jmerle / imc-prosperity-3Links
My IMC Prosperity 3 code (25th place)
☆14Updated 4 months ago
Alternatives and similar repositories for imc-prosperity-3
Users that are interested in imc-prosperity-3 are comparing it to the libraries listed below
Sorting:
- James & Tomas write up for IMC Prosperity 3☆15Updated 3 months ago
- ☆142Updated 2 months ago
- My IMC Prosperity 2 code (9th place)☆110Updated last year
- 1st USA, 7th Global - Post-competition writeup + code used each round.☆47Updated 4 months ago
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆198Updated 2 years ago
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆181Updated last year
- Algorithmic and manual trading strategies, backtests, and analysis for IMC’s 15‑day Prosperity 3 challenge that resulted in rank 25.☆26Updated 2 months ago
- Detailed write-ups for manual trading challenges in IMC Prosperity 2☆56Updated last year
- Our solution for IMC Prosperity 2 (Overall Rank 13)☆52Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆476Updated last year
- Code for the IMC-prosperity competition.☆40Updated 2 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆363Updated 5 years ago
- Code written for the IMC Prosperity trading competition in 2023.☆17Updated 2 years ago
- Quantitative Finance book☆702Updated 4 months ago
- Backtester for IMC Prosperity 3 algorithms☆89Updated 4 months ago
- Alpha Animals writeups and algorithm for IMC Prosperity 3 (9th Global, 2nd USA, Peak 2nd Global)☆38Updated 4 months ago
- The CQF resources and my learning records☆174Updated last year
- A multi-factor equity risk model for quantitative trading.☆783Updated last year
- This repository contains our solution to the IMC Prosperity Challenge☆47Updated 2 years ago
- Top training materials in quantitative finance☆426Updated 11 months ago
- IMC Prosperity 2 algorithm visualizer☆51Updated last year
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆44Updated 2 years ago
- Computational Statistics For Quantitative Finance☆42Updated 11 months ago
- HFT signals on GDAX☆107Updated 7 years ago
- Here you will find materials for the course of Computational Finance☆444Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆481Updated last year
- The ultimate guide to landing a job or internship in quantitative finance.☆230Updated 2 years ago
- Study resources for quantitative finance☆176Updated 3 years ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆590Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆781Updated 3 months ago