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