There are 2 branches. Please view the new-start-MofE branch. The main branch is currently deprecated

Please view forOOP_originalMM_copy.py to see my code converted into OOP format with self variables.

I ended up using capm2.py and forcomp_originalMM.py codes for the CAPM and Market Making competition. I would also slightly modify the algorithm between rounds.

These codes can be improved for the next year's competition.

The reason why the code is filled with a lot of comments is due to the various strategies that were attempted before and during the competition.