Jane Street Market Prediction ($100k Kaggle competition)

Re:Jane Street Market Prediction ($100k Kaggle competition) by 2-tpg on Tuesday November 24, 2020 @04:23PM (#25203147)

I actually give it 48 hours before the top 3 equals what Jane Street can do in-house on this exact same dataset. A week before the reasonable plateau is reached, and a month or so before the absolute most information is squeezed out.

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Re:Jane Street Market Prediction ($100k Kaggle competition) by basicneo on Tuesday November 24, 2020 @07:02PM (#25204480)

Yeah, I meant that Jane Street aren't doing this to find a solution that'll improve their own tech.

I expect in a constrained environment, someone on Kaggle will beat Jane Street's solution.

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