📊 Optiver Research — Trading at the Close

AI-powered stock closing price prediction using LightGBM on real Optiver Kaggle dataset.

🔗 Live Demo: optiver-trading.vercel.app

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📸 Screenshot

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🚀 Features

• 🧠 LightGBM model trained on 500K real NASDAQ order book data
• 📊 12 engineered features — WAP, Spread, Imbalance, Price Pressure
• ⚡ FastAPI backend with real-time prediction
• 📈 Feature Importance chart — interactive React dashboard
• 🎯 Validation MAE: 5.1552

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🛠️ Tech Stack

Layer	Technology
ML Model	LightGBM
Backend	FastAPI
Frontend	React + TypeScript
Charts	Recharts
Data	Optiver Kaggle Competition
Deployment	Vercel + Render

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⚙️ Setup

# Backend
cd backend
python -m venv venv
venv\Scripts\activate
pip install -r requirements.txt
uvicorn main:app --reload

# Frontend
cd frontend
npm install
npm start

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📖 Usage

1. Open optiver-trading.vercel.app
2. Enter order book features (bid_price, ask_price, imbalance, etc.)
3. Click Predict
4. View predicted closing price + Feature Importance chart

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👩‍💻 Author

Snehal Thombare — GitHub