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AI Hedge Fund Goes Live on Ethereum

195 点作者 pcmonk将近 8 年前

11 条评论

Animats将近 8 年前
Numerai combines two things - a prediction competition, and yet another complicated and obfuscated crypto coin scheme.<p>The prediction competition is like the Netflix Prize [1]. They give you a data set and a prediction goal, you submit an algorithm, and there&#x27;s a winner. OK, although if you can do well at that, you&#x27;re wasting your time giving your results to Numerai. You&#x27;re competing for a total payout of $15K&#x2F;month.<p>Then, for no particularly good reason, this is combined with some smart contract &#x2F; crypto coin scheme. Other than for PR purposes, it&#x27;s not clear what the gain is. Everybody is dealing with Numerai; it&#x27;s not a many-to-many system. It&#x27;s more like airline reward points.<p>The hedge fund itself doesn&#x27;t use Etherium; it&#x27;s completely traditional.[2]<p>[1] <a href="https:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Netflix_Prize" rel="nofollow">https:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Netflix_Prize</a> [2] <a href="https:&#x2F;&#x2F;www.forbes.com&#x2F;sites&#x2F;laurashin&#x2F;2017&#x2F;02&#x2F;21&#x2F;this-is-the-worlds-first-cryptocurrency-issued-by-a-hedge-fund&#x2F;#a76df0760b69" rel="nofollow">https:&#x2F;&#x2F;www.forbes.com&#x2F;sites&#x2F;laurashin&#x2F;2017&#x2F;02&#x2F;21&#x2F;this-is-th...</a>
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chollida1将近 8 年前
One of my favorite things about the stock market is you know exactly how good you are at all times. Your bank roll is your track record and its very black and white.<p>Has anyone seen any returns for Numerai? They&#x27;ve been around for a while and I wish they would &quot;put up or shut up&quot; as the saying goes. I see that they have paid out money to developers but its not clear if the fund itself is generating alpha above their benchmark index or not.<p>One of my jobs is to review people who claim to have created algos that can generate alpha. Sadly it&#x27;s very common for people to talk a big game about the returns they can generate, but then are unable to show any reliable track record when pressed.<p>Some of reasons I&#x27;ve heard:<p>- well we weren&#x27;t actually trading, this is just all theoretical results<p>- well we didn&#x27;t include the first 6 months of the year as we weren&#x27;t profitable yet<p>- yes if you don&#x27;t include theses particular trades we were profitable.<p>- yes we made money, its just that the market itself made more with less volatility.<p>I really would like Numerai to succeed, mostly because I&#x27;m interested in if the idea of mixing 1000&#x27;s of models together and letting people vote on their weightings can succeed.
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jcfrei将近 8 年前
I think it&#x27;s important to point out that this is their second attempt at making a hedge fund with crowdsourced investment strategies. Their first attempt failed because they would pay out rewards (bitcoins) based on the performance in a historical benchmark. This made the whole machine learning competition susceptible to intentional overfitting (common problem in the HF world). They outline the problem in their white paper: <a href="https:&#x2F;&#x2F;numer.ai&#x2F;whitepaper.pdf" rel="nofollow">https:&#x2F;&#x2F;numer.ai&#x2F;whitepaper.pdf</a>
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hendzen将近 8 年前
Here&#x27;s the issues I have with Numerai -<p>1) Bullshit marketing where they advertise the usage of &quot;homomorphic encryption&quot;. If you&#x27;ve looked at their datasets they are most likely taking some fundamental and pricing factors and then performing min&#x2F;max scaling. Nothing too crazy... and I think it would be possible to reconstruct which stock each observation corresponded to given some effort.<p>2) Professional quants care a lot about the way their features are constructed. The type of data you are looking at affects the type of model you would use... e.g. some kind of GARCH process for lagged time series data vs something different for sector betas, etc.<p>3) Given (1) there is an insider trading opportunity to reconstruct the underlying data and then submit predictions based on unknown or illegally sourced features.
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skynode将近 8 年前
I&#x27;d rather geek out at Quantopian, than play <i>latest-tech-buzzwords</i> with these guys. Definitely, a sucker game.
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juskrey将近 8 年前
Why do anything if you just can raise and raise and raise money?
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siliconc0w将近 8 年前
What would be pretty cool is a DAO that takes in money and models, auto invests, and pays out to investors and data scientists. I don&#x27;t really know enough about Ethereum to see if that is possible to encode into a smart contract.
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nyolfen将近 8 年前
the embedded video reminds me of this: <a href="https:&#x2F;&#x2F;twitter.com&#x2F;Imperium1770&#x2F;status&#x2F;860839761921138688" rel="nofollow">https:&#x2F;&#x2F;twitter.com&#x2F;Imperium1770&#x2F;status&#x2F;860839761921138688</a>
wslh将近 8 年前
Is AI fine with this? The few hedge funds I know work more using quant brains that discover models than AI.
simondlr将近 8 年前
Curious to know what future plans there are with this. The mention of DAOs seem interesting?
45h34jh53k4j将近 8 年前
I think turning your back on BTC is the worst mistake you could make. Enjoy your ride down with ETH, as it struggles under the weight of (scam) ICOs.
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