{"repo":"fenilPatel-IITD/IMC-Prosperity-3","free":true,"listed":false,"github":"https://github.com/fenilPatel-IITD/IMC-Prosperity-3","clone":"git clone https://github.com/fenilPatel-IITD/IMC-Prosperity-3.git","description":"This is the compilation of my teams submission and some of the thought process for the Prosperity 3 help by IMC in the April of 2025! We ranked 36 world-wide after round 5!","language":"Python","stars":15,"topics":["algorithm-challenges","algorithmic-trading","imc-prosperity","python-script"],"license":"MIT","category":"trading","readme_excerpt":"🧠 IMC Prosperity 3 – My Algo Trading Journey 📈 🌍 Global Rank: 36 🇮🇳 India Rank: 7 --- 🏁 Introduction IMC Prosperity 3 is a global algorithmic trading simulation hosted by IMC Trading , designed to give participants a hands-on experience of the real-world challenges faced by quantitative traders and developers. Spanning over 15 days , this high-octane competition is divided into 5 intense rounds , each lasting 3 days , testing our skills in: - ✅ Algorithmic trading - ✅ Chart and order book analysis - ✅ Trend detection - ✅ Dynamic pricing and arbitrage - ✅ Options pricing and Greeks - ✅ Manual trading and game theory Each round brought a new level of complexity with evolving market dynamics and new products. We had to constantly adapt, experiment, and optimize strategies to stay competitive. --- 🌀 Round Breakdown --- 🔹 Round 1: Market Making & Fair Value Estimation 🧠 Algo Part In the opening round, we were introduced to three products: RAINFOREST RESIN, KELP, and SQUID INK. RAINFOREST RESIN was relatively straightforward—it behaved much like AMETHYSTS from the previous year, making it an ideal candidate for a basic symmetric market-making strategy centered around the mid-price. KELP, on the other hand, displayed more volatility, so we adopted a volume-weighted fair value approach to better capture short-term price movements. SQUID INK proved to be the most challenging of the trio; its erratic behavior and lack of clear structure made it difficult to model effectively, ","default_branch":null,"files":null,"tree":[],"storefront":"/r/fenilPatel-IITD","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/fenilPatel-IITD/IMC-Prosperity-3/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}