Online autonomous time series prediction of near martingales
Project description
endersgame 
Utilities to help build Attackers that detect small departures from martingality in time-series.
About
This package is intended to make life simpler for those participating in an ongoing tournament at CrunchDAO.com, although it hopefully has independent interest. For instance, you might build on Attacker or examples herein to help find signal in your model residuals.
- Colab notebooks demonstrating
Attacker. - See the README in attacker.md.
- It's also highly recommended to read the FAQ.md.
Install
Stable:
pip install endersgame
Latest:
pip install git+https://github.com/microprediction/endersgame.git
Contributing
Play the game! You might win some cash or even have ongoing upside. See the discord channel and CrunchDAO.com.
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