Two Sigma Financial modeling challenge hosted by Kaggle: https://www.kaggle.com/c/two-sigma-financial-modeling
Data can be found here: https://www.kaggle.com/c/two-sigma-financial-modeling/data
Learn from winner interview here: http://blog.kaggle.com/2017/05/25/two-sigma-financial-modeling-challenge-winners-interview-2nd-place-nima-shahbazi-chahhou-mohamed/