Trading Bot

A trading bot for the challenge of optiver. It works pretty well, it makes money, but I haven't been able to control the value so I lose money because of the manual adjustments

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Inspiration

The challenge from Optiver and the interest I have myself on economics and trading.

What it does

It trades stocks and baskets of the market by calculating the estimated value of a basket (an index), and comparing it to the real value to find opportunities by selling or buying the basket.

How I built it

I made the bot using python on Jupyter on an Amazon server that connects to the market Optiver created for us.

Challenges we ran into

The first challenge was having to do everything by myself, at the beginning of the hackathon I was with a friend, and we were a ream, but he got sick, so he came back to his house. The thing it's that the team builder was already over, so I found myself alone without anyone to make a team with. Even tho I found this project, one that really motivated me, and I dedicated everything. Before this hackathon I had no real experience with python, I also haven't tried anything related to algorithms for trading and I didn't even know how to work with an API. At the end of the day, this has been my first hackathon, and I am also from first year. But, I really enjoyed the experience and I have learned a lot, new year I will come back, and this time with a full team.

Accomplishments that we're proud

I am really proud of myself for no quitting the challenge, for learning just to days how to work and what it is, an API . Also, I am really proud of the python skills I've learned and really thankful for the experience of the hackathon and the challenge.

What we learned

I learned Python, of course I am not an expert, but I am at a very high level compared to where I was firstly when I came here, I learned a lot of things about APIs and I also discovered ways to invest by using coding and mathematical algorithms.

What's next for Trading Bot

Personally, I am willing to continue this project by myself, fix the risk that takes and trying to improve it. Maybe I will back tested on real market data and if everything goes well maybe I will also try it with real money, who knows. But what I am sure it's that I am going to keep working on him.

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