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JPX Market Innovation & Research, Inc. (JPXI) provides an environment to promote trading utilizing IT and data analysis for individuals interested in data science via "J-Quants", a Proof of Concept (PoC) project. Since the data analysis competitions held last year were well received, we will hold the third competition(*) on Kaggle, a world-famous data analysis competition platform.
Last year, JPX Group launched an environment through the J-Quants project which enabled retail investors to learn about investment analysis utilizing data, by providing financial data that professionals use such as historical stock prices and corporate financial data together with analytical methods for these data. We also held data analysis competitions to provide an opportunity for participants to apply their knowledge. These competitions attracted more than 2,300 participants and received highly positive feedback, with many commenting that the J-Quants project taught them a lot about stock investment, and that they would like to see similar projects in the future. In light of this response, we have decided to hold a third competition.
This competition will be held on Kaggle, a world-famous data analysis competition platform. Kaggle boasts nine million registered users (known as "Kagglers") worldwide, with many data scientists from around the world participating, including many from Japan. Holding the data analysis competition on Kaggle will provide a good opportunity to broaden the quant base in Japan as well as to draw global attention to Japanese markets.
Financial data from the Japanese markets will again be provided to participants free of charge. This time, so that participants can enjoy a different type of data analysis from last year, in addition to stock price and corporate financial data, we will also provide new types of data such as trading data by investor type and index options.
To design the competition challenge, we have again collaborated with AlpacaJapan Co., Ltd. to prepare a challenge which is high-quality and rewarding. With financial data from the Japanese markets as a stage, participants will compete on their investment analysis skills, gaining knowledge during friendly competition with others from around the world.
Starting today, you can apply for the J-Quants data analysis competition and download data provided for the competition on the Kaggle competition site. We hope participants can discover the appeal of the Japanese market while utilizing data and enjoying the competition.
(J-Quants data analysis competition)
| Purpose | To provide an opportunity to broaden the quant base in Japan and for overseas investors to become familiar with Japanese markets through financial data analysis related to Japanese markets |
| Data for analysis | Financial statement data and stock price data for each listed company, trading data by investor type, index options data, etc. |
| Challenge | Participants will use data provided for analysis to rank predicted returns from the issues eligible for predictions (around 2,000 issues) and compete for the highest return spread between portfolios made up of the 200 issues with the highest and lowest predicted returns. |
| Competition platform | Kaggle |
| Competition period (planned) | Model development period: April 5, 2022 to July 6, 2022 (JST) (note) April 4, 2022 to July 5, 2022 (UTC) Evaluation period: July 7, 2022 to October 7, 2022 (JST) |
| Challenge design in collaboration with | AlpacaJapan Co., Ltd. |
Prospective participants in this competition are required to apply on the Kaggle website.
Kaggle competition page
A dedicated website for the J-Quants project is available. The website introduces various initiatives implemented by J-Quants, in addition to an overview of the competition.
J-Quants project site
(Conceptual Diagram of the Project)
Contact
JPX Market Innovation & Research, Inc.　Frontier Strategy Department
TEL:(Tokyo)+81-3-3666-1361
E-mail:j-quants@jpx.co.jp