Inspiration
We like trading and then algorithmic nature of the industry
What it does
It trades using some common strategies on Optiver's optibook order book.
How we built it
The technical implementation was provided to us and we were responsible for writing the algorithms using python and coming up with them on our own
Challenges we ran into
Technical limitations due to rate limiting and number of orders that could be processed
Accomplishments that we're proud of
Successful positive P&L for some strategies
What we learned
A lot about finance and trading
What's next for MFT Arbitrage Auto Trader
Improvements to be more efficient and reliable
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