There were two parts - forecasting and investing - and I won the forecasting part, by a hair’s breadth. Naturally, I used pymc. Writeup here: My model for the M6 forecasting competition | Pass the ROC
Congrats! Super cool stuff. Someone (like me!) may be hitting you up to submit to the PyMCon Web Series (Call for Proposals · PyMCon Web Series) so that we can hear more about this.
This LinkedIn post detailing the competition and more has details, for folks who would like to amplify it on social media:
PyMC just helped someone win the highly competitive M6 financial forecasting competition!
Just saw your presentation on this at the M6 conference today, @DanWeitzenfeld - great job!