Welcome to the WUFC Trading Competition! This event is designed to challenge your ability to develop and implement market-making strategies while optimizing risk-adjusted returns.
Your goal is to maximize the Sharpe ratio, which measures risk-adjusted performance. Sharpe Ratio = (Mean Return - Risk-Free Rate) / Standard Deviation of Returns This incentives stable profits rather than large swings.
Getting Started
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Installation Requirements Before running the competition framework, ensure you have Python installed. Additionally, install the required external libraries using: pip install Flask pip install numpy
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Setting Up Your Trading Bot To participate, write your trading algorithm in competitor_template.py. This script should contain the logic for your market-making strategy. Your bot should respond dynamically to market conditions and adjust bid/ask prices accordingly. You should also be aware of different volatility conditions and have your bot adjust as necessary.
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Running the Simulation Once your trading bot is ready, launch the competition framework by running the app.py file.
After running this file, the terminal will output a local URL (something like http://127.0.0.1:8081/). Click on the provided link to open the user interface for the project.
Good luck everyone and happy trading!
- Connor & Nikhil