Using pymc to win the M6 forecasting competition

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:

:trophy: PyMC just helped someone win the highly competitive M6 financial forecasting competition!

:tada: Congratulations to Daniel Weitzenfeld for winning the forecasting component of the M6 Financial Forecasting Competition using PyMC!