SIGPytch

Quantitative models and metrics used in the SIG at UCSD quarterly stock pitches.

Table of Contents

• Installation
• Requirements
• Metrics
• Models
• Contributing

Installation

pip install sigpytch

Requirements

This library requires the following dependencies:

• pandas>=1.4.0
• scikit-learn>=1.1.13
• tensorflow>=2.11.0

Metrics

sigpytch.metrics

• rolling_sharpe

Models

sigpytch.forecasters

• LSTMForecaster

Contributing

Reach out to Pranay to be added as a contributor to this repository.