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.