The microprediction stack

A collection of tiny, dependency free Python and Javascript packages. Some novel. Some SOTA.

volatility estimation timemachines streaming anomalies ratings rating systems allocation streaming portfolios skaters distributional forecasting winning correlated races · factor probit precise online covariance humpday online black-box optimization ice-skaters thurstone prophet-laplace river online ML prophet calibrated by skaters skfolio portfolio construction scikit-learn estimator API optuna raced in benchmarks
feeds plays well with core application outside package

Sites

Longer write-ups, demos and papers, one topic each.