Participated in the highly selective and first virtual Electronic Trading Competition by Jane street. The goal was to write a program that will make fake money by trading securities on a fake financial exchange. The market participants included other people’s programs, as well as some programs provided by the Jane Street Developers.
Competed against 24 teams to write a bot on the Amazon cloud server. We used strategies to trade bonds and ADRs to make money off of the difference in markets of international vs USA stock price. We learnt how to code an automated bot in python and explored various strategies, including hedging ETFs, with the help of the Jane Street Software Developers throughout the competition.