jmerle / imc-prosperity-2-backtesterLinks
Backtester for IMC Prosperity 2 algorithms
☆60Updated last year
Alternatives and similar repositories for imc-prosperity-2-backtester
Users that are interested in imc-prosperity-2-backtester are comparing it to the libraries listed below
Sorting:
- IMC Prosperity 2 algorithm visualizer☆52Updated last year
- This repository contains our solution to the IMC Prosperity Challenge☆49Updated 2 years ago
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆198Updated 2 years ago
- Code for the IMC-prosperity competition.☆42Updated 2 years ago
- My IMC Prosperity 2 code (9th place)☆110Updated last year
- Detailed write-ups for manual trading challenges in IMC Prosperity 2☆57Updated last year
- Our solution for IMC Prosperity 2 (Overall Rank 13)☆54Updated last year
- Command-line submitter for IMC Prosperity 2 algorithms☆11Updated last year
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆187Updated last year
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆45Updated 2 years ago
- Backtester for IMC Prosperity 3 algorithms☆95Updated 6 months ago
- Jane Street quant interview/test☆116Updated 8 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆88Updated 2 years ago
- ☆171Updated 4 months ago
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆63Updated 3 years ago
- Command-line submitter for IMC Prosperity 3 algorithms☆15Updated 7 months ago
- Solutions to the Jane St monthly puzzles☆292Updated 2 months ago
- IMC Prosperity 1 algorithm visualizer☆35Updated last year
- Submission for Optiver's 2023 ReadyTraderGo.☆27Updated 2 years ago
- A collection of homeworks of market microstructure models.☆266Updated 7 years ago
- Implementation of various market making and trading strategies for the IMC Prosperity Trading Challenge 2023☆11Updated 2 years ago
- a copy of our trading bot in the IMC prosperity trading competition☆12Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆203Updated last year
- ☆138Updated 4 years ago
- ☆144Updated 11 months ago
- The CQF resources and my learning records☆195Updated last year
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆229Updated 2 years ago
- Study resources for quantitative finance☆205Updated 3 years ago
- IMC Prosperity 3 algorithm visualizer☆48Updated 6 months ago
- The ultimate guide to landing a job or internship in quantitative finance.☆252Updated 2 years ago