Quantitative models and metrics used in the SIG at UCSD quarterly stock pitches.
Project description
SIGPytch
Quantitative models and metrics used in the SIG at UCSD quarterly stock pitches.
Table of Contents
Installation
pip install sigpytch
Requirements
This library requires the following dependencies:
- pandas>=1.4.0
- scikit-learn>=1.1.13
- tensorflow>=2.11.0
Metrics
sigpytch.metrics
rolling_sharpe
Models
sigpytch.forecasters
LSTMForecaster
Contributing
Reach out to Pranay to be added as a contributor to this repository.
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