Kaggle所有量化竞赛汇总
最近Jane Street又在kaggle出了一个量化预测大赛,便将Kaggle历史所有的量化竞赛汇总一番,供大家参考。
本文我们汇总Kaggle和金融相关的竞赛,如果对金融量化建模的小伙伴学习和参考。如有遗漏,欢迎留言补充。
0. Jane Street Real-Time Market Data Forecasting
0.1 比赛链接
https://www.kaggle.com/competitions/jane-street-real-time-market-data-forecasting/overview
0.2 方案分享
赛事进行中
1. JPX Tokyo Stock Exchange Prediction
1.1 比赛连接
https://www.kaggle.com/competitions/jpx-tokyo-stock-exchange-prediction
1.2 方案分享
[2nd place] - https://www.kaggle.com/c/jpx-tokyo-stock-exchange-prediction/discussion/361482 [4th place] - https://www.kaggle.com/c/jpx-tokyo-stock-exchange-prediction/discussion/359151 [7th place] - https://www.kaggle.com/c/jpx-tokyo-stock-exchange-prediction/discussion/359227 [8th place] - https://www.kaggle.com/c/jpx-tokyo-stock-exchange-prediction/discussion/361127
2. Ubiquant Market Prediction
2.1 比赛连接
https://www.kaggle.com/competitions/ubiquant-market-prediction
2.2 方案分享
[1st place] - https://www.kaggle.com/c/ubiquant-market-prediction/discussion/338220 [2nd place] - https://www.kaggle.com/c/ubiquant-market-prediction/discussion/338615 [3rd place] - https://www.kaggle.com/c/ubiquant-market-prediction/discussion/338561 [5th place] - https://www.kaggle.com/c/ubiquant-market-prediction/discussion/338400 [7th place] - https://www.kaggle.com/c/ubiquant-market-prediction/discussion/338293 [8th place] - https://www.kaggle.com/c/ubiquant-market-prediction/discussion/338236 [17th place] - https://www.kaggle.com/c/ubiquant-market-prediction/discussion/338239
3. Optiver Realized Volatility Prediction
3.1 比赛连接
https://www.kaggle.com/c/optiver-realized-volatility-prediction
3.2 方案分享
[1st place] - https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/274970 [2nd place] - https://www.kaggle.com/c/optiver-realized-volatility-prediction/discussion/274970 [3rd place] - https://www.kaggle.com/competitions/optiver-realized-volatility-prediction/discussion/278588 [12th place] - https://www.kaggle.com/c/optiver-realized-volatility-prediction/discussion/275169 [20th place] - https://www.kaggle.com/c/optiver-realized-volatility-prediction/discussion/275543 [23rd place] - https://www.kaggle.com/c/optiver-realized-volatility-prediction/discussion/275140 [32nd place] - https://www.kaggle.com/c/optiver-realized-volatility-prediction/discussion/275806 [37th place] - https://www.kaggle.com/c/optiver-realized-volatility-prediction/discussion/275473
4. Jane Street Market Prediction
4.1 比赛连接
https://www.kaggle.com/competitions/jane-street-market-prediction/overview
4.2 方案分享
[1st place] - https://www.kaggle.com/c/jane-street-market-prediction/discussion/224348 [3rd place] -https://www.kaggle.com/c/jane-street-market-prediction/discussion/224713 [23rd place] - https://www.kaggle.com/c/jane-street-market-prediction/discussion/224079 [39th place] - https://www.kaggle.com/c/jane-street-market-prediction/discussion/224029 [44th place] - https://www.kaggle.com/c/jane-street-market-prediction/discussion/227167
5. The Winton Stock Market Challenge
5.1 比赛连接
https://www.kaggle.com/c/the-winton-stock-market-challenge
5.2 方案分享
[Solution Sharing] - https://www.kaggle.com/c/the-winton-stock-market-challenge/discussion/18584
6. Two Sigma Financial Modeling Challenge
6.1 比赛连接
https://www.kaggle.com/c/two-sigma-financial-modeling
6.2 方案分享
[7th place] - https://www.kaggle.com/c/two-sigma-financial-modeling/discussion/29793 [10th place] - https://www.kaggle.com/code/phegde/team-pradeep-arthur-private-lb-10-solution/comments [12th place] - kaggle.com/competitions/two-sigma-financial-modeling/discussion/29518
7. Two Sigma: Using News to Predict Stock Movements
7.1 比赛连接
https://www.kaggle.com/c/two-sigma-financial-news/overview
7.2 方案分享
无
8. The Big Data Combine Engineered by BattleFin
8.1 比赛连接
https://www.kaggle.com/c/battlefin-s-big-data-combine-forecasting-challenge