https://github.com/lrsb/imc-prosperity-2

https://github.com/lrsb/imc-prosperity-2

Last synced: 8 days ago
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• Host: GitHub
• URL: https://github.com/lrsb/imc-prosperity-2
• Owner: lrsb
• License: mit
• Created: 2024-05-04T16:43:52.000Z (9 months ago)
• Default Branch: master
• Last Pushed: 2024-06-20T13:15:54.000Z (7 months ago)
• Last Synced: 2024-11-17T09:25:49.252Z (2 months ago)
• Language: Jupyter Notebook
• Size: 34.4 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# IMC Prosperity 2

The repository contains the code from [IMC Prosperity 2](https://prosperity.imc.com/)'s challenge. Our team ranked 87th out of 2800 participants.

Useful tools:

- Backtester: `pip install -U prosperity2bt`

- Trader submitter: `pip install -U prosperity2submit`

## :scroll: Rules

The purpose of this competition is to utilize various techniques of data analysis and quantitative finance to trade commodities with diverse behaviors.

The competition comprises five rounds, each involving the introduction of new commodities exhibiting distinct behaviors.