Hello All! 

We're looking for feedback on a proposed new scoring function for Insights. This metric would allow algorithms to be compared so we can provide a cut off for acceptance to Alpha Streams -- we've laid out the research in the notebook attached and would love your feedback!

We've laid out the reasoning below, but briefly, we propose using a Kelly Criterion estimate and the p-value of that estimate to measure the significance of Insight accuracy. The goal is to provide a way to evaluate Insights, their accuracy, and the statistical significance of the estimated Kelly Criterion.

If you have suggestions please clone the notebook and attach your own suggestion!