R and Python scripts to: i) Download historical prices data for the M6 universe assets ii) Compute RPS and IR for a given evaluation period
solitudeforsanity/M6-methods
Data, Benchmarks, and methods submitted to the M6 forecasting competition
Python
Data, Benchmarks, and methods submitted to the M6 forecasting competition
Python
R and Python scripts to: i) Download historical prices data for the M6 universe assets ii) Compute RPS and IR for a given evaluation period