Uses interest rate announcements, estmitaed interest rate parity for forward contracts to make the market.
Created for the University of Chicago Trading Competition 2021
Bot can be found in clients/bot_case1.py
- Set up the venv and xchange
python3 setup_xchange.py
- Run xchange in the background
- Run the bot with
python3 clients/bot_case1.py BOT_NAME