https://github.com/microprediction/m6

M6-Forecasting competition
https://github.com/microprediction/m6

Last synced: about 1 month ago
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M6-Forecasting competition

• Host: GitHub
• URL: https://github.com/microprediction/m6
• Owner: microprediction
• License: mit
• Created: 2021-10-07T16:47:26.000Z (about 3 years ago)
• Default Branch: main
• Last Pushed: 2024-01-21T12:07:56.000Z (11 months ago)
• Last Synced: 2024-09-27T12:47:00.609Z (3 months ago)
• Language: Jupyter Notebook
• Size: 14.3 MB
• Stars: 41
• Watchers: 6
• Forks: 12
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

• awesome-time-series - m6 - Competition](https://mofc.unic.ac.cy/the-m6-competition/) (📦 Packages / Python)

README

        
# M6 Competition

Not everything here is subject to posterior bias :)

- See [PRIOR.md](https://github.com/microprediction/m6/blob/main/PRIOR.md) for prev version of this README.md

### Official rules & contest site

- [Contest site](https://mofc.unic.ac.cy/the-m6-competition/)

- [Rules](https://github.com/microprediction/m6/blob/main/docs/M6-forecasting-competition-Guidelines-20210908.pdf) as of Oct 7, 2021

- [Rule clarifications](https://github.com/microprediction/m6/blob/main/docs/clarifications.md)

### Methodologies of top performers

- See [medium reading list](https://medium.com/@microprediction/list/m6-financial-forecasting-competition-2d50ce33b3bd)  

- See [M6-methods](https://github.com/Mcompetitions/M6-methods/tree/main) repo maintained by 

### Organizers take

- See [working paper](https://arxiv.org/abs/2310.13357)

- [Call for papers](https://www.sciencedirect.com/journal/international-journal-of-forecasting/about/call-for-papers#the-m6-forecasting-competition) before July 2024

- Submit [here](https://www2.cloud.editorialmanager.com/ijf/default2.aspx)

### My take on the contest

- See [article](https://medium.com/geekculture/the-options-market-beat-94-of-participants-in-the-m6-financial-forecasting-contest-fa4f47f57d33)

### Data

- See [data](https://github.com/microprediction/m6/tree/main/data) including submissions.csv which contains all submissions.