Inspiration
Making money trading in the markets using sophisticated algorithms
What it does
Trading algorithm which does market making based on social media feed and the prices in the markets. The algorithm also scans exchanges for arbitrage opportunities and utlizes the arbitrage spread to earn profit.
How we built it
Python, FinBERT for sentiment analysis, Avellaneda-Stoikov, Adaptive Gamma Tracker, Z-score
Challenges we ran into
We tried many approaches, but a lot of them did not work as we expected. Although they looked good in theory and were mentioned previously in books/research on quant trading, they did not perform well in ths setup. Therefore, we needed to test out approaches to make sure that they would ensure profitable trades.
Accomplishments that we're proud of
Building a trading algorithm in 36 hours, with sentiment analysis and arbitrage!
What we learned
Quant trading is hard, but an incredibly interesting task.
What's next for Isar River Trading
(Hopefully) making money
Built With
- bert
- python
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