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JANE STREET MARKET PREDICTION FINAL PROJECT

  • This folder contains notebooks about sourcecode and report of Jane Street Market Prediction final project. The dataset had been excluded because of its big size.
  • Please open presentation.pdf for the detailed report. For more detail about sourcecode, please open sourcecode notebooks with Jupyter Notebooks or Jupyter Labs.

Quickstart

$ git clone https://github.com/JackScience/JaneStreetMarketPrediction.git
$ cd JaneStreetMarketPrediction
$ presentation.pdf

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This project tries to build a quantitative trading model to maximize returns using market data from a major global stock exchange.

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