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island

IMC Trading Challenge

Team Details

Name : NameError

Members : Abdulwadood Ashraf Faazli, Syed Muhammad Bin Asif

Final Rank : TBD

Algo Trading Challenges

Round 1

We used market-making on starfruit and linear regression on amethysts, making steady profit.

Round 2

Sadly, we did not have the time to code our intended strategy for orchids. We had in mind classifying real-world scenarios of how humidity and sunlight vary with respect to each other, then trade by identifying the current scenario and applying our corresponding model for future sunlight and humidity. This would allow us to predict orchid price fluctuation in the future and use import tariffs to make huge profits.

Round 3

We used the components as indicators to check whether baskets were over- or under-valued and shorted or went long respectively. The components themselves did not give great profits, but we recognized that roses had a steady downward trend (the love bug might be wearing off or the roses wilted, who knows?) so we hardcoded shorting the roses and made good profit.

Round 4

We wanted to use Black-Scholes and other fancy stuff to make profit here but sadly we were once more restricted by our university schedules and could not get a profitable model working.

Round 5

Sad end to the competition as we could not analyze the snake traders' habits in time to profit off of them. ;-;

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