Trading bros (team-07)

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  Trading bros proprietary algorithms completely dominating the competition (orange line, team-07)

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  Trading bros bug crushing the market

What it does

• Looks for and benefits from instantaneous arbitrage opportunities
• Makes markets and profits off the spread
• Tries to keep its net exposure close to 0

How we built it

• Experimented in a notebook first
• Once we were happy we started implementing things properly

Challenges we ran into

• No safeguards initially so a small bug blew up our account

Accomplishments that we're proud of

• At the time of writing, 21:26 GMT 23/01/2021, our algorithm is completely dominating the market (see screenshot above)
• Peak "Hourly PnL" we've observed so far was around 2500 (21:54 GMT 23/01/2021)

What we learned

• Algo-trading is really difficult :(

What's next for Trading bros

• Depends on the Sponsors ;) (yes, you!)

Built With

• optibook-client
• python