Performance of precise package users in the M6 financial forecasting contest
Update: See post for a discussion and medium article.
Who used it?
So far as I know there were only two teams out of 168 who have publically declared that they are using the precise package for the M6 Financial Forecasting Competition. If that’s not true, pull requests for this page are welcomed!
| Handle | Team details |
|---|---|
| MarcoGorelli | Marco Gorelli |
| microprediction | Peter Cotton |
The probabilistic forecasting side starts to get into large n territory. Here are my percentiles thus far which hopefully speak for themselves.
| Stage | Percentile |
|---|---|
| Pilot | 85 |
| Q1 | 78 |
| Q2 | 77 |
| Q3 | 86 |
| Q4 | 89 |
| Overall | 92 |
Marco is pretty close, and he won cash too! See below.
Pilot results
Marco didn’t use precise in the pilot.
| Handle | Overall (out of 59 teams) | Forecasts | Decisions |
|---|---|---|---|
| microprediction | 9th | 9th | 31st |
First quarter results
Congrats to Marco Gorelli for finishing 2nd in the overall ranking for the first quarter and taking home the money!
| Handle | Overall (out of 162 teams) | Forecasts | Decisions |
|---|---|---|---|
| MarcoGorelli | 2nd | 13th | 14th |
| microprediction | 15th | 20th | 60th |
Second quarter results
| Handle | Overall (out of 199 teams) | Forecasts | Decisions |
|---|---|---|---|
| MarcoGorelli | 41st | 48th | 71st |
| microprediction | 91st | 46th | 128th |
Third quarter results
| Handle | Overall (out of 230 teams) | Forecasts | Decisions |
|---|---|---|---|
| MarcoGorelli | 92nd | 80th | 116th |
| microprediction | 52st | 28th | 131th |
Forth quarter results
Marco switched to holding a riskless asset.
| Handle | Overall (out of 230 teams) | Forecasts | Decisions |
|---|---|---|---|
| microprediction | 10th | 27th | 31st |
Global
| Handle | Overall (out of 148 teams) | Forecasts | Decisions |
|---|---|---|---|
| MarcoGorelli | 10th | 16th | 46th |
| microprediction | 8th | 14th | 34th |
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