Jane Street Market Prediction

Project Description

Developing trading strategies to identify and take advantage of inefficiencies is challenging. Even if a strategy is profitable now, it may not be in the future, and market volatility makes it impossible to predict the profitability of any given trade with certainty. As a result, it can be hard to distinguish good luck from having made a good trading decision.

In the first three months of this challenge, you will build your own quantitative trading model to maximize returns using market data from a major global stock exchange. Next, you’ll test the predictiveness of your models against future market returns and receive feedback on the leaderboard.

Your challenge will be to use the historical data, mathematical tools, and technological tools at your disposal to create a model that gets as close to certainty as possible. You will be presented with a number of potential trading opportunities, which your model must choose whether to accept or reject.

Timeline for the challenge is given below:
February 15, 2021 – Entry deadline. You must accept the competition rules before this date in order to compete.
February 15, 2021 – Team Merger deadline. This is the last day participants may join or merge teams.
February 22, 2021 – Final submission deadline.

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