Algorithm written to do 1-day forward price prediction for the Cornell Hackathon.
Hackathon Contest Rules
Clone the given algorithm. Write an algorithm to predict future the next day’s returns for Tivo. At the deadline, reply to this post with your algorithm entries. We will run them over a the last 3 months with a new stock that will be randomly picked at that time. The winner will be the one with the highest Sharpe ratio over the new stock.