Volatility Forecasting Sprint
Predict realized volatility for a basket of obfuscated instruments over 1-day, 5-day, and 21-day horizons. This competition tests your ability to capture volatility clustering, mean reversion, and regime shifts using engineered features derived from high-frequency data.
Prize Pool
$15,000
Participants
178
Timeline
Feb 15 — Apr 5, 2026
Predict realized volatility for a basket of obfuscated instruments over 1-day, 5-day, and 21-day horizons. This competition tests your ability to capture volatility clustering, mean reversion, and regime shifts using engineered features derived from high-frequency data.
Columns
89
Obfuscated features
Rows
450,000
Training observations
Scoring
Weighted RMSE
Primary evaluation metric
Runtime Limit
30 minutes per evaluation
Memory Limit
8GB RAM
Max Submissions
60 total