{
"id": 541003,
"title": "🏆Top Solutions of Previous Financial Quantitative Competitions on Kaggle🏆",
"url": "/competitions/jane-street-real-time-market-data-forecasting/discussion/541003",
"author_name": "JWQ",
"post_date": "2024-10-17T02:32:01.441000",
"votes": 48,
"comment_count": 0,
"views": 0,
"content": "Jane Street Market Prediction（Nov 24, 2020 - Aug 24, 2021）
\n![\"\"](\"https://www.kaggle.com/competitions/23304/images/header\")
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nOptiver Realized Volatility Prediction(Jun 28, 2021 - Jan 11, 2022)
\n![\"\"](\"https://www.kaggle.com/competitions/27233/images/header\")
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nG-Research Crypto Forecasting(Nov 3, 2021 - May 4, 2022)
\n![\"\"](\"https://www.kaggle.com/competitions/30894/images/header\")
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nUbiquant Market Prediction(Jan 19, 2022 - Jul 20, 2022)
\n![\"\"](\"https://www.kaggle.com/competitions/32053/images/header\")
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nJPX Tokyo Stock Exchange Prediction(Apr 5, 2022 - Oct 8, 2022)
\n![\"\"](\"https://www.kaggle.com/competitions/34349/images/header\")
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nOptiver - Trading at the Close(Sep 21, 2023 - Mar 23, 2024)
\n![\"\"](\"https://www.kaggle.com/competitions/57891/images/header\")
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nOther Useful References
\n",
"messages": [
{
"id": 3019899,
"postDate": "2024-10-17T02:32:01.443Z",
"content": "Jane Street Market Prediction（Nov 24, 2020 - Aug 24, 2021）
\n
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nOptiver Realized Volatility Prediction(Jun 28, 2021 - Jan 11, 2022)
\n
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nG-Research Crypto Forecasting(Nov 3, 2021 - May 4, 2022)
\n
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nUbiquant Market Prediction(Jan 19, 2022 - Jul 20, 2022)
\n
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nJPX Tokyo Stock Exchange Prediction(Apr 5, 2022 - Oct 8, 2022)
\n
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nOptiver - Trading at the Close(Sep 21, 2023 - Mar 23, 2024)
\n
\n🥇Gold Medal Solution
\n\nTop Voted Kernels
\n\nOther Useful References
\n",
"rawMarkdown": "# Jane Street Market Prediction（Nov 24, 2020 - Aug 24, 2021）\n\n## 🥇Gold Medal Solution\n- 1st Place Solution: https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/224348\n- 3rd Place Solution: https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/224713\n- 10th Place Solution: https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/226837\n- 15th Place Solution: https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/269181\n## Top Voted Kernels\n- Market Prediction: XGBoost with GPU (Fit in 1min): https://www.kaggle.com/code/hamditarek/market-prediction-xgboost-with-gpu-fit-in-1min\n- Bottleneck encoder + MLP + Keras Tuner 8601c5: https://www.kaggle.com/code/aimind/bottleneck-encoder-mlp-keras-tuner-8601c5\n- Jane Street: Neural Network Starter: https://www.kaggle.com/code/gogo827jz/jane-street-neural-network-starter\n- OWN Jane Street with Keras NN: https://www.kaggle.com/code/tarlannazarov/own-jane-street-with-keras-nn\n- Bottleneck encoder + MLP + Keras Tuner: https://www.kaggle.com/code/snippsy/bottleneck-encoder-mlp-keras-tuner\n\n# Optiver Realized Volatility Prediction(Jun 28, 2021 - Jan 11, 2022)\n\n## 🥇Gold Medal Solution\n- 1st Place Solution: https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/274970\n- 3rd Place Solution: https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/278676\n- 7th Place Solution: https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/276506\n- Public 12 Place Solution: https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/275169\n## Top Voted Kernels\n- 1st place (public 2nd place) solution: https://www.kaggle.com/code/nyanpn/1st-place-public-2nd-place-solution\n- LightGBM starter with feature engineering idea: https://www.kaggle.com/code/tommy1028/lightgbm-starter-with-feature-engineering-idea\n- Optiver Realized: EDA for starter(English version): https://www.kaggle.com/code/chumajin/optiver-realized-eda-for-starter-english-version\n- Realised Vol - Weighted Regression Baseline: https://www.kaggle.com/code/lucasmorin/realised-vol-weighted-regression-baseline\n- Optiver Volatility Predictions Using TabNet - https://www.kaggle.com/code/datafan07/optiver-volatility-predictions-using-tabnet\n\n# G-Research Crypto Forecasting(Nov 3, 2021 - May 4, 2022)\n\n## 🥇Gold Medal Solution\n- 2nd Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/323098\n- 3rd Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/323703\n- 7th Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/323250\n- 9th Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/324180\n- 13th Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/313386\n## Top Voted Kernels\n- 🪙💲 G-Research- Starter LGBM Pipeline: https://www.kaggle.com/code/julian3833/g-research-starter-lgbm-pipeline\n- Torch 🔥 LSTM Baseline + Training 💪 (Updated): https://www.kaggle.com/code/metathesis/torch-lstm-baseline-training-updated\n- [training] 3rd place solution: https://www.kaggle.com/code/sugghi/training-3rd-place-solution\n- 13th Place Final Sub: https://www.kaggle.com/code/tomforbes/13th-place-final-sub\n- 14th Place Final Submission: https://www.kaggle.com/code/takeshimorimura/14th-place-final-submission\n\n# Ubiquant Market Prediction(Jan 19, 2022 - Jul 20, 2022)\n\n## 🥇Gold Medal Solution\n- 1st Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338220\n- 2nd Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338615\n- 3rd Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338561\n- 5th Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338400\n- 7th Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338293\n- 8th Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338236\n## Top Voted Kernels\n- Ubiquant Market Prediction with DNN: https://www.kaggle.com/code/lonnieqin/ubiquant-market-prediction-with-dnn\n- Ubiquant LGBM Baseline: https://www.kaggle.com/code/valleyzw/ubiquant-lgbm-baseline\n- Ubiquant EDA and Baseline: https://www.kaggle.com/code/ilialar/ubiquant-eda-and-baseline\n- End to end simple and powerful DNN with LeakyReLU: https://www.kaggle.com/code/pythonash/end-to-end-simple-and-powerful-dnn-with-leakyrelu\n- Prediction including spatial info with Conv1d: https://www.kaggle.com/code/shigeeeru/prediction-including-spatial-info-with-conv1d\n\n# JPX Tokyo Stock Exchange Prediction(Apr 5, 2022 - Oct 8, 2022)\n\n## 🥇Gold Medal Solution\n- 4th Place Solution: https://www.kaggle.com/competitions/jpx-tokyo-stock-exchange-prediction/discussion/359151\n- 8th Place Solution: https://www.kaggle.com/competitions/jpx-tokyo-stock-exchange-prediction/discussion/359227\n- 10th Place Solution: https://www.kaggle.com/competitions/jpx-tokyo-stock-exchange-prediction/discussion/361127\n## Top Voted Kernels\n- JPX Stock Market Analysis & Prediction with LGBM: https://www.kaggle.com/code/kellibelcher/jpx-stock-market-analysis-prediction-with-lgbm\n- LGBM model +FE+Portfolio: https://www.kaggle.com/code/swimmy/lgbm-model-fe-portfolio\n- JPX Prophet Forecasting & Rolling Regression: https://www.kaggle.com/code/paulorzp/jpx-prophet-forecasting-rolling-regression\n- Examples of higher scores than perfect predictions: https://www.kaggle.com/code/ikeppyo/examples-of-higher-scores-than-perfect-predictions\n- 4th place model: https://www.kaggle.com/code/flat831/4th-place-model/notebook?scriptVersionId=100052889\n\n# Optiver - Trading at the Close(Sep 21, 2023 - Mar 23, 2024)\n\n## 🥇Gold Medal Solution\n- 1st Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/487446\n- 6th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/486040\n- 7th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/486169\n- 9th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/486868\n- 14th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/462653\n- 15th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/486086\n- 20th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/487276\n## Top Voted Kernels\n- Optiver|Baseline|Models: https://www.kaggle.com/code/ravi20076/optiver-baseline-models\n- 🥇🥇baseline lgb, xgb and catboost🥇🥇: https://www.kaggle.com/code/yuanzhezhou/baseline-lgb-xgb-and-catboost\n- Explain the Data📝 | LightGBM Baseline🚀: https://www.kaggle.com/code/a27182818/explain-the-data-lightgbm-baseline\n- ⚡Optiver 🚀Robust Best ⚡ Single Model: https://www.kaggle.com/code/lblhandsome/optiver-robust-best-single-model\n- 🖐️-Fold CV 🚀: https://www.kaggle.com/code/verracodeguacas/fold-cv\n\n# Other Useful References\n- Everything you can do with a time series (cryptos): https://www.kaggle.com/code/neomatrix369/everything-you-can-do-with-a-time-series-cryptos\n- Useful features in Predicting Stock Prices: https://www.kaggle.com/code/riteshsinha/useful-features-in-predicting-stock-prices",
"votes": 48
}
],
"comments": [],
"raw_markdown_by_id": {
"3019899": "# Jane Street Market Prediction（Nov 24, 2020 - Aug 24, 2021）\n\n## 🥇Gold Medal Solution\n- 1st Place Solution: https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/224348\n- 3rd Place Solution: https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/224713\n- 10th Place Solution: https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/226837\n- 15th Place Solution: https://www.kaggle.com/competitions/jane-street-market-prediction/discussion/269181\n## Top Voted Kernels\n- Market Prediction: XGBoost with GPU (Fit in 1min): https://www.kaggle.com/code/hamditarek/market-prediction-xgboost-with-gpu-fit-in-1min\n- Bottleneck encoder + MLP + Keras Tuner 8601c5: https://www.kaggle.com/code/aimind/bottleneck-encoder-mlp-keras-tuner-8601c5\n- Jane Street: Neural Network Starter: https://www.kaggle.com/code/gogo827jz/jane-street-neural-network-starter\n- OWN Jane Street with Keras NN: https://www.kaggle.com/code/tarlannazarov/own-jane-street-with-keras-nn\n- Bottleneck encoder + MLP + Keras Tuner: https://www.kaggle.com/code/snippsy/bottleneck-encoder-mlp-keras-tuner\n\n# Optiver Realized Volatility Prediction(Jun 28, 2021 - Jan 11, 2022)\n\n## 🥇Gold Medal Solution\n- 1st Place Solution: https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/274970\n- 3rd Place Solution: https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/278676\n- 7th Place Solution: https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/276506\n- Public 12 Place Solution: https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/275169\n## Top Voted Kernels\n- 1st place (public 2nd place) solution: https://www.kaggle.com/code/nyanpn/1st-place-public-2nd-place-solution\n- LightGBM starter with feature engineering idea: https://www.kaggle.com/code/tommy1028/lightgbm-starter-with-feature-engineering-idea\n- Optiver Realized: EDA for starter(English version): https://www.kaggle.com/code/chumajin/optiver-realized-eda-for-starter-english-version\n- Realised Vol - Weighted Regression Baseline: https://www.kaggle.com/code/lucasmorin/realised-vol-weighted-regression-baseline\n- Optiver Volatility Predictions Using TabNet - https://www.kaggle.com/code/datafan07/optiver-volatility-predictions-using-tabnet\n\n# G-Research Crypto Forecasting(Nov 3, 2021 - May 4, 2022)\n\n## 🥇Gold Medal Solution\n- 2nd Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/323098\n- 3rd Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/323703\n- 7th Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/323250\n- 9th Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/324180\n- 13th Place Solution: https://www.kaggle.com/competitions/g-research-crypto-forecasting/discussion/313386\n## Top Voted Kernels\n- 🪙💲 G-Research- Starter LGBM Pipeline: https://www.kaggle.com/code/julian3833/g-research-starter-lgbm-pipeline\n- Torch 🔥 LSTM Baseline + Training 💪 (Updated): https://www.kaggle.com/code/metathesis/torch-lstm-baseline-training-updated\n- [training] 3rd place solution: https://www.kaggle.com/code/sugghi/training-3rd-place-solution\n- 13th Place Final Sub: https://www.kaggle.com/code/tomforbes/13th-place-final-sub\n- 14th Place Final Submission: https://www.kaggle.com/code/takeshimorimura/14th-place-final-submission\n\n# Ubiquant Market Prediction(Jan 19, 2022 - Jul 20, 2022)\n\n## 🥇Gold Medal Solution\n- 1st Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338220\n- 2nd Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338615\n- 3rd Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338561\n- 5th Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338400\n- 7th Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338293\n- 8th Place Solution: https://www.kaggle.com/competitions/ubiquant-market-prediction/discussion/338236\n## Top Voted Kernels\n- Ubiquant Market Prediction with DNN: https://www.kaggle.com/code/lonnieqin/ubiquant-market-prediction-with-dnn\n- Ubiquant LGBM Baseline: https://www.kaggle.com/code/valleyzw/ubiquant-lgbm-baseline\n- Ubiquant EDA and Baseline: https://www.kaggle.com/code/ilialar/ubiquant-eda-and-baseline\n- End to end simple and powerful DNN with LeakyReLU: https://www.kaggle.com/code/pythonash/end-to-end-simple-and-powerful-dnn-with-leakyrelu\n- Prediction including spatial info with Conv1d: https://www.kaggle.com/code/shigeeeru/prediction-including-spatial-info-with-conv1d\n\n# JPX Tokyo Stock Exchange Prediction(Apr 5, 2022 - Oct 8, 2022)\n\n## 🥇Gold Medal Solution\n- 4th Place Solution: https://www.kaggle.com/competitions/jpx-tokyo-stock-exchange-prediction/discussion/359151\n- 8th Place Solution: https://www.kaggle.com/competitions/jpx-tokyo-stock-exchange-prediction/discussion/359227\n- 10th Place Solution: https://www.kaggle.com/competitions/jpx-tokyo-stock-exchange-prediction/discussion/361127\n## Top Voted Kernels\n- JPX Stock Market Analysis & Prediction with LGBM: https://www.kaggle.com/code/kellibelcher/jpx-stock-market-analysis-prediction-with-lgbm\n- LGBM model +FE+Portfolio: https://www.kaggle.com/code/swimmy/lgbm-model-fe-portfolio\n- JPX Prophet Forecasting & Rolling Regression: https://www.kaggle.com/code/paulorzp/jpx-prophet-forecasting-rolling-regression\n- Examples of higher scores than perfect predictions: https://www.kaggle.com/code/ikeppyo/examples-of-higher-scores-than-perfect-predictions\n- 4th place model: https://www.kaggle.com/code/flat831/4th-place-model/notebook?scriptVersionId=100052889\n\n# Optiver - Trading at the Close(Sep 21, 2023 - Mar 23, 2024)\n\n## 🥇Gold Medal Solution\n- 1st Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/487446\n- 6th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/486040\n- 7th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/486169\n- 9th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/486868\n- 14th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/462653\n- 15th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/486086\n- 20th Place Solution: https://www.kaggle.com/competitions/optiver-trading-at-the-close/discussion/487276\n## Top Voted Kernels\n- Optiver|Baseline|Models: https://www.kaggle.com/code/ravi20076/optiver-baseline-models\n- 🥇🥇baseline lgb, xgb and catboost🥇🥇: https://www.kaggle.com/code/yuanzhezhou/baseline-lgb-xgb-and-catboost\n- Explain the Data📝 | LightGBM Baseline🚀: https://www.kaggle.com/code/a27182818/explain-the-data-lightgbm-baseline\n- ⚡Optiver 🚀Robust Best ⚡ Single Model: https://www.kaggle.com/code/lblhandsome/optiver-robust-best-single-model\n- 🖐️-Fold CV 🚀: https://www.kaggle.com/code/verracodeguacas/fold-cv\n\n# Other Useful References\n- Everything you can do with a time series (cryptos): https://www.kaggle.com/code/neomatrix369/everything-you-can-do-with-a-time-series-cryptos\n- Useful features in Predicting Stock Prices: https://www.kaggle.com/code/riteshsinha/useful-features-in-predicting-stock-prices"
}
}