Correlation Check
I am not able to understand how we are calculating correlation across competitions and within competitions, ideally If I have a better sharpe alpha ideally despite of correlation they should be considered for scoring.
Example :
Suppose I submitted a very bad sharpe , unpolished submission with very low sharpe, but in subsequent competitions I improved it and sharpe was raised significantly , then it should be considered, else its a loss for both the platform and individual . And this is a common practice across various quant competitions like if you improve sharpe by say 10% compared to previous submission, it should be considered.
My signal_7b2787a70db19dd8 has the highest sharpe across both competitions , more than 10% compared to any previous submission by anybody, still ist not considered.
On the other hand I see a lot of signals by user " braxtonmensah" which has almost same city novelty, still considered in the qualified signals .
This is very hard to understand and hence not able to iterate further , seems like a coin toss or luck whether your signal will be qualified or not.
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