Arbitrage + MM Trading Bot

Inspiration

We're quite interested in automated trading and quantitative finance, so when we saw Optiver as a sponsor, and that they had a challenge, we knew that we would like to try and participate. that required creating a trading bot that competed versus the other participants.

What it does

Similarly to other participants in the challenge our project is a trading bot.

How we built it

All of the code was implemented in Python with the use of some additional libraries (statsmodels, numpy).

Challenges we ran into

It was quite challenging to figure out a profitable strategy, so we had to try a lot of different options. Some of the other challenges included

Accomplishments that we're proud of

We're quite proud that we were able to combine arbitrage with market making, by creating additional arbitrage opportunities when our positions were large.