{
  "id": 323803,
  "title": "Intepretation of Scores",
  "url": "/competitions/g-research-crypto-forecasting/discussion/323803",
  "author_name": "",
  "post_date": "2022-05-08T13:23:34.480497500Z",
  "votes": 3,
  "comment_count": 2,
  "views": 0,
  "content": "<p>First of all congratulations all the winners and the participants! Thank you G-Research for hosting this amazing competition. It was such a great learning experience. </p>\n<p>With all humility, I would like to understand how good are the scores from practical trading point of view. I lack Quant background, so please point out if I am missing something.</p>\n<p>My interpretation is that 0.03 correlation is not very strong, so may not be useful in actual trading scenario. Is this interpretation correct?</p>",
  "messages": [
    {
      "id": "1781400",
      "postDate": "05/08/2022 13:23:34",
      "content": "<p>First of all congratulations all the winners and the participants! Thank you G-Research for hosting this amazing competition. It was such a great learning experience. </p>\n<p>With all humility, I would like to understand how good are the scores from practical trading point of view. I lack Quant background, so please point out if I am missing something.</p>\n<p>My interpretation is that 0.03 correlation is not very strong, so may not be useful in actual trading scenario. Is this interpretation correct?</p>",
      "rawMarkdown": "First of all congratulations all the winners and the participants! Thank you G-Research for hosting this amazing competition. It was such a great learning experience. \n\nWith all humility, I would like to understand how good are the scores from practical trading point of view. I lack Quant background, so please point out if I am missing something.\n\n My interpretation is that 0.03 correlation is not very strong, so may not be useful in actual trading scenario. Is this interpretation correct?",
      "votes": null
    },
    {
      "id": "1788375",
      "postDate": "05/13/2022 20:51:19",
      "content": "<p>These scores are correlation to the return residualised to the market component. So it is, in fact, a slightly harder problem than just predicting returns. </p>",
      "rawMarkdown": "These scores are correlation to the return residualised to the market component. So it is, in fact, a slightly harder problem than just predicting returns.",
      "votes": null
    },
    {
      "id": "1790450",
      "postDate": "05/15/2022 00:28:32",
      "content": "<p>In crypto trading almost all organisations do hft so I guess a 0.03 corr can still be useful? Just my guess, I have no real world experience with crypto trading. </p>",
      "rawMarkdown": "In crypto trading almost all organisations do hft so I guess a 0.03 corr can still be useful? Just my guess, I have no real world experience with crypto trading.",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 1788375,
      "author_name": "vuk1998",
      "author_url": "",
      "post_date": "05/13/2022 20:51:19",
      "content": "<p>These scores are correlation to the return residualised to the market component. So it is, in fact, a slightly harder problem than just predicting returns. </p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 1790450,
      "author_name": "chiloiho",
      "author_url": "",
      "post_date": "05/15/2022 00:28:32",
      "content": "<p>In crypto trading almost all organisations do hft so I guess a 0.03 corr can still be useful? Just my guess, I have no real world experience with crypto trading. </p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "1781400": "First of all congratulations all the winners and the participants! Thank you G-Research for hosting this amazing competition. It was such a great learning experience. \n\nWith all humility, I would like to understand how good are the scores from practical trading point of view. I lack Quant background, so please point out if I am missing something.\n\n My interpretation is that 0.03 correlation is not very strong, so may not be useful in actual trading scenario. Is this interpretation correct?",
    "1788375": "These scores are correlation to the return residualised to the market component. So it is, in fact, a slightly harder problem than just predicting returns.",
    "1790450": "In crypto trading almost all organisations do hft so I guess a 0.03 corr can still be useful? Just my guess, I have no real world experience with crypto trading."
  },
  "source": "meta"
}