Let’s consider a hypothetical scenario. In times to come, the entire planet is ruled by three companies that are making people bankrupt. The only hope to defeat them is by understanding their trading systems, such that we can dissolve them once and for all.
There is already a trading agent in place. You need to maximize the damage caused to the evil trinity by building a solution. This solution needs to predict the price of the stocks of these three companies. This problem is based on financial management.
The dataset contains all the essential parameters that affect the prices. For this particular dataset, the training set includes the prices of the stock against every day.
You can find the dataset here. You have to predict the column name "Price" and please submit in the format given in the “Sample_Submission.csv” file and save it as result.csv.
COLUMN DESCRIPTION
Sl. No |
Column Label |
Column Description |
1 |
ID |
A calculated unique ID for each research. |
2 |
Date |
Date of the Event |
3 |
Company |
Name of the Company |
4 |
SMA |
Simple Moving Average |
5 |
EMA |
Exponential Moving Average |
6 |
WMA |
Ways and Means Advances |
7 |
DEMA |
Double Exponential Moving Average |
8 |
TEMA |
Triple Exponential Moving Average |
9 |
TRIMA |
Triangular Moving Average |
10 |
KAMA |
Kaufman's Adaptive Moving Average |
11 |
FAMA |
F Adaptive Moving Average |
12 |
MAMA |
MESA Adaptive Moving Average |
13 |
T3 |
T3 Moving Average |
14 |
MACD |
Moving Average Convergence Divergence |
15 |
MACD_Hist |
Moving Average Convergence Divergence Histogram |
16 |
MACD_Signal |
Moving Average Convergence Divergence Signal |
17 |
MAC |
Moving Average Convergence |
18 |
MAC_Hist |
Moving Average Convergence Histogram |
19 |
MAC_Signal |
Moving Average Convergence Signal |
20 |
SlowD |
Slow Stochastic Oscillator Second Line |
21 |
SlowK |
Slow Stochastic Oscillator Main Line |
22 |
FastD |
Fast Stochastic Oscillator Second Line |
23 |
FastK |
Fast Stochastic Oscillator Main Line |
24 |
RSI |
Relative Strength Index |
25 |
FatD |
Fast Stochastic Second Line |
26 |
FatK |
Fast Stochastic Main Line |
27 |
WILLR |
WILLR |
28 |
ADX |
Average Directional Index |
29 |
ADXR |
Average Directional Index Rating |
30 |
APO |
Absolute Price Oscillator |
31 |
PPO |
Percentage Price Oscillator |
32 |
MOM |
Momentum Indicator |
33 |
BOP |
Balance of Power |
34 |
CCI |
Commodity Channel Index |
35 |
CMO |
Chande Momentum Oscillator |
36 |
ROC |
Rate of Change |
37 |
ROCR |
Rate of Change Rating |
38 |
Aroon Down |
Aroon Oscillator Down |
39 |
Aroon Up |
Aroon Oscillator Up |
40 |
AROONOSC |
Aroon Oscillator |
41 |
MFI |
Money Flow Index |
42 |
TRIX |
Triple-Smoothed Exponential Moving Average |
43 |
ULTOSC |
Ultimate Oscillator Definition and Strategies |
44 |
DX |
Directional Movement Index |
45 |
MINUS_DI |
Minus Directional Index |
46 |
PLUS_DI |
Plus Directional Index |
47 |
MINUS_DM |
Minus Directional Movement Index |
48 |
PLUS_DM |
Plus Directional Movement Index |
49 |
Real Lower Band |
Relative Strength Index – Lower Band |
50 |
Real Middle Band |
Relative Strength Index – Middle Band |
51 |
Real Upper Band |
Relative Strength Index –High Band |
52 |
MIDPOINT |
The Midpoint calculation is like the Midprice, except the highest and lowest values are returned from the same input field. |
53 |
MIDPRICE |
Average (Highest Close - Lowest Close) within the look back period. |
54 |
SAR |
The Parabolic Stop and Reverse (SAR) calculates trailing stop points to use with long and short positions. |
55 |
TRANGE |
TRANGE |
56 |
ATR |
Average True Range |
57 |
NATR |
Normalized Average True Range |
58 |
Chaikin A/D |
Developed by Marc Chaikin, the Accumulation Distribution Line is a volume-based indicator designed to measure the cumulative flow of money into and out of a security. Chaikin originally referred to the indicator as the Cumulative Money Flow Line. |
59 |
ADOSC |
Accumulation/distribution Oscillator SC |
60 |
OBV |
On-balance volume |
61 |
HT_TRENDLINE |
HT_TRENDLINE |
62 |
LEAD SINE |
LEAD SINE |
63 |
SINE |
SINE |
64 |
TRENDMODE |
TRENDMODE |
65 |
DCPERIOD |
DCPERIOD |
66 |
HT_DCPHASE |
HT_DCPHASE |
67 |
PHASE |
PHASE |
68 |
QUADRATURE |
QUADRATURE |
69 |
Price |
Stock’s Price |
Your submissions will be evaluated on mean absolute error. Leaderboard score is calculated as:
leaderboard score=max(0,(100−mean absolute error))