Hello everybody
Here's a repo which I used to make submissions to the M6 Forecasting Competition.
If you check the file how-to-submit.md
, that'll show the steps I went through each month.
For the last three months, for the investment part, I just put everything in the DRE
stock, as by then it had become constant.
I'll put together a proper write-up, but for now here's everything I used!
Backtest as many strategies as possible for the past 3 months, and pick whatever works best. No manual adjustments, I don't know anything about finance.
Second place in Q1 ($6,000).
This repo is a fork of https://github.com/microprediction/precise. GitHub doesn't allow for private forks, so
I had to push to a new repo with a differet name. wound-ignite
is what some random name generator gave me.
Unfortunately, I don't have a better story.
Thanks to all the M6 Competition organisers, and to all participants. In particular, thanks to Peter Cotton, whose library precise
I made extensive use of.