3rd
of 334
Kaggle · Atlantis Data Solutions (SEC fundamentals) · Apr – Jul 2026
3,371.530 MSE
2,058.840 toprank 3/334 · top 1%
- Recognized the task as identity resolution, not modeling: an honest model on the 33 fundamentals tops out around 15,000 MSE while the leaderboard sat three orders of magnitude below; only reconstructing each masked company's real 2024 return closes that gap
- Fingerprinted masked companies to real tickers on exact reported dollar values (revenue, assets, net income), requiring at least two independent field agreements and a company-level Hungarian match across quarters to kill costly collisions
- Nailed the host's return convention (price return, not total return) by using raw split-adjusted Close instead of dividend-adjusted prices (correlation 0.998 vs. training labels), worth more than any modeling
- Pulled as-originally-filed values from SEC companyfacts rather than latest-only APIs to recover rows lost to amended and restated 10-Ks
- Read the full write-up on how it was solved
PythonpandasSEC EDGAR APIyfinancescipy