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SIGPytch

Quantitative models and metrics used in the SIG at UCSD quarterly stock pitches.

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Installation

pip install sigpytch

Requirements

This library requires the following dependencies:

Metrics

sigpytch.metrics

  • rolling_sharpe

Models

sigpytch.forecasters

  • LSTMForecaster

Contributing

Reach out to Pranay to be added as a contributor to this repository.

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Quantitative models and metrics used in the SIG at UCSD quarterly stock pitches.

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  • Python 100.0%