10 lines
505 B
Markdown
10 lines
505 B
Markdown
# Hull Tactical Market Prediction
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This repository contains code for the Hull Tactical Market Prediction Kaggle competition.
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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).
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## Overview
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- Predict S&P 500 excess returns and generate trading positions.
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- Evaluate using the Hull Competition Sharpe metric.
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- Focus on time-series validation and volatility control.
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