kaggle-optiver

Optiver Realized Volatility Prediction

Requirements

1. Prepare an environment with the python packages in ./setup/requirements.txt

2. Place the following files in ./input/optiver-realized-volatility-prediction:

   • train.csv
   • book_test.parquet
   • book_train.parquet
   • trade_test.parquet
   • trade_train.parquet