Utilities to help build Attackers that detect small departures from martingality in time-series.
Play the game at CrunchDAO.com! You might win some cash or even have ongoing upside.
| Contest notebook | Description |
|---|---|
| Mean reversion attacker | Illustrates use of the Attacker class |
| Momentum attacker | Illustrates use of running calculations |
| Regression Attacker | Illustrates running regression pattern |
This package is intended to make life simpler for those participating in an ongoing tournament at CrunchDAO.com, although it hopefully has independent interest. For instance, you might build on Attacker or examples herein to help find signal in your model residuals.
- See the README in attacker.md.
- It's also highly recommended to read the FAQ.md.
Stable:
pip install midone
Latest:
pip install git+https://github.com/microprediction/midone.git
See the discord channel and CrunchDAO.com.