Real-Time Market Data Forecasting with Transformer Models

A new approach to predicting high-frequency trading patterns

I recently got into this Jane Street competition on Kaggle and realized that this might be a good chance to explore how a cognitive co-pilot could support me on my journey of understanding the stock market more deeply. The stock market is a volatile, dynamic, and nonlinear primordial void of data and liquidity, devouring careless traders in an endless c…