nicolassinott / IMC_ProsperityLinks
This repository contains our solution to the IMC Prosperity Challenge
☆48Updated 2 years ago
Alternatives and similar repositories for IMC_Prosperity
Users that are interested in IMC_Prosperity are comparing it to the libraries listed below
Sorting:
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆197Updated 2 years ago
- Code for the IMC-prosperity competition.☆41Updated 2 years ago
- My IMC Prosperity 2 code (9th place)☆110Updated last year
- Backtester for IMC Prosperity 2 algorithms☆60Updated last year
- Our solution for IMC Prosperity 2 (Overall Rank 13)☆55Updated last year
- IMC Prosperity 2 algorithm visualizer☆51Updated last year
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆180Updated last year
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆44Updated 2 years ago
- Detailed write-ups for manual trading challenges in IMC Prosperity 2☆55Updated last year
- ☆158Updated 3 months ago
- Study resources for quantitative finance☆192Updated 3 years ago
- The CQF resources and my learning records☆181Updated last year
- Command-line submitter for IMC Prosperity 2 algorithms☆11Updated last year
- HFT signals on GDAX☆110Updated 7 years ago
- A collection of homeworks of market microstructure models.☆258Updated 7 years ago
- Backtester for IMC Prosperity 3 algorithms☆93Updated 5 months ago
- Code written for the IMC Prosperity trading competition in 2023.☆17Updated 2 years ago
- a copy of our trading bot in the IMC prosperity trading competition☆12Updated 2 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆374Updated 5 years ago
- 1st USA, 7th Global - Post-competition writeup + code used each round.☆52Updated 5 months ago
- ☆121Updated 7 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆501Updated 3 years ago
- Implementation of the vanilla Deep Hedging engine☆293Updated 2 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆180Updated 2 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆486Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆249Updated 4 years ago
- Signal processing examples in python☆155Updated 5 years ago
- Collection of resources used on QuantPy YouTube channel.☆251Updated last year
- My Goto Repository (Self-Maintained) for Everything on Finance and Technology☆118Updated 2 years ago
- volatility arbitrage in Heston model☆56Updated 6 months ago