{ "id": 540570, "title": "Previous Market Data forecasting competition and resources", "url": "/competitions/jane-street-real-time-market-data-forecasting/discussion/540570", "author_name": "", "post_date": "2024-10-15T06:16:49.269648700Z", "votes": 8, "comment_count": 1, "views": 0, "content": "

Hi its interesting to see another competition from Jane Street Market there were lot of competitions launched in past based on time series forecasting for market data I thought of compiling all the resources. Lot of interesting ideas from those competitions can be applied here

\n

1. Jane Street Market Prediction

\n

Top voted kernels

\n
    \n

  1. https://www.kaggle.com/code/carlmcbrideellis/jane-street-eda-of-day-0-and-feature-importance

    2. \n

  2. https://www.kaggle.com/code/hamditarek/market-prediction-xgboost-with-gpu-fit-in-1min

    3. \n
\n

3.https://www.kaggle.com/code/aimind/bottleneck-encoder-mlp-keras-tuner-8601c5

\n

4.https://www.kaggle.com/code/gogo827jz/jane-street-neural-network-starter

\n

5.https://www.kaggle.com/code/tarlannazarov/own-jane-street-with-keras-nn

\n

Top Winning solutions
\n1. 1st place solution

\n

2. 3rd place solution

\n

3. 10th place solution\n

\n

4. 15th place solution\n

\n

2. Ubiquant Market Prediction

\n

Top Voted Kernels

\n
    \n
  1. https://www.kaggle.com/code/lonnieqin/ubiquant-market-prediction-with-dnn
    2. \n
  2. https://www.kaggle.com/code/valleyzw/ubiquant-lgbm-baseline
    \n3.https://www.kaggle.com/code/ilialar/ubiquant-eda-and-baseline
    \n4.https://www.kaggle.com/code/pythonash/end-to-end-simple-and-powerful-dnn-with-leakyrelu
    3. \n
  3. https://www.kaggle.com/code/junjitakeshima/ubiquant-simple-lgbm-removing-outliers-en-jp
    4. \n
\n

Winning Solutions
\n1. 1st place solution

\n

2. 2nd place solution

\n

3. 3rd place solution

\n

4. 5th place solution

\n

5. 7th place solution

\n

6. 8th place solution

\n

3. Optiver Realized Volatility

\n

Top voted kernels

\n
    \n
  1. https://www.kaggle.com/code/jiashenliu/introduction-to-financial-concepts-and-data
    2. \n
\n

2.https://www.kaggle.com/code/tommy1028/lightgbm-starter-with-feature-engineering-idea

\n
    \n
  1. https://www.kaggle.com/code/ragnar123/optiver-realized-volatility-lgbm-baseline
    2. \n
\n

4.https://www.kaggle.com/code/nyanpn/1st-place-public-2nd-place-solution

\n
    \n
  1. https://www.kaggle.com/code/datafan07/optiver-volatility-predictions-using-tabnet
    2. \n
\n

Winning solutions:

\n

1. 1st place solution

\n

2. 4th place solution

\n

3. 7th place solution

\n

Happy Kaggling 😀

", "messages": [ { "id": "3017704", "postDate": "10/15/2024 06:16:49", "content": "

Hi its interesting to see another competition from Jane Street Market there were lot of competitions launched in past based on time series forecasting for market data I thought of compiling all the resources. Lot of interesting ideas from those competitions can be applied here

\n

1. Jane Street Market Prediction

\n

Top voted kernels

\n
    \n

  1. https://www.kaggle.com/code/carlmcbrideellis/jane-street-eda-of-day-0-and-feature-importance

    2. \n

  2. https://www.kaggle.com/code/hamditarek/market-prediction-xgboost-with-gpu-fit-in-1min

    3. \n
\n

3.https://www.kaggle.com/code/aimind/bottleneck-encoder-mlp-keras-tuner-8601c5

\n

4.https://www.kaggle.com/code/gogo827jz/jane-street-neural-network-starter

\n

5.https://www.kaggle.com/code/tarlannazarov/own-jane-street-with-keras-nn

\n

Top Winning solutions
\n1. 1st place solution

\n

2. 3rd place solution

\n

3. 10th place solution\n

\n

4. 15th place solution\n

\n

2. Ubiquant Market Prediction

\n

Top Voted Kernels

\n
    \n
  1. https://www.kaggle.com/code/lonnieqin/ubiquant-market-prediction-with-dnn
    2. \n
  2. https://www.kaggle.com/code/valleyzw/ubiquant-lgbm-baseline
    \n3.https://www.kaggle.com/code/ilialar/ubiquant-eda-and-baseline
    \n4.https://www.kaggle.com/code/pythonash/end-to-end-simple-and-powerful-dnn-with-leakyrelu
    3. \n
  3. https://www.kaggle.com/code/junjitakeshima/ubiquant-simple-lgbm-removing-outliers-en-jp
    4. \n
\n

Winning Solutions
\n1. 1st place solution

\n

2. 2nd place solution

\n

3. 3rd place solution

\n

4. 5th place solution

\n

5. 7th place solution

\n

6. 8th place solution

\n

3. Optiver Realized Volatility

\n

Top voted kernels

\n
    \n
  1. https://www.kaggle.com/code/jiashenliu/introduction-to-financial-concepts-and-data
    2. \n
\n

2.https://www.kaggle.com/code/tommy1028/lightgbm-starter-with-feature-engineering-idea

\n
    \n
  1. https://www.kaggle.com/code/ragnar123/optiver-realized-volatility-lgbm-baseline
    2. \n
\n

4.https://www.kaggle.com/code/nyanpn/1st-place-public-2nd-place-solution

\n
    \n
  1. https://www.kaggle.com/code/datafan07/optiver-volatility-predictions-using-tabnet
    2. \n
\n

Winning solutions:

\n

1. 1st place solution

\n

2. 4th place solution

\n

3. 7th place solution

\n

Happy Kaggling 😀

", "rawMarkdown": "Hi its interesting to see another competition from Jane Street Market there were lot of competitions launched in past based on time series forecasting for market data I thought of compiling all the resources. Lot of interesting ideas from those competitions can be applied here\n\n[1. Jane Street Market Prediction](https://www.kaggle.com/c/jane-street-market-prediction)\n\n\nTop voted kernels\n1. https://www.kaggle.com/code/carlmcbrideellis/jane-street-eda-of-day-0-and-feature-importance\n\n2. https://www.kaggle.com/code/hamditarek/market-prediction-xgboost-with-gpu-fit-in-1min\n\n3.https://www.kaggle.com/code/aimind/bottleneck-encoder-mlp-keras-tuner-8601c5\n\n4.https://www.kaggle.com/code/gogo827jz/jane-street-neural-network-starter\n\n5.https://www.kaggle.com/code/tarlannazarov/own-jane-street-with-keras-nn\n\nTop Winning solutions \n[1. 1st place solution](https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/224348)\n\n[2. 3rd place solution](https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/224713)\n\n[3. 10th place solution\n](https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/226837)\n\n[4. 15th place solution\n](https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/269181)\n\n\n[2. Ubiquant Market Prediction](https://www.kaggle.com/competitions/ubiquant-market-prediction)\n\nTop Voted Kernels\n1. https://www.kaggle.com/code/lonnieqin/ubiquant-market-prediction-with-dnn\n2. https://www.kaggle.com/code/valleyzw/ubiquant-lgbm-baseline\n3.https://www.kaggle.com/code/ilialar/ubiquant-eda-and-baseline\n4.https://www.kaggle.com/code/pythonash/end-to-end-simple-and-powerful-dnn-with-leakyrelu\n5. https://www.kaggle.com/code/junjitakeshima/ubiquant-simple-lgbm-removing-outliers-en-jp\n\nWinning Solutions\n[1. 1st place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338220)\n\n[2. 2nd place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338615)\n\n[3. 3rd place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338561)\n\n[4. 5th place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338400)\n\n[5. 7th place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338293)\n\n[6. 8th place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338236)\n\n\n[3. Optiver Realized Volatility ](https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/overview)\n\nTop voted kernels\n1. https://www.kaggle.com/code/jiashenliu/introduction-to-financial-concepts-and-data\n\n2.https://www.kaggle.com/code/tommy1028/lightgbm-starter-with-feature-engineering-idea\n\n3. https://www.kaggle.com/code/ragnar123/optiver-realized-volatility-lgbm-baseline\n\n4.https://www.kaggle.com/code/nyanpn/1st-place-public-2nd-place-solution\n\n5. https://www.kaggle.com/code/datafan07/optiver-volatility-predictions-using-tabnet\n\nWinning solutions:\n\n[1. 1st place solution](https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/274970)\n\n[2. 4th place solution](https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/278676)\n\n[3. 7th place solution](https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/276506)\n\nHappy Kaggling 😀", "votes": null }, { "id": "3017708", "postDate": "10/15/2024 06:18:44", "content": "

Thanks for this beautiful resource.

", "rawMarkdown": "Thanks for this beautiful resource.", "votes": null } ], "comments": [ { "id": 3017708, "author_name": "manishtiwari07", "author_url": "", "post_date": "10/15/2024 06:18:44", "content": "

Thanks for this beautiful resource.

", "votes": null, "replies": [] } ], "raw_markdown_by_id": { "3017704": "Hi its interesting to see another competition from Jane Street Market there were lot of competitions launched in past based on time series forecasting for market data I thought of compiling all the resources. Lot of interesting ideas from those competitions can be applied here\n\n[1. Jane Street Market Prediction](https://www.kaggle.com/c/jane-street-market-prediction)\n\n\nTop voted kernels\n1. https://www.kaggle.com/code/carlmcbrideellis/jane-street-eda-of-day-0-and-feature-importance\n\n2. https://www.kaggle.com/code/hamditarek/market-prediction-xgboost-with-gpu-fit-in-1min\n\n3.https://www.kaggle.com/code/aimind/bottleneck-encoder-mlp-keras-tuner-8601c5\n\n4.https://www.kaggle.com/code/gogo827jz/jane-street-neural-network-starter\n\n5.https://www.kaggle.com/code/tarlannazarov/own-jane-street-with-keras-nn\n\nTop Winning solutions \n[1. 1st place solution](https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/224348)\n\n[2. 3rd place solution](https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/224713)\n\n[3. 10th place solution\n](https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/226837)\n\n[4. 15th place solution\n](https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/269181)\n\n\n[2. Ubiquant Market Prediction](https://www.kaggle.com/competitions/ubiquant-market-prediction)\n\nTop Voted Kernels\n1. https://www.kaggle.com/code/lonnieqin/ubiquant-market-prediction-with-dnn\n2. https://www.kaggle.com/code/valleyzw/ubiquant-lgbm-baseline\n3.https://www.kaggle.com/code/ilialar/ubiquant-eda-and-baseline\n4.https://www.kaggle.com/code/pythonash/end-to-end-simple-and-powerful-dnn-with-leakyrelu\n5. https://www.kaggle.com/code/junjitakeshima/ubiquant-simple-lgbm-removing-outliers-en-jp\n\nWinning Solutions\n[1. 1st place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338220)\n\n[2. 2nd place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338615)\n\n[3. 3rd place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338561)\n\n[4. 5th place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338400)\n\n[5. 7th place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338293)\n\n[6. 8th place solution](https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338236)\n\n\n[3. Optiver Realized Volatility ](https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/overview)\n\nTop voted kernels\n1. https://www.kaggle.com/code/jiashenliu/introduction-to-financial-concepts-and-data\n\n2.https://www.kaggle.com/code/tommy1028/lightgbm-starter-with-feature-engineering-idea\n\n3. https://www.kaggle.com/code/ragnar123/optiver-realized-volatility-lgbm-baseline\n\n4.https://www.kaggle.com/code/nyanpn/1st-place-public-2nd-place-solution\n\n5. https://www.kaggle.com/code/datafan07/optiver-volatility-predictions-using-tabnet\n\nWinning solutions:\n\n[1. 1st place solution](https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/274970)\n\n[2. 4th place solution](https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/278676)\n\n[3. 7th place solution](https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/276506)\n\nHappy Kaggling 😀", "3017708": "Thanks for this beautiful resource." }, "source": "meta" }