#Optiver

Showing 4 of 4 repositories tagged #optiver, ranked by stars

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

Score

Optiver-Ready-Trader-Go

Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

Submission for Optiver's 2023 ReadyTraderGo.

Optiver-Trading-at-the-close

Implemented a LightLGM model :dizzy: capable of predicting the closing price movements for hundreds of NASDAQ listed stocks :seedling: using data from the order book & the closing auction for Optiver's Trading Competition :rocket:

Score

★ 19 ⑂ 0 —

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