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Each row of the dataset describes an investment vehicle at a certain date.
Here follows a concise description of the columns of the three files comprising the dataset,
date: A sequentially increasing integer representing a date. Time between subsequent dates is a constant, denoting an unknown but fixed frequency at which the data is sampled. The initial training dataset is composed of 268 dates.
id: A unique identifier representing the investment vehicle at a given date. Note that the same asset has a different
idat each date.
0,...,460: Anonymized features describing an investment vehicle at a given date. Derived from high-quality market data.
date: Same as in
id: Same as in
y: The target value to predict. It is related to the future performance of the investment vehicle at the given date. The value is normalized between
- Same structure as
X_trainbut comprises only a few dates. This file is used to simulate the submission process locally via
cruch test. The aim is to help participants debug their code and have successful submissions. A successful local test usually means no errors during execution on the submission platform.
The dataset is obfuscated.