HKML S5E2 - G-Research Kaggle competition by Patrick Yam (Gold medal, ranked 7/1946)
Patrick Yam worked as a quantitative researcher in a Hedge fund, focusing on solving challenging problems using machine learning. He is a Kaggle competition master (Top 100 on the global competition leaderboard) with 4 gold medals in various Kaggle competitions.
Presentation introduction:
In the G-Research Crypto Forecasting competition, we used our machine learning expertise to forecast short-term returns in 14 popular cryptocurrencies. We are given a dataset of millions of rows of high-frequency market data dating back to 2018 which we can use to build our model. after the submission deadline has passed, the final score is calculated over the following 3 months using live crypto data as it is collected.
In this competition, I built a deep learning model which only receives raw data as the input, and features engineering is almost not required. The final ranking is 7th place out of ~2000 teams.
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