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JaneStreetETC-2021

A day-long programming contest where we competed against other teams in a simulated market. We finished #2 overall in the challenge and were #2 for most of the 67 rounds.

Our Team

Aravind @tannishpage
Aryaman @aryaman4152
Joel @joelt1
Utkarsh @SharmaLlama\

Our Strategy

For the first round, which was the most weighted round of the challenge, we implemented a penny-pinching strategy to trade bonds close to their fair value. For the following rounds, we developed many different strategies...

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