Hackathon | Algo Trading | Estee Advisors

Hackathon 2019 – Estee Advisors

Applying AI and machine learning techniques to predict Financial markets is rapidly gaining prominence. Correctly applying the technology and data-science techniques in financial markets is a challenge since they are not entirely predictable. We have identified 12 highly related securities in the Indian Capital Markets. We have given you the historical data for these 12 securities. The challenge is to generate a signal to forecast the price movement of one of the securities given the price of 11 other highly related securities.

  • Data: You are provided with the historical data in the file TrainSignal.csv. The first column is the index of the row. The next 11 columns of the file correspond to the second by second close price of the corresponding security as labeled. The last column corresponds to the largest movement from the current close price in bps of the 12th security taken over a span of next 10 minutes.
  • Goal: Your job is to predict the price movement i.e., essentially the largest movement in bps of the 12th security. For each Index in the TestSignal.csv you must predict the largest movement in bps from the current price of the 12th security.
  • Evaluation: The evaluation metric for this competition is Mean Absolute Error (MAE). The mean absolute error is a common measure of forecast error in time series analysis. The mean absolute error is one of a number of ways of comparing forecasts with their eventual outcomes.

Prize Money for the competition :

  • 1st - 1,00,000 INR,
  • 2nd - 20,000 INR,
  • 3rd - 10,000 INR.

Deadline : 17 February 11:55 PM, 2019. For any queries contact Support Team

About Us:

Estee is a pioneer in building algorithmic investment products with a strong track record in Asset Management, Proprietary Trading, and Execution Services. Estee is an active participant in major Indian exchanges and trades international venues through its US affiliate, Estee Capital LLC. Estee is on the look out for bright and hardworking graduates or students currently in their final year of study, to start as strategy and algorithm developers in Autumn 2019. In our intensive training program by our experienced traders, would learn about financial markets and hone your quantitative modelling skills. As soon as you demonstrate the required ability, you would start to develop new technology for the company, implement cutting edge algorithms in these markets and manage your own books, typically within 3 months.

Winners of Hackathon
Kaggle Username College Rank Prize money(INR)
HariAS Delhi Technological University 1 1,00,000
Kalpam Suhaas IIM Calcutta 2 20,000
SowryaRegana IIM Calcutta 3 10,000
kushsharma2910 Delhi Technological University 4  
kanishkk IIM Calcutta 5  

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