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In an effort to promote trading utilizing IT and data analysis, JPX Market Innovation & Research, Inc. (JPXI) provides an environment for individuals interested in data science via its J-Quants project. As part of this effort, an awards ceremony was held online for the JPX Tokyo Stock Exchange Prediction data analysis competition held on Kaggle beginning in April 2022 (hereinafter "the Competition").
The Competition was held for individuals including expert Japanese market data analysts/scientists to analyze stock prices and other data by using such information as issue information, stock price data, fundamentals data, and index options data.
Overview of the 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 |
| 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. |
| Number of Participants | 19,264 |
| Competition Period | April 5, 2022 to October 7, 2022 (JST) |
At the ceremony, the Competition’s top prize winners were given awards and presented their methods of analysis. The awards ceremony and winners' presentations can be viewed on the official JPX YouTube Channel.
The following data will be distributed though API. This will allow comparisons among listed companies and chronological stock price analysis from the user's preferred perspective.
The presentation materials and submitted models shown in the video are those of the individual presenters/submitters and do not reflect the official opinions of JPXI.
Based on the results of these activities, JPXI will continue to consider providing an environment that makes it easy for retail investors to conduct trading utilizing IT and data analysis.
<Conceptual Diagram of the J-Quants Project>
Contact
JPX Market Innovation & Research, Inc.　Frontier Development
E-mail:j-quants@jpx.co.jp
