Skip to content

microprediction/m6entry

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

20 Commits
 
 
 
 
 
 
 
 

Repository files navigation

m6entry

Code used to sneak into the top 10 overall in the M6 Financial Forecasting competition.

See the post to discuss it, or the article.

Overview

A diversified long-only portfolio informed by option market volatilities.

Steps taken each month

  1. Update volatilitydata.py manually.
  2. Update earnings.py manually.
  3. Run step_1_probs.py
  4. Run step_2_portfolio.py

I got lazy and didn't update after June.

About

No description, website, or topics provided.

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages