VolTUM

Inspiration

Optiver's presentation regarding the challenge was very motivating, and we decided we wanted a challenge where we could not only work with new tools (in the case the Optibook API), but also apply our strategic knowledge to this competitive environment. And of course we <3 making money ;)

What it does

Trades stocks and ETFs algorithmically making use of the Double-Listing and Basket Trading problems. Tries to minimize the necessary resources for a maximum profit and keeps the trading stable by pivoting around hedging.

How we built it

We first developed a thorough understanding of the requirements of this challenge and familiarized ourselves with the environment. When we began trading, things moved slow, but with time, we were able to get to better grasp the situation.

Challenges we ran into

We had many difficulties respecting the limitations, since it was very easy for a profit-seeking program to go off-limits. In addition, we encountered trouble when attempting to trade even when one of the markets is closed.

Accomplishments that we're proud of

We were able to take on a topic that was completely new for all of us and make a decently functioning program. Our teamwork and communication was also high-tier and we were able to overcome many difficulties despite being in a high-pressure situation.

What we learned

Financial Instruments and Transistor Trading were new concepts to us, as well as how you can work with them through programming. Implementing this in Python was a valuable learning experience.