IMC Trading ran the second edition of the Prosperity challenge in April 2024. It was made up of 5 rounds, each having an algorithmic and a manual trading challenge.
This repository contains my detailed write-ups for the manual trading challenges.
The problems were mathematical in nature, mostly involving probability and optimization.
The notebooks are fully self-contained and are thus also accessible to people who did not take part in this contest (e.g., future contestants).
My final standing on the leaderboard for manual challenges was 30 out of 9139 teams.
