Signal Exports

To export signals to Numerai from your algorithm, during initialization, add a Numerai signal export provider.

SignalExport.AddSignalExportProviders(new NumeraiSignalExport(publicId, secretId, modelId, fileName));

self.signal_export.add_signal_export_providers(NumeraiSignalExport(publicId, secretId, modelId, fileName))

The NumeraiSignalExport constructor accepts the following arguments:

You can add multiple signal export providers to a single algorithm.

Our Numerai integration supports signals for US Equities.

The Numerai Signals stock market universe covers roughly the top 5,000 largest stocks in the world. The universe available on QuantConnect that's the closest match to the Numerai Signals universe is the CRSP US Total Market Index, which represents approximately 100% of the investable US Equity market regularly traded on the New York Stock Exchange and Nasdaq. This Index doesn't contain all of the stocks in the Numerai Signals universe, but you don't need to submit signals for all the stocks in the Numerai Signals universe.

To get the constituents of the CRSP US Total Market Index, add an ETF constituents universe for the Vanguard Total Stock Market ETF, VTI.

UniverseSettings.Asynchronous = true;
_etfSymbol = AddEquity("VTI").Symbol;
AddUniverse(Universe.ETF(_etfSymbol));

self.universe_settings.asynchronous = True
self.etf_symbol = self.add_equity("VTI").symbol 
self.add_universe(self.universe.etf(self.etf_symbol))

Every Tuesday, Wednesday, Thursday, Friday, and Saturday of the week, a new round is open for you to submit signals. Saturday rounds open at 18:00 UTC, and the submission window is open until Monday 14:30 UTC. Weekday rounds open at 13:00 UTC, and the submission window is open for 1 hour. For more information about the competition rounds, see Rounds in the Numerai documentation.

To schedule your submissions, you can set a Scheduled Event during initialization.

Schedule.On(
    DateRules.EveryDay(_etfSymbol),
    TimeRules.At(13, 0, TimeZones.Utc), 
    SubmitSignals);

self.schedule.on(
    self.date_rules.every_day(self.etf_symbol),
    self.time_rules.at(13, 0, TimeZones.UTC), 
    self.submit_signals)

To send targets, pass a list of PortfolioTarget objects to the SetTargetPortfolio method. The method returns a boolean that represents if the targets were successfully sent to Numerai Signals. In this situation, the number you pass to the PortfolioTarget constructor represents the portfolio weight. Don't use the PortfolioTarget.Percent method.

var success = SignalExport.SetTargetPortfolio(targets);

success = self.signal_export.set_target_portfolio(targets)

When you submit signals to Numerai, abide by the following rules:

• All signals must have a quantity between 0 and 1 (exclusive)
• You must submit at least 10 different signals per submission
• At least one of the weights in every batch of signals must be unique