n-0 / backtest-imc-prosperity-2023
Utilities for back testing code related to the IMC prosperity challenge 2023.
☆41Updated 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☆136Updated last year
- This repository contains our solution to the IMC Prosperity Challenge☆28Updated last year
- IMC Prosperity 2 algorithm visualizer☆46Updated 9 months ago
- Code for the IMC-prosperity competition.☆28Updated last year
- My IMC Prosperity 2 code (9th place)☆36Updated 9 months ago
- IMC Prosperity 1 algorithm visualizer☆34Updated 11 months ago
- Code written for the IMC Prosperity trading competition in 2023.☆15Updated last year
- Implementation of various market making and trading strategies for the IMC Prosperity Trading Challenge 2023☆9Updated last year
- Backtester for IMC Prosperity 2 algorithms☆54Updated 9 months ago
- IMC Prosperity 2023 Code☆7Updated last year
- Detailed write-ups for manual trading challenges in IMC Prosperity 2☆19Updated 9 months ago
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆36Updated 9 months ago
- The ultimate guide to landing a job or internship in quantitative finance.☆180Updated last year
- Jane Street quant interview/test☆100Updated 7 years ago
- Deep Learning Statistical Arbitrage☆215Updated 2 years ago
- A collection of homeworks of market microstructure models.☆221Updated 6 years ago
- High Frequency Market Making☆498Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆404Updated 2 years ago
- High-frequency statistical arbitrage☆165Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆69Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆398Updated 9 months ago
- Implementation of the vanilla Deep Hedging engine☆249Updated last year
- Goldman Sachs - Quantitative Strategies Research Notes☆329Updated 4 years ago
- experiments with pair trading☆279Updated 2 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆151Updated last month
- 🥳 winner of the Optiver challenge: making your own trading bot 🤖☆33Updated 4 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆107Updated last year
- ☆68Updated 6 years ago
- Study resources for quantitative finance☆107Updated 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.☆142Updated 8 months ago