Kaggle所有量化金融竞赛汇总

Kaggle量化金融相关竞赛汇总

简介

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。

竞赛汇总

1. JPX Tokyo Stock Exchange Prediction(进行中)

1.1 比赛连接

• https://www.kaggle.com/competitions/jpx-tokyo-stock-exchange-prediction

1.2 方案分享

暂无

2. Ubiquant Market Prediction(进行中)

2.1 比赛连接

• https://www.kaggle.com/competitions/ubiquant-market-prediction

2.2 方案分享

暂无

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