Cora Amsterdam IMC

Inspiration

We were driven by the excitement of applying Python to real-time financial markets. We wanted to challenge ourselves to build an algorithm that could not only survive but profit in a volatile, simulated exchange environment.

What it does

Cora Amsterdam IMC is an automated trading bot designed to describe strategy, e.g., provide liquidity and exploit price differences. It connects to the mock exchange, analyzes order book data in real-time, and executes buy/sell orders to maximize PnL (Profit and Loss) while adhering to strict risk limits.

How we built it

Language: Built primarily in Python

Architecture: We designed a modular system that separates signal generation from execution logic, allowing us to tweak parameters on the fly without breaking the connection.

Challenges we ran into

Latency: Optimizing our code to react fast enough to market changes.

Risk Management: Tuning our algorithm so it didn't blow up our position limits during high volatility.

Debugging: Tracing why specific trades were made when the logs were moving at high speed.

Accomplishments that we're proud of

Seeing our algorithm make its first profitable trade autonomously.

Achieving a final ranking 6 on the leaderboard.

What we learned

We gained a much deeper understanding of market microstructure, the importance of order book dynamics, and the trade-off between code complexity and execution speed.