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Re:Jane Street Market Prediction ($100k Kaggle competition) by minimaxir on Tuesday November 24, 2020 @02:46PM (#25202264)
Granted, a typical Kaggle metagame-that-is-technically-against-the-rules is to use data from outside the dataset, which is one of the reasons winners have to be validated.
Re:Jane Street Market Prediction ($100k Kaggle competition) by justjonathan on Tuesday November 24, 2020 @05:00PM (#25203447)
From: kaggle.com/c/jane-street-market-prediction/overview/code-requirements

"Freely & publicly available external data is allowed, including pre-trained models"

Re:Jane Street Market Prediction ($100k Kaggle competition) by usmannk on Tuesday November 24, 2020 @02:52PM (#25202330)
Generally this is allowed if you publish the data you're bringing in. They even create a sponsored thread for it in most competitions.