Mensa

Inspiration

IMCity Challenge

What it does

Runs a fully automated high-frequency trading bot in Python. Pre-calculates exact settlement prices using "Truth Source" data (water, weather, and flights). Executes a hierarchical strategy: Arbitrage > Sniping > Market Making. Manages risk with dynamic spreads and strict position limits.

How we built it

Built in Python using numpy for financial calculations. Implemented a "Settlement Calculator" to strictly follow challenge formulas like rolling 24h windows. Engineered a custom network adapter to handle server lag and connection drops. Used monkey-patching to enforce aggressive timeouts and keep-alives.

Built With

• imc