m6

Some resources related to the M6-Forecasting competition. Pull requests welcome.

Official rules

• Contest site
• Rules as of Oct 7, 2021
• Rule clarifications

Python time-series packages

See also PYTHON_PACKAGES.md

• Elo ratings of autonomous time-series prediction algorithms judged against live data.
• Listing of popular Python time-series packages, including features, causality and so forth.

Practice data

• Public API for time-series
• Example csv
• Tutorial on retrieving time-series data using microprediction package.
• IEX API and example scripts from Numerai

Articles

• How to train for the M6 Financial Foreasting Competition
• The future of forecasting competitions, according to the experts

See ARTICLES.md for more.

Practice contests

• Daily contest for short-term distributional prediction of crypto-currencies
• Electricity prediction contest