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Japan Exchange Group, Inc. (hereinafter referred to as "JPX") announced today that it will launch a Proof of Concept (PoC) Project by providing an environment to promote trading utilizing IT and data analysis for individuals interested in data science. AlpacaJapan Co., Ltd. will be the IT support vendor.
| Project Name | J-Quants |
| Project Outline | PoC testing to provide a learning environment for trading utilizing IT and data analysis |
| Project Owner | Japan Exchange Group, Inc. |
| IT Support Vendors | AlpacaJapan Co., Ltd. Amazon Web Service, Inc. |
| Data Provider | Nikkei Inc. QUICK Corp. |
| Test Period(Tentative) | January 29 to July 2021 |
In recent years, trading by retail investors using IT and data analysis has been increasing in overseas markets. In Japan as well, utilizing various data and training data scientists have been promoted. In light of these circumstances, JPX is conducting PoC testing for the possibility of usage by providing data through API and free-of-charge learning contents (providing an environment to input knowledge) such as tutorials for financial data analysis using IT, as well as by holding a data analysis competition.
In the PoC testing, financial data and learning contents will be provided free of charge. We hope it will serve as an opportunity for not only individuals with experience in data analysis but also for beginners with little to no knowledge of financial data and data analysis to learn about investment methods by using IT to perform portfolio analysis etc. as well as for students studying data science to have an interest in financial data.
JPX will consider providing an environment that makes it easy for retail investors to conduct trading using IT and data analysis, based on the results of the PoC testing.
| Data provision API | Provide stock price data and financial information data etc. in API format making it easy for participants to conduct trading using IT or data analysis |
| Data analysis tutorial | Provide a hands-on tutorial that enables participants to learn about data analysis of stock prices, etc. by using various financial data that reference actual code examples (Language: Python) |
* The period data will be provided is from January 2016 to December 2020. (Some data will be provided since January 2020.)
In the PoC testing, JPX will hold a data analysis competition as a place for learning about trading utilizing IT and data analysis as the number of people participating have been on the rise over the past few years. A wide range of individuals from beginners to those with knowledge of data science can participate in the competition. They will analyze stock prices, etc. using various financial data. We hope the competition will serve as a hands-on opportunity to apply the knowledge participants acquired from the learning contents provided in the PoC testing. Prize money will be awarded to the winners.
Overview of the competition is as follows:
| Purpose | To provide an opportunity for a wide range of people from novices in data analysis to those with knowledge of data science to become familiar with financial data that normally is rarely accessible whereby they become interested in investing through the utilization of data analysis |
| Data for analysis | Challenge 1: Financial statements data and stock prices data for each listed company Challenge 2: The above data, news title data and disclosure materials data |
| Challenge 1 | Participants will use provided data for analysis to estimate stock prices, highs and lows, after the announcement of financial results by listed companies to predict the future of the stock. |
| Challenge 2 | Participants will use the data for analysis to create an equity portfolio to compete for profit for approximately one month. |
| Competition platform | SIGNATE* |
| Period (Tentative) | Challenge 1: January 29 to July 2021 Challenge 2: March to July 2021 |
| Dedicated website | Site page |
*A platform where many companies and organizations hold various data analysis competitions with various educational contents provided
Prospective participants in the PoC testing are required to apply for the data analysis competition. The competition will be held on a platform provided by SIGNATE. Please apply on the SIGNATE webpage.
Those who have registered in the competition via the SIGNATE platform can use the data provision API provided by JPX.
Contact
Japan Exchange Group, Inc.　FinTech Laboratory, Corporate Strategy
TEL:(Tokyo)+81-3-3666-1361
E-mail:j-quants@jpx.co.jp
