jacklee1792 / imcp23Links
IMC Prosperity 2023 Code
☆8Updated 2 years ago
Alternatives and similar repositories for imcp23
Users that are interested in imcp23 are comparing it to the libraries listed below
Sorting:
- This repository contains our solution to the IMC Prosperity Challenge☆48Updated 2 years ago
- Backtester for IMC Prosperity 2 algorithms☆61Updated last year
- a copy of our trading bot in the IMC prosperity trading competition☆12Updated 2 years ago
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆44Updated 2 years ago
- Code for the IMC-prosperity competition.☆40Updated 2 years ago
- IMC Prosperity 2 algorithm visualizer☆51Updated last year
- IMC Prosperity 1 algorithm visualizer☆35Updated last year
- My IMC Prosperity 2 code (9th place)☆108Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆78Updated 2 years ago
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆196Updated 2 years ago
- ☆114Updated 7 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- Delta hedging under SABR model☆32Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- CS7641 Team project☆95Updated 4 years ago
- ☆51Updated 8 years ago
- SVI volatility surface model and an example of China 50ETF option☆75Updated 5 years ago
- volatility arbitrage in Heston model☆51Updated 2 months ago
- A collection of homeworks of market microstructure models.☆247Updated 7 years ago
- Code written for the IMC Prosperity trading competition in 2023.☆17Updated 2 years ago
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆55Updated 3 weeks ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- ☆45Updated 6 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆49Updated last year
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago
- Command-line submitter for IMC Prosperity 2 algorithms☆11Updated last year
- Submission for Optiver's 2023 ReadyTraderGo.☆26Updated 2 years ago
- Code and data for my blogs☆92Updated 4 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year