Utilities for M6 Financial Forecasting Competition
Project description
m6
Some resources related to the M6-Forecasting competition. Pull requests welcome.
Official rules
- Contest site
- Rules as of Oct 7, 2021
- Rule clarifications
Python time-series packages
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.
Practice data
- Public API for time-series
- Example csv
- Tutorial on retrieving time-series data using microprediction package.
- IEX API and example scripts from Numerai
Articles
- How to train for the M6 Financial Foreasting Competition
- The future of forecasting competitions, according to the experts
See ARTICLES.md for more.
Practice contests
- Daily contest for short-term distributional prediction of crypto-currencies
- Electricity prediction contest
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