Peter Cotton (microprediction)

microprediction

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Company:Intech Investment Management, LLC

Location:06820

Home Page:https://microprediction.medium.com/

Twitter:@phdcotton

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Peter Cotton's repositories

microprediction

If you can measure it, consider it predicted

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precise

World beating online covariance and portfolio construction.

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humpday

Elo ratings for global black box derivative-free optimizers

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timeseries-notebooks

Hello world univariate examples for a variety of time series packages.

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winning

Inference of relative ability from winning probabilities

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m6

M6-Forecasting competition

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optimizer-elo-ratings

Assigns Elo Ratings to Python Global Optimizers

microactors-causality

Examples of causality maps for time series driven by GitHub actions

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monteprediction_colab_examples

Monte Carlo Submission Examples

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Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

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home

home page of sorts

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firstdown

NFL first down strategy

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csvsdataset

Dataset from multiple CSV files

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micromonte_colab_examples

Example colab notebooks to enter contest

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moment

MOMENT: A Family of Open Time-series Foundation Models

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monteprediction

Monte Prediction Utilities

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offline

Demonstrates one pattern for offline estimation

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correlationbounds

Tiny utility for correlation bounds by brute force

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skfolio

Python library for portfolio optimization built on top of scikit-learn

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csp

csp is a high performance reactive stream processing library, written in C++ and Python

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endersnotebooks

Enders Game Notebook Examples

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endersriver

Enders Game utilities that involve the river package

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foundationalprediction

Resources for foundational models adapted to time-series and other prediction tasks

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microtutorial

microprediction stream creation tutorial

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river

🌊 Online machine learning in Python

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