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A comment on Jane Street Market Prediction ($100k Kaggle competition). Parent comment

Re:Jane Street Market Prediction ($100k Kaggle competition) by eru on Wednesday November 25, 2020 @02:06AM (#25206653)
I have a book called Empirical Asset Pricing by Wayne Ferson. Seems like as good a place to start as any.

If you want something online, check out https://www.quantopian.com/

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Re:Jane Street Market Prediction ($100k Kaggle competition) by blovescoffee on Wednesday November 25, 2020 @09:30AM (#25209559)
It looks like I'm a bit too novice for Empirical Asset Pricing. I'll check out the website though, thanks.
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Re:Jane Street Market Prediction ($100k Kaggle competition) by eru on Wednesday November 25, 2020 @12:57PM (#25212049)
Yeah, I haven't read that book myself yet. Borrowed it from work. But it seems like the Real Deal. So you could just use it as a stepping stone, and just see what basic material the author recommends to work through beforehand. You can usually find these recommendations in the preface or similar.
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