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literacy_review_note
literacy_review_note
 
 
.gitignore
.gitignore
 
 
README.md
README.md
 
 
Sector and news factor.ipynb
Sector and news factor.ipynb
 
 
Two Sigma Competition - Technical Analysis.ipynb
Two Sigma Competition - Technical Analysis.ipynb
 
 
Two Sigma EDA by George.ipynb
Two Sigma EDA by George.ipynb
 
 
Two Sigma EDA by Zihan.ipynb
Two Sigma EDA by Zihan.ipynb
 
 
correlation_variance_prediction.ipynb
correlation_variance_prediction.ipynb
 
 
earnings_announcement_factor.ipynb
earnings_announcement_factor.ipynb
 
 
generic_technical_indicator.ipynb
generic_technical_indicator.ipynb
 
 
merge_sentiment_market_factor.ipynb
merge_sentiment_market_factor.ipynb
 
 
prediction_generator.ipynb
prediction_generator.ipynb
 
 
rank.png
rank.png
 
 
select_market_factors_risk_parity.ipynb
select_market_factors_risk_parity.ipynb
 
 
sentiment_feature_generator.py
sentiment_feature_generator.py
 
 
sentiment_single_factor.pdf
sentiment_single_factor.pdf
 
 
test_factors.ipynb
test_factors.ipynb
 
 
time_serial_cross_validation.ipynb
time_serial_cross_validation.ipynb
 
 

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two_sigma_news_sentiments

Description

This repository serves as the development for participating in Kaggle Competition Link. Two Sigma Competition has been one of the most popular competition on Kaggle, with 2927 participating teams, and we rank top 2% percent with current rank at 64th place.

Logistics

  • rule number 1: keep all data file in .csv extension otherwise add its type to .gitignore
  • rule number 2: we use wiki log for book keeping so each one of us will update daily on wiki
  • rule number 3: make sure to name your .ipynb file with your name inside
  • rule number 4: when pushing changes to master, please checkout a branch and push to a remote branch, then create a Pull Request in order to publish your code. DO NOT PUSH DIRECTLY INTO THE MASTER!
  • rule number 5: have fun

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Two Sigma Financial Machine Learning Competition Hosted by Kaggle

www.kaggle.com/c/two-sigma-financial-news/rules

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