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ML. In order.
Label without lookahead, split without leakage, stack without lying.
9 problems~4h2 easy5 medium2 hard
paper only · educational · not advice
- ○
Label every bar by which barrier is hit first — profit, stop, or time.
- ○
Split a time series without letting the future leak into training.
medium30 min - ○
Expanding-window splits that report a distribution, not a single number.
medium25 min - ○
Turn raw OHLCV into a clean, aligned feature table.
easy20 min - ○
Rank forward returns across names to strip out the market's beta.
medium25 min - ○
Long when p10 > 0, short when p90 < 0, flat in between.
medium20 min - ○
Route each day to a high-vol or low-vol model by the 60-day median.
easy15 min - ○
Level-1 predictions become level-2 inputs — without leaking the answer.
hard40 min - ○
Bin the predicted probabilities and measure how honest they are.
hard35 min