{ "id": 543352, "title": "What is meaning of weight in this dataset?", "url": "/competitions/jane-street-real-time-market-data-forecasting/discussion/543352", "author_name": "", "post_date": "2024-10-30T03:46:23.935875500Z", "votes": 2, "comment_count": 5, "views": 0, "content": "

I try understand what is the meaning of weight in this dataset?

\n", "messages": [ { "id": "3031737", "postDate": "10/30/2024 03:46:23", "content": "

I try understand what is the meaning of weight in this dataset?

\n", "rawMarkdown": "I try understand what is the meaning of weight in this dataset? \n- `weight` can be volume or oppontinty events for trading", "votes": null }, { "id": "3032494", "postDate": "10/31/2024 00:46:11", "content": "

You can first take a look at the evaluation metric for the competition.

", "rawMarkdown": "You can first take a look at the evaluation metric for the competition.", "votes": null }, { "id": "3032629", "postDate": "10/31/2024 06:54:10", "content": "

As described by the competition:
\nweight - The weighting used for calculating the scoring function.
\nyou can also check this notebook shared by @carlolepelaars it has some great insight about the evaluation metric.

", "rawMarkdown": "As described by the competition:\nweight - The weighting used for calculating the scoring function. \nyou can also check this [notebook](https://www.kaggle.com/code/carlolepelaars/understanding-the-metric-weighted-r-squared) shared by @carlolepelaars it has some great insight about the evaluation metric.", "votes": null }, { "id": "3034290", "postDate": "11/02/2024 01:38:17", "content": "

I think you can look up the notes, some experts have posted an analysis.

", "rawMarkdown": "I think you can look up the notes, some experts have posted an analysis.", "votes": null }, { "id": "3035572", "postDate": "11/03/2024 15:46:21", "content": "

Weight is the portion of total asset under control that devoted into a single signal or trade.

", "rawMarkdown": "Weight is the portion of total asset under control that devoted into a single signal or trade.", "votes": null }, { "id": "3078587", "postDate": "12/22/2024 14:27:31", "content": "

Not only for scoring purposes, but based on the description of the previous competition, it seems that weight also has significance in that multiplying it by responder represents the return on the trade.

\n

https://www.kaggle.com/competitions/jane-street-market-prediction/data

\n
\n

Each trade has an associated weight and resp, which together represents a return on the trade.

\n
", "rawMarkdown": "Not only for scoring purposes, but based on the description of the previous competition, it seems that `weight` also has significance in that multiplying it by `responder` represents the return on the trade.\n\nhttps://www.kaggle.com/competitions/jane-street-market-prediction/data\n> Each trade has an associated weight and resp, which together represents a return on the trade.", "votes": null } ], "comments": [ { "id": 3032494, "author_name": "yunsuxiaozi", "author_url": "", "post_date": "10/31/2024 00:46:11", "content": "

You can first take a look at the evaluation metric for the competition.

", "votes": null, "replies": [] }, { "id": 3032629, "author_name": "younesbenalia", "author_url": "", "post_date": "10/31/2024 06:54:10", "content": "

As described by the competition:
\nweight - The weighting used for calculating the scoring function.
\nyou can also check this notebook shared by @carlolepelaars it has some great insight about the evaluation metric.

", "votes": null, "replies": [] }, { "id": 3034290, "author_name": "haobinmao", "author_url": "", "post_date": "11/02/2024 01:38:17", "content": "

I think you can look up the notes, some experts have posted an analysis.

", "votes": null, "replies": [] }, { "id": 3035572, "author_name": "farhankardan", "author_url": "", "post_date": "11/03/2024 15:46:21", "content": "

Weight is the portion of total asset under control that devoted into a single signal or trade.

", "votes": null, "replies": [] }, { "id": 3078587, "author_name": "fumihikonakamura", "author_url": "", "post_date": "12/22/2024 14:27:31", "content": "

Not only for scoring purposes, but based on the description of the previous competition, it seems that weight also has significance in that multiplying it by responder represents the return on the trade.

\n

https://www.kaggle.com/competitions/jane-street-market-prediction/data

\n
\n

Each trade has an associated weight and resp, which together represents a return on the trade.

\n
", "votes": null, "replies": [] } ], "raw_markdown_by_id": { "3031737": "I try understand what is the meaning of weight in this dataset? \n- `weight` can be volume or oppontinty events for trading", "3032494": "You can first take a look at the evaluation metric for the competition.", "3032629": "As described by the competition:\nweight - The weighting used for calculating the scoring function. \nyou can also check this [notebook](https://www.kaggle.com/code/carlolepelaars/understanding-the-metric-weighted-r-squared) shared by @carlolepelaars it has some great insight about the evaluation metric.", "3034290": "I think you can look up the notes, some experts have posted an analysis.", "3035572": "Weight is the portion of total asset under control that devoted into a single signal or trade.", "3078587": "Not only for scoring purposes, but based on the description of the previous competition, it seems that `weight` also has significance in that multiplying it by `responder` represents the return on the trade.\n\nhttps://www.kaggle.com/competitions/jane-street-market-prediction/data\n> Each trade has an associated weight and resp, which together represents a return on the trade." }, "source": "meta" }