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@AnthonyFJGarner
AnthonyFJGarner / Options_Vix_Range_Trading.ipynb
Last active March 20, 2023 00:12
Vix Options - Mean Reversion System
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@bshishov
bshishov / forecasting_metrics.py
Last active September 5, 2024 21:03
Python Numpy functions for most common forecasting metrics
import numpy as np
EPSILON = 1e-10
def _error(actual: np.ndarray, predicted: np.ndarray):
""" Simple error """
return actual - predicted