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Optiver Vol Soln

Data

This repository does NOT include Kaggle competition data.

How to get the data

  1. Join the Kaggle competition: Optiver - Trading at the Close (or the exact competition you used).
  2. Download the dataset via Kaggle UI or Kaggle API.
  3. Place the downloaded files under:
  • input/ (recommended)
    • Example:
      • input/train.csv
      • input/test.csv
      • input/sample_submission.csv

Notes

  • Keep input/ local only. It is ignored by git via .gitignore. E

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Kaggle (2021) Optiver Realized Volatility Prediction — reproducible, script-first ML pipeline (no data included).

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