Sentimental analysis, arbitrage opportunities, black sorcery... How do these factors affect a trading algorithm...? That's what we tried to find out in this exciting challenge posed to us by the Optiver team. Aside from two sleepless nights (and a lot of redbull), we had a lot of fun implementing this algorithm. Our sentimental analysis model is based on a binary classification of an enhanced dataset, while continuously fetching the latest information to plug it into our wonderful risk calculation.
Script name: combined.py
By Tomas Barbosa, Vicente Almeida, Manuel Carvalho and Tomas Soares
video link:https://clipchamp.com/watch/eXyrOQv8Mh8
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