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# m6entry
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Code used to sneak effortlessly into the top 10 in the M6 Financial Forecasting competition.
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Code used to sneak into the top 10 overall in the M6 Financial Forecasting competition.
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See the [post](https://www.linkedin.com/posts/petercotton_the-options-market-beat-94-of-participants-activity-7020917422085795840-Pox0?utm_source=share&utm_medium=member_desktop) to discuss it, or the [article](https://medium.com/geekculture/the-options-market-beat-94-of-participants-in-the-m6-financial-forecasting-contest-fa4f47f57d33).
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### Overview
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A diversified long-only portfolio informed by option market volatilities.
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### Steps taken each month
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1. Update [volatilitydata.py](https://github.com/microprediction/m6entry/blob/main/m6entry/inputdata/volatiitydata.py) manually.
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2. Update [earnings.py](https://github.com/microprediction/m6entry/blob/main/m6entry/inputdata/earnings.py) manually.
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3. Run [step_1_probs.py](https://github.com/microprediction/m6entry/blob/main/m6entry/step1_probs.py)
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4. Run [step_2_portfolio.py](https://github.com/microprediction/m6entry/blob/main/m6entry/step2_portfolio.py)
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I got lazy and didn't update after June.
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