Building a Futures Market Making Bot - Winning the UChicago Trading Competition, Part 1 - Tianyi (Austin) Liu's Blog
tianyi.io · 1,879 words · saved by 1 readers
How we built a customizable trading bot and won the Futures Market Making (MM) case.
Back in April, I participated in the UChicago Midwest Trading Competition with a couple of friends, and we ended up winning 2 out of 3 cases and the overall competition. So I've procrastinated on writing this blog post for 3 months, but I needed to get this out before I start working at a trading firm in a few weeks. This is the first part in (hopefully) a series of my favorite trading cases. First, let me take you through how we tackled one of my favorite cases, building a futures market making bot on the Chicago Electricity Futures Market. The Case You are a market maker on the Chicago Elect
saved by
related reading
- [1904.05234] Flash Boys 2.0: Frontrunning, Transaction Reordering, and Consensus Instability in Decentralized Exchangesarxiv.org
- Musings on Trading — Castlecastle.tech
- Project Deal: our Claude-run marketplace experiment | Anthropic \ Anthropicanthropic.com
- In-Depth Analysis of the Polymarket Bot Battle Experiment: Why Do the 'Dumbest' Strategies Live the Longest?binance.com
- how to make money as a random dickhead - by robot jamesrobotjames.substack.com
- Arrakis (@ArrakisFinance) on Xx.com
- Chip Futures - Felix Stockerfelixstocker.com
- the sound of inevitabilityblog.moontower.ai
- the market making gamesubstack.com
- Designing Compute Markets | Kavish Gargkavishgarg.com
- Prediction Markets Explained — LessWronglesswrong.com
- Markouts: Measuring Adverse Selection | Udit Samaniuditsamani.com