This repo has all experimental python scripts for the IMC 2023 Challenge.

The unit_test.py file executes a single timestamp locally. This is used for the sole purpose to check for typing errors and miscellaneous problems while testing the script.

Currently, in order to run it, is required to execute it within the Coding/Ideas/. folder. It takes the trader class from main_from_scratch.py. Other versions can be used.

• MM_momo.py: added order_depths, havent optimized pearls cross strategy yet, need to optimize bananas sitting at 6.33k
• main_updated.py: Refactores version of old MM_momo.py. Based on bullish indicator with SMA 5, 15, 40, 90. Sitting at 6.7k
• main_updated_v2.py: Experimental version of main_updated.py for long term SMA indicator. Sitting at 6.53k
• main_updated_v3.py: Modified version from main_updated.py but using EWM instead of SMA, to be optimized. Sitting at 6.65k
• main_updated_v4.py: Includes EWM 5 for price prediction and MACD for signaling (BANANAS), SMA 90 for PEARLS. Sitting at 4.351K
• main_updated_v5.py: Uses EWM 5 for fair price, MACD and dynamic quoting with l1 ratio for BANANAS, SMA 90 for PEARLS. Sitting at 4.81K