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.
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.
The annual coding competition hosted by Optiver in collaboration with LSE
Implemented a LightLGM model π« capable of predicting the closing price movements for hundreds of NASDAQ listed stocks π± using data from the order book & the closing auction for Optiver's Trading Competition π
This repo explain about the Optiver Recruitment process, Types of rounds for Grad SWE - 2023
An attempt to a trading algorithm competition.
π Analysing stock indexes using "pandas" and "Matplotlib" libraries in Python.
Repo contains an implementation of a market maker trading strategy. Engine provided by Optiver
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