{
  "id": 325280,
  "title": "Silver-zone submission with exponential moving average?",
  "url": "/competitions/g-research-crypto-forecasting/discussion/325280",
  "author_name": "",
  "post_date": "2022-05-15T17:02:00.341108900Z",
  "votes": 11,
  "comment_count": 3,
  "views": 0,
  "content": "<p><a href=\"https://www.kaggle.com/code/truefit/crypto-baseline/notebook?scriptVersionId=86739910\" target=\"_blank\">Here</a>'s a notebook which a competitor made public, which I haven't seen get any attention, and I don't understand why.</p>\n<p>Looks like it's incredible simple - just take an exponential moving average (with alpha=.9) of the previous <code>High / Close - 1</code></p>\n<p>The runtime is 26.1s, and scored 0.0145 (silver medal).</p>\n<p>Am I reading this right, and this is a really simple, highly efficient solution which scored silver?</p>",
  "messages": [
    {
      "id": "1791131",
      "postDate": "05/15/2022 17:02:00",
      "content": "<p><a href=\"https://www.kaggle.com/code/truefit/crypto-baseline/notebook?scriptVersionId=86739910\" target=\"_blank\">Here</a>'s a notebook which a competitor made public, which I haven't seen get any attention, and I don't understand why.</p>\n<p>Looks like it's incredible simple - just take an exponential moving average (with alpha=.9) of the previous <code>High / Close - 1</code></p>\n<p>The runtime is 26.1s, and scored 0.0145 (silver medal).</p>\n<p>Am I reading this right, and this is a really simple, highly efficient solution which scored silver?</p>",
      "rawMarkdown": "[Here](https://www.kaggle.com/code/truefit/crypto-baseline/notebook?scriptVersionId=86739910)'s a notebook which a competitor made public, which I haven't seen get any attention, and I don't understand why.\n\nLooks like it's incredible simple - just take an exponential moving average (with alpha=.9) of the previous `High / Close - 1`\n\nThe runtime is 26.1s, and scored 0.0145 (silver medal).\n\nAm I reading this right, and this is a really simple, highly efficient solution which scored silver?",
      "votes": null
    },
    {
      "id": "1791589",
      "postDate": "05/16/2022 06:50:17",
      "content": "<p>Highly unstable corr oscillating between -0.1 and 0.1 on a weekly basis. Seems like a high variance solution that got lucky. </p>",
      "rawMarkdown": "Highly unstable corr oscillating between -0.1 and 0.1 on a weekly basis. Seems like a high variance solution that got lucky.",
      "votes": null
    },
    {
      "id": "1792691",
      "postDate": "05/17/2022 07:52:49",
      "content": "<p>Crypto market is unstable, the market is evolving rapidly. That's one of the reason why I did not spend much time on this competition… It seems that winners have similar solution/feature.</p>",
      "rawMarkdown": "Crypto market is unstable, the market is evolving rapidly. That's one of the reason why I did not spend much time on this competition... It seems that winners have similar solution/feature.",
      "votes": null
    },
    {
      "id": "1793486",
      "postDate": "05/18/2022 00:23:05",
      "content": "<p>Users, in general, don't pay attention on Contributors/beginners. And many times they are beginners only on Kaggle.</p>",
      "rawMarkdown": "Users, in general, don't pay attention on Contributors/beginners. And many times they are beginners only on Kaggle.",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 1791589,
      "author_name": "lucasmorin",
      "author_url": "",
      "post_date": "05/16/2022 06:50:17",
      "content": "<p>Highly unstable corr oscillating between -0.1 and 0.1 on a weekly basis. Seems like a high variance solution that got lucky. </p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 1792691,
      "author_name": "yuanzhezhou",
      "author_url": "",
      "post_date": "05/17/2022 07:52:49",
      "content": "<p>Crypto market is unstable, the market is evolving rapidly. That's one of the reason why I did not spend much time on this competition… It seems that winners have similar solution/feature.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 1793486,
      "author_name": "mpwolke",
      "author_url": "",
      "post_date": "05/18/2022 00:23:05",
      "content": "<p>Users, in general, don't pay attention on Contributors/beginners. And many times they are beginners only on Kaggle.</p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "1791131": "[Here](https://www.kaggle.com/code/truefit/crypto-baseline/notebook?scriptVersionId=86739910)'s a notebook which a competitor made public, which I haven't seen get any attention, and I don't understand why.\n\nLooks like it's incredible simple - just take an exponential moving average (with alpha=.9) of the previous `High / Close - 1`\n\nThe runtime is 26.1s, and scored 0.0145 (silver medal).\n\nAm I reading this right, and this is a really simple, highly efficient solution which scored silver?",
    "1791589": "Highly unstable corr oscillating between -0.1 and 0.1 on a weekly basis. Seems like a high variance solution that got lucky.",
    "1792691": "Crypto market is unstable, the market is evolving rapidly. That's one of the reason why I did not spend much time on this competition... It seems that winners have similar solution/feature.",
    "1793486": "Users, in general, don't pay attention on Contributors/beginners. And many times they are beginners only on Kaggle."
  },
  "source": "meta"
}