Trading with Ladder Volume & Hedging

Inspiration

We got the idea of a "ladder-like" volume to bid and ask the instruments. We also noticed the importance of hedging in the case of dual listing martket. And by combing this with the python logic, we are able to reduce the risk with trading.

What it does

The algorithm will automatically bid and ask at the price which could maximize the profits.

How we built it

We built it using python language, and by using the optibook packages and time package, we are able to automatically bid and ask the instruments with the reference of the current market.

Challenges we ran into

We are coming fresh with finance knowledge, and it took us quite a lot of time to understand the concepts and understand the optibank system. However, we managed to get used to the concepts and worked out the algorithm to trade in the system.

Accomplishments that we're proud of

We continued to refine our codes all the time and monitor the public tradings to make adjustments. And instead of traditional trading strategies, we have looked up several related papers and come up with our own trading methods.