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Jul 1, 2021
Optiver Realized Volatility Prediction
Kaggle quantitative modeling project focused on forecasting realized volatility from market microstructure signals.
Built a reproducible experimentation workflow for feature engineering and model iteration in a high-noise financial setting.
PythonPandasXGBoostKaggle
Overview
Long-running quantitative research project centered on realized volatility prediction.
Focus
- Time-series feature engineering from trade and order-book patterns
- Robust validation strategy for noisy, competition-grade data
- Iterative optimization for stable leaderboard performance
Project Link
Kaggle: https://www.kaggle.com/shamiulislamshifat/optiver-realized-volatility-prediction-gold