It would be interesting if you posted solutions that led you to reduce the MSE to 333333 rather than the 0 MSE one because it doesn’t provide much value for beginners. I understand that the goal of this solution is to pinpoint weaknesses of some competitions that can be “hacked” (several kaggle competitions had this) which is good for beginners but I think it would be even better to include a ML solution too.

Anyways, I was looking forward to seeing your solutions since you slayed everything and thank you for providing them, I am sure they are full of insights for aspiring AIcrew.

Well, when I submitted MSE=3333333.333 solution, I already knew the answer, so just added some noise to make it look cute.
But to your point, I looked at the distribution of fractional values and ran a couple of linear regressions. Fractional values in this data had some distinct pattern. Single stock prices usually get adjusted because of splits and dividends, so the distribution of their fractional values didn’t match the pattern. Indices on the other hand don’t get adjusted, so I searched for the combination of indices.

Overall, I think it was a great puzzle and a lot of fun to solve.