Inspiration
Get exposure in the field of quantitative trading and development.
How we built it
We spent the first couple of hours of trying to understand the problem statements and the financial theory provided. Then, we finally decided on a well-thought, promising, solution, so we started implementing it. The next couple of hours we spent debugging, testing, and tweaking our auto trader by trying to understand our components' algorithm and eventually optimise it.
Challenges we ran into
Our environment instance was disconnected midway through our development process; we had to learn to fight through this tough scenario and better make use of our time and plan our strategies while we waited for a fix. Eventually once we were back up and running we continued to work hard. We tried to optimise our code in terms of quality but in doing so we ran into issues towards the end. We overcame this, by keeping a calm mind and remembering that we were keeping backups, in case of scenarios just like this.
Accomplishments that we're proud of
We managed to be the first and only to reach 36k PnL to reach to via our first implementation, while we also managed to maintain the first position after encountering multiple difficulties including Cloud9 disconnections and bugs in our code.
What we learned
We learned more about market liquidity provision, while facing the aforementioned challenged that assists us in towards enhancing our soft skills too (e.g. time management, working under pressure, open-minded, team work).
Built With
- cloud9
- optibook
- python
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