The Winton Stock Market Challenge - Predicting Future (Stock Returns)

Another recruitment competition hosted by Kaggle for a British Investment Management Firm Winton, to predict the intra and end of day returns of the stocks based on historical stock performance and masked features. The competition ran from 27-Oct-2015 to 26-Jan-2016 and 832 members participated from all over the globe. Like in other recruitment competitions, forming of teams was not allowed.

In this competition, Weighted Mean Absolute Error was used to evaluate the performance of predicted Stock Returns. The R code for this evaluation metrics can be found here.

Working with this competition was bit more challenging since there were 211 features and the Train dataset was ~173 MB.

Since the preparation of output file alone was taking hours to process, I had to work with R code to load data and calculate results. Java code was used to format and prepare final submission file.

• Median Replacement - R Code; Java Code
• Median Replacement - 3% Adjusted - R Code
• Moving Average on Test data - R Code; Java Code