xushanthu-2014 / imc_prosperity_trading_botLinks
a copy of our trading bot in the IMC prosperity trading competition
☆12Updated 2 years ago
Alternatives and similar repositories for imc_prosperity_trading_bot
Users that are interested in imc_prosperity_trading_bot are comparing it to the libraries listed below
Sorting:
- This repository contains our solution to the IMC Prosperity Challenge☆48Updated 2 years ago
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆44Updated 2 years ago
- My IMC Prosperity 2 code (9th place)☆110Updated last year
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆197Updated 2 years ago
- Code for the IMC-prosperity competition.☆40Updated 2 years ago
- Implementation of various market making and trading strategies for the IMC Prosperity Trading Challenge 2023☆11Updated 2 years ago
- IMC Prosperity 2 algorithm visualizer☆51Updated last year
- Backtester for IMC Prosperity 2 algorithms☆60Updated last year
- Detailed write-ups for manual trading challenges in IMC Prosperity 2☆55Updated last year
- Our solution for IMC Prosperity 2 (Overall Rank 13)☆55Updated last year
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆181Updated last year
- Backtester for IMC Prosperity 3 algorithms☆92Updated 4 months ago
- Command-line submitter for IMC Prosperity 3 algorithms☆14Updated 5 months ago
- ☆152Updated 2 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆86Updated 2 years ago
- HFT signals on GDAX☆109Updated 7 years ago
- Implementation of the vanilla Deep Hedging engine☆285Updated 2 years ago
- Solutions to the Jane St monthly puzzles☆287Updated last week
- volatility arbitrage in Heston model☆56Updated 5 months ago
- A collection of homeworks of market microstructure models.☆258Updated 7 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆499Updated 2 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆483Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆222Updated 4 years ago
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆64Updated 3 years ago
- ☆138Updated 9 months ago
- The CQF resources and my learning records☆178Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆176Updated 2 weeks ago
- Study resources for quantitative finance☆185Updated 3 years ago
- IMC Prosperity 3 algorithm visualizer☆48Updated 4 months ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆218Updated 2 years ago