jmerle / imc-prosperity-visualizer
IMC Prosperity 1 algorithm visualizer
☆35Updated last year
Alternatives and similar repositories for imc-prosperity-visualizer:
Users that are interested in imc-prosperity-visualizer are comparing it to the libraries listed below
- IMC Prosperity 2 algorithm visualizer☆49Updated 11 months ago
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆45Updated last year
- This repository contains our solution to the IMC Prosperity Challenge☆36Updated last year
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆166Updated last year
- Backtester for IMC Prosperity 2 algorithms☆57Updated 11 months ago
- My IMC Prosperity 2 code (9th place)☆69Updated 10 months ago
- Code written for the IMC Prosperity trading competition in 2023.☆16Updated last year
- Code for the IMC-prosperity competition.☆31Updated last year
- Implementation of various market making and trading strategies for the IMC Prosperity Trading Challenge 2023☆10Updated last year
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆75Updated 10 months ago
- Detailed write-ups for manual trading challenges in IMC Prosperity 2☆27Updated 10 months ago
- Our solution for IMC Prosperity 2 (Overall Rank 13)☆29Updated 10 months ago
- a copy of our trading bot in the IMC prosperity trading competition☆11Updated last year
- IMC Prosperity 2023 Code☆8Updated last year
- Deep Learning Statistical Arbitrage☆218Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆205Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆185Updated last year
- Jane Street quant interview/test☆101Updated 7 years ago
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆61Updated 2 years ago
- IMC Prosperity 3 algorithm visualizer☆15Updated last week
- ☆386Updated 4 years ago
- experiments with pair trading☆282Updated 3 months ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆101Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆70Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆149Updated 9 months ago
- A collection of homeworks of market microstructure models.☆225Updated 6 years ago
- 🥳 winner of the Optiver challenge: making your own trading bot 🤖☆33Updated 5 years ago
- To classify trades into buyer- and seller-initiated.☆138Updated 2 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆413Updated 11 months ago
- Books for Quant Finance Interviews☆74Updated 9 years ago