IMC Trading Bot

A Python trading algorithm built for the IMC Prosperity challenge to trade different commodities based on their bid and ask prices using market making, correlation trading, and ETF trading strategies

Screenshots of Sample Results

Project Setup

Perform the following steps from the root directory

cd ./stockfish
python3 -m venv venv (Set up the virtual environment)
. venv/bin/activate  (Activate the virtual environment)
pip3 install -r requirements.txt (Install the required packages)

Running the backtester

python3 bash.py {algorithm_file} && python3 backtester.py {round_number} {day_number}

Example:

python3 bash.py algorithms/round5.py && python3 backtester.py 4 3