Submission for Kaggle - Trading at the Close Training code for the 15th place submission at Trading at the Close competition. Acknowledgements I re-used feature engineering code from: https://www.kaggle.com/code/meli19/lgb-kf-baseline https://www.kaggle.com/code/zulqarnainali/explained-singel-model-optiver/notebook https://www.kaggle.com/code/judith007/lb-5-3405-rapids-gpu-speeds-up-feature-engineer https://www.kaggle.com/code/verracodeguacas/fold-cv