The aim of the problem is to develop a forecasting model to predict a stock's short-term price movement. The use of such prediction models is widely prevalent in algorithmic trading. Algorithmic trading, sometimes referred to as high-frequency trading in specific circumstances, is the use of automated systems to identify true(money making) signals among massive amounts of data that capture the underlying stock dynamics. These models can be leveraged to develop profitable trading strategies(akin to hedge funds) to help investors/traders achieve better returns. Contestants are expected and encouraged to think of empirical models/heuristics in order to better predict the price evolution of the hypothetical stock