# Data

**URL:** https://datachallenge.cfm.fr/c/data/6.md

[Latest](https://datachallenge.cfm.fr/latest.md) · [Categories](https://datachallenge.cfm.fr/categories.md)

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## [About the Data category](https://datachallenge.cfm.fr/t/about-the-data-category/15)

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**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\
**Replies:** 0

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Discussion about data (not addressed to CFM): questions about the data contents, remarks about special features observed in the data, etc.

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## [A question about the target variable](https://datachallenge.cfm.fr/t/a-question-about-the-target-variable/328)

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**Author:** [@DJOE](https://datachallenge.cfm.fr/u/DJOE)\
**Replies:** 1\
**Last updated:** [June 28, 2021, 3:49pm UTC](https://datachallenge.cfm.fr/t/a-question-about-the-target-variable/328 "2021-06-28T15:49:02Z")

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Good evening, Thanks for organizing this challenge. Can the auction volume take values greater than 100 % because I have found that the target variable contains 12758 positive values. Is it normal? Thanks in advance, …

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## [Sharing some ideas](https://datachallenge.cfm.fr/t/sharing-some-ideas/305)

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**Author:** [@alexj](https://datachallenge.cfm.fr/u/alexj)\
**Replies:** 7\
**Last updated:** [April 10, 2021, 1:12pm UTC](https://datachallenge.cfm.fr/t/sharing-some-ideas/305 "2021-04-10T13:12:44Z")

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Hi, I’m starting this thread with the hope of motivating some participants to share fresh ideas :slight\_smile: My current solution is based on the benchmark described by the hosts (linear regression followed by trainin…

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## [What is the return?](https://datachallenge.cfm.fr/t/what-is-the-return/42)

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**Author:** [@Twice22](https://datachallenge.cfm.fr/u/Twice22)\
**Replies:** 10\
**Last updated:** [November 4, 2019, 4:58pm UTC](https://datachallenge.cfm.fr/t/what-is-the-return/42 "2019-11-04T16:58:50Z")

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Hello. I’m trying to understand the data of the challenge. Actually I still don’t understand what is the return. In the video at 3:05 it is said that it indicates wether or not the price increased during the next 5 minu…

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## [Volatility computation](https://datachallenge.cfm.fr/t/volatility-computation/51)

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**Author:** [@Laurent\_Meunier](https://datachallenge.cfm.fr/u/Laurent_Meunier)\
**Replies:** 8\
**Last updated:** [April 30, 2018, 11:35am UTC](https://datachallenge.cfm.fr/t/volatility-computation/51 "2018-04-30T11:35:16Z")

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Hello, in the description of your documents, you define the volatility as the standard deviation of the price over a time period. I am not sure to understand regarding the classical definition of volatility in finance. C…

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## [Average volatility](https://datachallenge.cfm.fr/t/average-volatility/47)

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**Author:** [@Remjez](https://datachallenge.cfm.fr/u/Remjez)\
**Replies:** 1\
**Last updated:** [February 12, 2018, 4:58pm UTC](https://datachallenge.cfm.fr/t/average-volatility/47 "2018-02-12T16:58:38Z")

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Hi, I wanted to know how you calculate the average volatility when there are missing data in the last 2 hours? Do you average with the available data or do you put zeros instead. I ask myself this question because of o…

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## [Days randomized](https://datachallenge.cfm.fr/t/days-randomized/24)

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**Author:** [@Neantis](https://datachallenge.cfm.fr/u/Neantis)\
**Replies:** 3\
**Last updated:** [January 31, 2018, 9:01pm UTC](https://datachallenge.cfm.fr/t/days-randomized/24 "2018-01-31T21:01:01Z")

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Hi, Can you give more details about what you mean by “days have been randomized”: “the ‘date’: related to a specific day, it is shared between several stocks (for practical reasons, days have been randomized” Does…