Zakk-Yang / m6-prizewinning

Prize-winning solution to the M6 Forecasting Competition

Prize-winning submission to the M6 competition

Hello everybody

Here's a repo which I used to make submissions to the M6 Forecasting Competition.

If you check the file how-to-submit.md, that'll show the steps I went through each month.

For the last three months, for the investment part, I just put everything in the DRE stock, as by then it had become constant.

I'll put together a proper write-up, but for now here's everything I used!

Summary

Backtest as many strategies as possible for the past 3 months, and pick whatever works best. No manual adjustments, I don't know anything about finance.

What prize did this win?

Second place in Q1 ($6,000).

Why 'wound-ignite'?

This repo is a fork of https://github.com/microprediction/precise. GitHub doesn't allow for private forks, so I had to push to a new repo with a differet name. wound-ignite is what some random name generator gave me. Unfortunately, I don't have a better story.

Thanks!

Thanks to all the M6 Competition organisers, and to all participants. In particular, thanks to Peter Cotton, whose library precise I made extensive use of.