This repository contains the relevant source code used by our team during the competition. Below are statistics regarding our performance. This was the first or second time competiting in a quantitative trading competition for the ECBA Quant Team. The competition took place from 20MAR2023 to 30MAR2023.
Aryan Aggarwal, Saatvik Aggarwal, Ryan Flick, Varun Menta, Sanjay Sivakumar.
Top 2%
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1st: 1,101k
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10th: 882k
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100th: 523k
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141st: 423k <-- ECBA
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200th: 302k
... out of 8,000 registered teams
- Baguette: 11167
- Picnic Basket: 7425
- Berries: 11625
- Ukulele: 0
- Diving Gear: 8025
- Bananas: 3432
- Pina Coladas: 30468
- Pearls: 15750
- Coconuts: -2760
- Dip: 0
TOTAL: 85132
The trading file can be found in main.py. Archived round results can be found in archive. The training folder contains nearly all information provided during the competition for algorithmic trading. The plot_results.py file can be used for plotting results and running simulations through the backtester which was based on this repository.
- Mean reversion with simple and exponential moving averages
- Trend detection with triple exponential moving averages
- Bollinger bands
- Time based trading for berries
- Market making for pearls and berries
Queries may be directed to: TexasECBA@gmail.com