/Optiver-Trading_at_the_close

This is the code repo for Kaggle competition: Optiver-Trading at the close.

Primary LanguageJupyter NotebookApache License 2.0Apache-2.0

Kaggle Competition: Optiver-Trading at the close

Sliver Medal Solution:

This is the code repo for Kaggle competition: Optiver-Trading at the close.

There are 4 versions in this repo, that is, baseline, ver1, ver2 and ver3.

You can see detailed differences among those versions in my blog.

The corresponding LB scores of 4 versions are as follows.

Code Version LB score
Baseline 5.3365
ver1 5.3366
ver2 5.3341
ver3 5.3389