Share New Research 
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!
Thanks,
Jack
Jovad Uribe
Hi Jack,
I just came across this and it is very interesting. I'll be taking a deeper look into this notebook sometime this week.
Jack Simonson
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