💡Data and Tools
To forge your personalized signal within the realm of ShockwavAI, your foremost step entails acquiring stock market data.
GitBook tip: A succinct video overview is a great way to introduce folks to your product. Embed a Loom, Vimeo or YouTube video and you're good to go! We love this video from the fine folks at Loom as a perfect example of a succinct feature overview.
Data and Instruments
Are you a data scientist without access to stock market data? Consider joining the ShockwavAI Tournament instead.
If stock market data isn't already at your disposal, an array of cost-effective or free data providers awaits online, including Yahoo Finance, Quandl, and Koyfin. Platforms like QuantConnect and Alpaca simplify the signal creation process as well.
Peruse this forum thread for an inventory of widely favored data sources, platforms, and tools endorsed by our vibrant community. Uncovering exceptional and distinctive datasets stands as the cornerstone of fashioning original signals.
Cosmic Realm
Within the ShockwavAI Signals stock market realm, an extensive panorama envelops approximately the world's foremost 5000 largest stocks.
Though the universe refreshes weekly, the influx or exit of stocks remains modest on any given week, predominantly encompassing a couple of low-volume stocks.
By accessing the latest universe file, you can remain attuned to the current scope. The historical universe can be examined through the historical targets file.
This document encompasses multiple target columns. Scoring and evaluation are grounded solely on target_3d. Target values emerge once they have resolved, occurring respectively 11 and 33 days after the round's commencement.
Submission
When you submit a signal to ShockwavAI Signals, a minimum of two columns is obligatory: A cusip, sedol, or shockwave_ticker column - the provided values must align with the ticker type specified in the header.
A signal column - values must dwell between 0 and 1 (exclusive). Moreover, for a submission's validation: A minimum of 10 rows brimming with predictions for tickers within the Signals stock market domain for the current live timeframe is imperative. A ticker's presence within the present live timeframe must be singular. Submissions featuring exclusively two columns are presumed to pertain to the immediate live timeframe. Additionally, you have the option to upload your signal across a historical validation timeframe to garner diagnostic metrics concerning your performance, risk analysis, and prospective earnings. The validation duration spans from 20130104 to the present.
Submissions that encompass the validation timeframe necessitate two supplementary columns: A friday_date column - values must correspond to Fridays, as week cycles initiate on Fridays within ShockwavAI Signals. A data_type column - values can solely be live or validation. Rows with a data_type of live should denote the most recent Friday's date.
Feel free to download the most recent model submission here.