Invest Like The Best
Episode 102 Crowdsourcing Predictive Algorithms
Invest Like The Best

Episode 102: Crowdsourcing Predictive Algorithms

Invest Like The Best

Episode 102

Crowdsourcing Predictive Algorithms

Richard Craib is the founder and CEO of Numerai. We discussed machine learning, blockchain, and how Numerai uses both to build better investing models.

This episode is brought to you by:

Fidelity Investments. Fidelity Investments is constantly researching and experimenting with emerging technologies like crypto assets and blockchain to improve the lives of their customers. Fidelity provides a comprehensive set of products and services to individual investors, employers, and financial advisory firms.

[00:02:32] – How he came up with Numerai and how it related to his background

[00:04:08] – How he works with and models the data for his system

[00:05:24] – Describing machine learning as it relates to his work, and specifically linear regression

[00:07:11] – The important stages in his sequence

[00:08:46] – How the scale in the number of data scientists they use is different from other areas

[00:11:30] – Which is the most important aspect of creating alpha; their data, algorithm work, proprietary ensembling of those algorithms.

[00:14:30] – The idea of staking in blockchain

[00:17:30] – Does the magnitude of the stake matter in blockchain

[00:19:10] – Understanding the full incentive structure for both staked and unstaked work

[00:21:07] – How is the prize pool determined

[00:22:29] – Philosophy on how to source interesting data

[00:26:11] – His thoughts on the crowd model and the wisdom of crowds

[00:27:12] – The size of stakers for Numerai

[00:27:51] – Interpreting the models and knowing when something is broken

[00:30:03] – How they think about people not submitting their models

[00:31:48] – Their model building

[00:32:39] – Most interesting set of things they are working on to improve the overall process

[00:37:11] – How people can come along with their own data

[00:39:00] – His thoughts on the quantitative investment community

[00:40:44] – What else is interesting him in the hedge fund world

[00:44:03] – Building a marketplace and staving off competition

[00:46:16] – Kindest thing anyone has done for him

Crowdsourcing Predictive Algorithms

Introduction

Patrick
I intentionally avoid the world of quantitative investing on this podcast. The whole point of this format is to learn about many different fields and the vast majority of my time is already spent in the quant world. Occasionally, I've broken this rule because of something unique, including this week's conversation with Richard Craib, the founder and CEO of Numerai. If you listen to the podcast often, you'll have heard me reference Numerai, a hedge fund which blends quant investing, cryptocurrencies, crowdsourcing, and machine learning. Talk about a PR company's dream. One important note, Numerai is both incredibly open and very secretive. You may sense a bit of frustration on my part, but that is only because as a fellow quant who loves details about data and modeling, we couldn't go deeper into the details on the record.

We discussed how Numerai has created an incentive structure to work with data scientists around the world in an attempt to build better investing models. The idea of having data scientist stake cryptocurrency in support of the quality of their models is fascinating to me. Like many hedge funds, Numerai doesn't share its track record, so we don't know if this works. But I hope you, like me, use this conversation as inspiration for how different technologies can intersect.

Access the full transcript
Sign in or register to view episode transcripts.

Contact

Get in touch at help@joincollossus.com