Hull Tactical - Market Prediction

Overview

This hackathon challenges you to predict stock market returns and manage volatility, testing the Efficient Market Hypothesis. You'll use provided daily data, including public market information and a proprietary dataset, to build a model that predicts excess returns and designs a strategy to outperform the S&P 500 while staying within a 120% volatility constraint. Your work could reshape understanding of financial markets and potentially lead to valuable live investment strategies.

Requirements

This is a code competition where submissions must be made through Kaggle Notebooks. Your notebook must run within 8 hours on CPU or GPU, have internet access disabled, and can use freely available external data. During the forecasting phase, the run-time limit is extended to 9 hours. You must submit predictions for an optimal allocation of funds to holding the S&P500 daily, with a valid range of 0 to 2 for allocation, allowing for some leverage. You need to accept the competition rules by December 8, 2025, and the last day to merge teams is also December 8, 2025. The final submission deadline is December 15, 2025.

Prizes

Hull Tactical is offering $100,000 in cash prizes. The top three places will receive $50,000 for first place, $25,000 for second place, and $10,000 for third place. Additionally, places 4th through 6th will each receive $5,000.