ananya150 / OMakeMeAMarket

OCaml Market Making Game

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** Update, Python version here: https://github.com/sameerlal/MarketMakingGame

** Update (22Mar2022) - I'll spend some time in the upcoming weeks stabilizing this game / possibly migrating it, so please do not spend too much effort fixing bugs. Thanks - Sameer **

OMakeMeAMarket

OMakeMeAMarket is a market making game. In this game, you act as the market maker for three traders, each with their own trading strategy. The market maker and each trader roll one standard six-sided dice. The Market Maker must provide continuous bid/ask quotes on the sum of all dice. There are ten rounds of trading, and at the end, the sum of the dice is revealed, and the market maker's profit is calculated. As usual, the objective of the game is to maximize profit.

Installation

Requires OCaml.

Clone this repository

git clone https://github.com/sameerlal/OMakeMeAMarket
cd OMakeMeAMarket

To play, run the following

make clean && make build && make play

Inspiration

This game was inspired by interviews at several prop trading firms.

Credit

CS 3110 Final Project, Spring 2019.
Libraries used developed by @JaneStreet

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OCaml Market Making Game


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Language:OCaml 98.9%Language:Makefile 1.1%