Biweekly Season 1, Cycle 1

this contest is very tricky. my advice is slow down your features, massively. longer lookback periods. the hurdle rate to clear 5bps cost is pretty high but we've chosen a reasonably long target to make it achievable. If you want to ignore the target and do Millenium 101 alphas style signals, do so at your own risk. It's very tricky. you can also exponentially moving average smooth your predictions. we're counting on all of you to do well; it's very challenging to say the least.