this?

Read the book.

book

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