Optiverse

Optiverse

Could not get more textbook than this

How we built it

Instead of trying to get ahead of the curve through dark magic, we focused on the essentials:

• Fine-tuned a BERT model for financial news, invested a lot early on model accuracy; quantisation!
• Stayed true to the market maker paradigm, constantly quoting based on good predictions of theoretical fair price - taking into account the dual-listing for optimal returns
• Went big on directional trades
• Leveraged (rare) arbitrage opportunities

Challenges we ran into

Our mechanisms to ensure the server limits were not breached took us a while to get right... We had internal discussions, our project versions diverged, converged, eventually resulting in a solid solution. Never throw in the towel!

Accomplishments that we're proud of

By far the trading bot with the most stable returns, very high sharp ratios each cycle - little risk, little variance, steady cash ins.

What we learned

A good predictive engine allows you to be WAY more liberal with risk consideration. A good sharpe ratio & steady HFT returns beats insane individual trades.

Built With

• finbert
• machine-learning
• python
• transformers