# Context This is homework 2 of the course Become a Kaggle Master This course is part of the IASD Master 2 in Machine Learning, Artificial Intelligence, and Data Science program, jointly run by Université Paris Dauphine, ENS and Mines ParisTech. # Goal The competition's goal is to decode a financial strategy thanks to an investment universe. This strategy is the aggregated performance of hedge funds performances. To decode this strategy, you are asked to infer each day the percentage invested in 22 factors and provide the corresponding predicted returns. The investable factors are: - 6 equity factors: US, Japan, Europe, UK, and Emerging markets - 7 interest rates factors: European and US High yield bonds, European and US Investment grade bonds indexes and 1 emerging market bond index - 6 foreign exchange factors representing exposure to dollar - 3 commodity indexes