endersgame 1.0.1

Online autonomous time series prediction of near martingales

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

Contest

Play the game! You might win some cash or even have ongoing upside.

Contest notebook	Description
Mean reversion	A minimalist contest entry notebook
Mean reversion attacker	Illustrates use of the Attacker class
Momentum attacker	Illustrates use of running calculations
Regression Attacker	Illustrates running regression pattern

See the discord channel and CrunchDAO.com.