An algorithmic trading bot for the optiver challenge. It offers both sentiment analysis as well as arbitrage trading. However the arbitraging is way more profitable in our experience. The sentiment analysis runs on a custom finetuned version of MiniLM.
This bot runs two engines at once: a hyper-fast arbitrage module that hunts tiny price differences between each stock and its dual listing, and a sentiment module that reacts instantly to news using a trained NLP model. Both engines fire aggressive IOC orders with zero delay, managing risk and inventory in real time to maximize profit while staying within strict exchange limits.
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