What it does

Our bot trades stocks in the Optiver simulated stock exchange.

Challenges we ran into

Since this is all of our first attempts at algo-trading, nothing we did seemed to work. We did lots of research, and tried numerous solutions; some worked better than others, but ultimately, none of them gave us the success we wanted. At one point we were down 2.5 million! This led to an all-nighter cram to find something which worked and it really tested our perseverance. In the end, we found some very minor successes, but not exactly what we were hoping for.

What we learned

Algorithmic trading is hard, although very interesting! This challenge has also helped us learn how market markers operate. It has also taught us about hedging, and some basic strategies to make money (or in our case, lose money) in the stock market.

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