Season : Challenge Data 2016-2017

From 21/10/2016 to 01/01/2018

Challenge : Prediction of trading activity within the order book
By CFM


Description


Prediction of trading activity within the order book

With past order book snapshots, try to predict if any trading activity will happen within the next second.

 

Partner


CFM
CFM

Founded in 1991, CFM is specialized in developing trading strategies based on a global and quantitative approach to financial markets. CFM's methodology relies on the in-depth statistical analysis and the modelization of terabytes of financial data for asset allocation, trading decisions and order execution. Research in the statistical properties of financial instruments and the development of systematic trading strategies are carried out at CFM by a team of Ph.D's, most of them former physicists from prestigious international institutions, and a team of IT and Data specialists. In addition to carrying out research on new strategies, CFM researchers contribute to the advancement of knowledge in finance and economics and regularly publish academic articles. This research work, combined with 25 years of market experience and cutting-edge technology, allows CFM to create original, state-of-the-art trading strategies and to adapt these further as markets continuously evolve. CFM's trading strategies can be characterized as highly systematic and disciplined, enveloped by a rigorous risk control system.


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