nicolassinott / IMC_Prosperity
This repository contains our solution to the IMC Prosperity Challenge
☆25Updated last year
Related projects: ⓘ
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆131Updated last year
- My IMC Prosperity 2 code (9th place)☆31Updated 4 months ago
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆41Updated last year
- Code for the IMC-prosperity competition.☆25Updated last year
- IMC Prosperity 2 algorithm visualizer☆43Updated 4 months ago
- Detailed write-ups for manual trading challenges in IMC Prosperity 2☆18Updated 4 months ago
- Backtester for IMC Prosperity 2 algorithms☆49Updated 4 months ago
- IMC Prosperity 2023 Code☆7Updated last year
- Code written for the IMC Prosperity trading competition in 2023.☆15Updated last year
- IMC Prosperity 1 algorithm visualizer☆34Updated 6 months ago
- Implementation of various market making and trading strategies for the IMC Prosperity Trading Challenge 2023☆8Updated last year
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆26Updated 3 months ago
- Study resources for quantitative finance☆49Updated 2 years ago
- Deep Learning Statistical Arbitrage☆187Updated 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.☆94Updated 3 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆49Updated last year
- Jane Street quant interview/test☆88Updated 7 years ago
- The CQF resources and my learning records☆99Updated 6 months ago
- A collection of homeworks of market microstructure models.☆160Updated 6 years ago
- The ultimate guide to landing a job or internship in quantitative finance.☆136Updated last year
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆62Updated 2 years ago
- ☆55Updated last month
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆42Updated 5 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆86Updated this week
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆157Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆130Updated last month
- Computational Statistics For Quantitative Finance☆23Updated last week
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆169Updated last year
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆41Updated 2 years ago
- Deep Neural Networks for Options Pricing (Python)☆40Updated 5 years ago