Optiver - Trading at the Close | Kaggle
www.kaggle.com/competitions/optiver-trading-at-the-close
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predicting the closing price movements
hundreds of Nasdaq listed stocks
data from the order book
and the closing auction of the stock
auction can be used to adjust prices
assess supply and demand dynamics
identify trading opportunities
The intensity escalates as the trading day approaches its end
peaking in the critical final ten minutes
heightened volatility
rapid price fluctuations
shaping the global economic narrative for the day.
Nasdaq Closing Cross auction.
establishes the official closing prices for securities listed on the exchange
evaluating the performance of individual securities and the market as a whole.
closing prices
In the last ten minutes
trading session
market makers like Optiver merge traditional order book data with auction book data
providing the best prices to all market participants.
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