A collaborative project featuring the challenge of Optiver. We were challenged to build an algorithm to analyze the simulation of the stock market and to ultimately read the changes that are happening in real-time in their simulated stock market to automatically decide whether to sell or to buy stocks. Its primary focus is to analyze how many stocks were bought or sold in order to predict the price of the stock.
The main program to run is "trade3.py". The other programs are visualisations that helped us build our program.
This program made the most money out of all the 25 teams in the simulated stock market. It showed a return of 500 dollars for every 1000 dollars invested, or a 50% return. As a result, we won the second prize in the Optiver challenge.
Caution: this program was specifically designed for tailoring the simulated stock market. It is not intended to use in the real market, as different parameters may apply.