XTX_Challenge

Models and programs developed as part of XTX Forecastin Challenge 2019

Name		Name	Last commit message	Last commit date
Model scripts		Model scripts
Research		Research
Submission		Submission
Blog Kalman Story.ipynb		Blog Kalman Story.ipynb
Blog Kalman story.md		Blog Kalman story.md
README.md		README.md
cumm_bid_ask.png		cumm_bid_ask.png
final_rating.jpg		final_rating.jpg
flow2_20000.png		flow2_20000.png
flow3_20000.png		flow3_20000.png
img_kalman_transition_mattr.ipynb		img_kalman_transition_mattr.ipynb
variable_importance.png		variable_importance.png

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