From 18bc484999dddc2d8412e739c32f74804067d8a4 Mon Sep 17 00:00:00 2001 From: fatih Date: Sat, 8 Nov 2025 00:24:21 +0000 Subject: [PATCH] Added readme --- README.md | 9 +++++++++ 1 file changed, 9 insertions(+) create mode 100644 README.md diff --git a/README.md b/README.md new file mode 100644 index 0000000..e103ab1 --- /dev/null +++ b/README.md @@ -0,0 +1,9 @@ +# Hull Tactical Market Prediction + +This repository contains code for the Hull Tactical Market Prediction Kaggle competition. +The goal is to forecast daily excess returns of the S&P 500 using historical market and proprietary signals, optimizing a custom risk-adjusted performance metric (Hull Competition Sharpe). + +## Overview +- Predict S&P 500 excess returns and generate trading positions. +- Evaluate using the Hull Competition Sharpe metric. +- Focus on time-series validation and volatility control.