About
We are team-005 of the Optiver challenge of HackaTUM 2023.
What it does
We built a trading algorithm that competes on Optibook.
Accomplishments that we're proud of
We are proud of having developed an algorithm that is profitable for the final run, and that was 2nd place in hourly PnL for a few hours shortly before the final run.
What we learned
We learned how market-making works and the challenges associated with it. We learned that it is important to spend enough time just looking at the market to understand exactly what is going on, before writing any code. We learned a ton about risk management, and that perfectly riding the edge of your risk constraints is key. Finally, we learned that in many cases, simplicity beats complexity.
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