ML engineer and quant

**💼 Practical task for ML engineers and quants from Wunder Fund

**Instead of classic test tasks, HFT fund Wunder Fund has launched an open competition Alfa Connectome. This is a great opportunity for those who want to try their hand at algorithmic trading.

**Task Description: **It is necessary to study historical trading data for two related instruments (order books, trades, and other parameters). Based on this information, you need to build a model that predicts indicators of the future price of one of the instruments.

Features: 1) The work is based on real exchange market data. This time, the organizers provided a much larger dataset compared to previous tasks. 2) In essence, this is a classic quant task, which they regularly encounter in their work.

**Prospects: **Authors of the best solutions receive an invitation for a technical interview at the fund. For reference: Wunder Fund has been engaged in high-frequency algorithmic trading since 2014, trades on traditional and crypto exchanges, and their daily turnover is about $10 billion. Monetary prizes are also provided: the total fund is $13,600.

📅 Competition Dates: September 11 — November 15.

🔗 Detailed description of the dataset and task