n-0 / backtest-imc-prosperity-2023
Utilities for back testing code related to the IMC prosperity challenge 2023.
☆45Updated last year
Alternatives and similar repositories for backtest-imc-prosperity-2023:
Users that are interested in backtest-imc-prosperity-2023 are comparing it to the libraries listed below
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆161Updated last year
- This repository contains our solution to the IMC Prosperity Challenge☆36Updated last year
- Code for the IMC-prosperity competition.☆31Updated last year
- IMC Prosperity 2 algorithm visualizer☆49Updated 10 months ago
- My IMC Prosperity 2 code (9th place)☆59Updated 10 months ago
- IMC Prosperity 1 algorithm visualizer☆35Updated last year
- a copy of our trading bot in the IMC prosperity trading competition☆11Updated last year
- Code written for the IMC Prosperity trading competition in 2023.☆16Updated last year
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆67Updated 10 months ago
- Backtester for IMC Prosperity 2 algorithms☆57Updated 11 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☆26Updated 10 months ago
- IMC Prosperity 2023 Code☆8Updated last year
- Our solution for IMC Prosperity 2 (Overall Rank 13)☆29Updated 10 months ago
- The ultimate guide to landing a job or internship in quantitative finance.☆185Updated last year
- Computational Statistics For Quantitative Finance☆35Updated 6 months ago
- IMC Prosperity 3 algorithm visualizer☆15Updated this week
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆70Updated last year
- A collection of homeworks of market microstructure models.☆225Updated 6 years ago
- Study resources for quantitative finance☆114Updated 3 years ago
- Jane Street quant interview/test☆100Updated 7 years ago
- Guide on how to prepare for quant trading roles out of college☆661Updated 5 months ago
- volatility arbitrage in Heston model☆44Updated 2 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated 2 months ago
- We implement the paper: Deep Learning Volatility☆185Updated 4 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆336Updated 4 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆156Updated 4 years ago
- Curating resources for learning how to trade☆91Updated last month
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆60Updated 2 years ago
- Submission for Optiver's 2023 ReadyTraderGo.☆25Updated last year