jmerle / imc-prosperity-2-visualizer
IMC Prosperity 2 algorithm visualizer
☆47Updated 10 months ago
Alternatives and similar repositories for imc-prosperity-2-visualizer:
Users that are interested in imc-prosperity-2-visualizer are comparing it to the libraries listed below
- Backtester for IMC Prosperity 2 algorithms☆56Updated 10 months ago
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆151Updated last year
- IMC Prosperity 1 algorithm visualizer☆34Updated last year
- This repository contains our solution to the IMC Prosperity Challenge☆33Updated last year
- My IMC Prosperity 2 code (9th place)☆48Updated 10 months ago
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆44Updated last year
- Code for the IMC-prosperity competition.☆30Updated last year
- Code written for the IMC Prosperity trading competition in 2023.☆15Updated last year
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆60Updated 9 months ago
- Implementation of various market making and trading strategies for the IMC Prosperity Trading Challenge 2023☆10Updated last year
- Detailed write-ups for manual trading challenges in IMC Prosperity 2☆24Updated 10 months ago
- IMC Prosperity 2023 Code☆8Updated last year
- The ultimate guide to landing a job or internship in quantitative finance.☆184Updated last year
- Solutions to the Jane St monthly puzzles☆264Updated this week
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆69Updated last year
- A collection of homeworks of market microstructure models.☆223Updated 6 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆153Updated last month
- We implement the paper: Deep Learning Volatility☆185Updated 4 years ago
- HFT signals on GDAX☆91Updated 7 years ago
- ☆74Updated 6 years ago
- Deep Learning Statistical Arbitrage☆216Updated 2 years ago
- Implementation of the vanilla Deep Hedging engine☆254Updated last year
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆60Updated 2 years ago
- Computational Statistics For Quantitative Finance☆35Updated 6 months ago
- Submission for Optiver's 2023 ReadyTraderGo.☆25Updated last year
- The CQF resources and my learning records☆136Updated last year
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆52Updated 2 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆181Updated 3 months ago