Some resources related to the M6-Forecasting competition. This site maintained by yours truly, an employee of one of the contest sponsors, Intech Investments. Code is provided subject to the MIT License (and all disclaimers therein). Nothing here should be construed as investment advice, or even contest entry advice. Always refer to the official rules.
- Contest site
- Rules as of Oct 7, 2021
- Rule clarifications
- Paper soon. See notebook examples
See also PYTHON_PACKAGES.md
- Elo ratings of autonomous time-series prediction algorithms judged against live data.
- Listing of popular Python time-series packages, including features, causality and so forth.
(PR's welcome)
Much more once the portfolios are announced. Stay tuned for live streams and predictions of the same, if you suspect that short-horizon co-dependencies and volatilities might somehow relate to longer horizons.
- Public API for time-series
- Example csv
- Tutorial on retrieving time-series data using microprediction package.
- IEX API and example scripts from Numerai
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The future of forecasting competitions, according to the experts
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How Good is Your Algorithm at Predicting Stock Prices Really?
See ARTICLES.md for more.
- Daily $125 contest for short-term distributional prediction of crypto-currencies and stocks, including variances and co-variances, et cetera.
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