Jane Street Market Prediction
Galliard7
Overview
Predicting profitable trading opportunities from anonymized financial market data. The competition required building models that could identify actionable signals in noisy, high-dimensional market features.
Approach
- Feature selection and denoising on anonymized market signals
- Gradient boosting and neural network ensembles
- Custom utility-based optimization aligned with competition metric
- Time-aware validation to avoid lookahead bias