├── .github └── workflows │ ├── deploy-pypi.yml │ └── tests-39.yml ├── .gitignore ├── ARTICLES.md ├── LICENSE ├── POSTERIOR.md ├── PRIOR.md ├── PYTHON_PACKAGES.md ├── README.md ├── colab_notebooks └── m6_portfolio.ipynb ├── data ├── REFERENCE_DATA.md ├── __init__.py ├── crypto │ ├── __init__.py │ └── lagged │ │ ├── README.md │ │ ├── __init__.py │ │ ├── create_lagged_crypto.py │ │ ├── z3~c5_bitcoin~c5_cardano~c5_ethereum~3555.csv │ │ ├── z3~c5_bitcoin~c5_cardano~c5_iota~3555.csv │ │ ├── z3~c5_bitcoin~c5_cardano~c5_ripple~3555.csv │ │ ├── z3~c5_bitcoin~c5_ethereum~c5_iota~3555.csv │ │ ├── z3~c5_bitcoin~c5_ethereum~c5_ripple~3555.csv │ │ ├── z3~c5_bitcoin~c5_iota~c5_ripple~3555.csv │ │ ├── z3~c5_cardano~c5_ethereum~c5_iota~3555.csv │ │ ├── z3~c5_cardano~c5_ethereum~c5_ripple~3555.csv │ │ ├── z3~c5_cardano~c5_iota~c5_ripple~3555.csv │ │ └── z3~c5_ethereum~c5_iota~c5_ripple~3555.csv ├── official │ ├── M6_Universe.csv │ ├── README.md │ └── assets_m6.csv └── submissions │ ├── submissions.csv │ └── submissions.py ├── docs ├── M6-Guidelines-1.pdf ├── M6-forecasting-competition-Guidelines-20210908.pdf ├── __init__.py └── clarifications.md ├── examples_shgo ├── README.md ├── __init__.py ├── mean_maximizing_portfolio_shgo?n_scenarios=int:1000000&n_assets=int:5&n_trials=int:500&n_days=int:21.py └── upside_maximizing_portfolio_shgo?n_scenarios=int:1000000&n_assets=int:5&n_trials=int:500&n_days=int:21&threshold_info=int:100.py ├── leaderboards ├── README.md ├── Screen Shot 2022-02-10 at 3.42.43 PM.png ├── Screen Shot 2022-02-10 at 3.42.53 PM.png ├── Screen Shot 2022-02-11 at 12.43.36 AM.png ├── Screen Shot 2022-02-11 at 12.43.46 AM.png ├── Screen Shot 2022-02-11 at 12.43.52 AM.png ├── Screen Shot 2022-02-11 at 7.30.01 PM.png ├── Screen Shot 2022-02-11 at 7.30.11 PM.png ├── Screen Shot 2022-02-16 at 5.53.46 PM.png ├── Screen Shot 2022-02-16 at 5.53.59 PM.png ├── Screen Shot 2022-02-16 at 5.54.06 PM.png ├── Screen Shot 2022-02-17 at 7.28.51 PM.png ├── Screen Shot 2022-02-17 at 7.29.03 PM.png ├── Screen Shot 2022-02-19 at 6.56.08 AM.png ├── Screen Shot 2022-02-19 at 6.56.26 AM.png ├── Screen Shot 2022-02-22 at 11.55.43 AM.png ├── Screen Shot 2022-02-22 at 11.55.51 AM.png ├── Screen Shot 2022-02-22 at 11.55.59 AM.png ├── Screen Shot 2022-02-22 at 11.56.06 AM.png ├── Screen Shot 2022-03-01 at 7.35.34 PM.png ├── Screen Shot 2022-03-01 at 7.35.44 PM.png ├── Screen Shot 2022-03-01 at 7.35.51 PM.png ├── Screen Shot 2022-03-05 at 2.14.19 PM.png ├── Screen Shot 2022-03-05 at 2.14.45 PM.png ├── Screen Shot 2022-03-05 at 2.14.53 PM.png ├── Screen Shot 2022-03-15 at 10.32.08 AM.png ├── Screen Shot 2022-03-15 at 10.32.21 AM.png ├── Screen Shot 2022-03-15 at 7.50.23 PM.png ├── Screen Shot 2022-03-16 at 4.16.51 PM.png ├── Screen Shot 2022-05-23 at 7.53.53 AM.png ├── Screen Shot 2022-05-23 at 7.54.02 AM.png ├── Screen Shot 2022-05-23 at 7.54.13 AM.png ├── Screen Shot 2022-05-23 at 7.54.24 AM.png ├── Screen Shot 2022-05-23 at 7.54.36 AM.png ├── Screen Shot 2022-05-23 at 7.54.46 AM.png ├── after_down_1000_day.png └── before_down_1000_day.png ├── m6 ├── __init__.py ├── bruteforce │ ├── README.md │ ├── __init__.py │ ├── freelunchportfolio.py │ ├── obscure.csv │ ├── scenarioexamples.py │ ├── sceneriogeneration.py │ └── shgoportfolio.py ├── conventions.py ├── nothin.py └── rankprobability │ ├── Numerical_Computation_of_Rank_Probabilities.pdf │ └── README.md ├── methodologies.md ├── notebook_examples ├── README.md ├── auto_completion_example.ipynb ├── auto_completion_example_more_detail.ipynb └── five_way_rank_example.ipynb ├── paper └── declarationStatement.docx ├── requirements.txt ├── setup.py └── tests ├── __init__.py └── test_nothin.py /.github/workflows/deploy-pypi.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/microprediction/m6/HEAD/.github/workflows/deploy-pypi.yml -------------------------------------------------------------------------------- /.github/workflows/tests-39.yml: 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