Final ResultsThe competition has finally concluded, and I finished in the 40s. While I didn’t make the top 25 to earn an official ranking, I gained tremendous knowledge throughout this journey – and for that, I’m truly grateful. Looking Back: Achievements & Regrets 1. The Satisfactions ⦁ Developed profitable strategies for every single round ⦁ […]
Round 4 Results ⦁ Orchids: Still no arbitrage opportunities emerged ⦁ Coconuts & coupons: Generated 80k+ profit ⦁ Basket trading: Achieved 60k+ profit ⦁ Total PnL: Approximately 194k ⦁ Manual trading: Selected conservative bids of 956/984, resulting in 101k profit ⦁ Overall ranking: Dropped slightly to 42nd place ⦁ Note: Top performer now has more […]
Orchids Strategy No changes planned. While the humidity-based strategy (trading when outside 60-80 range) shows some unstable positive returns, it’s an order of magnitude less profitable than arbitrage. I’m going all-in on arb and avoiding position-taking. Reasoning: (1) If arb opportunities are scarce this round, nobody will make much profit anyway. (2) If arb is […]
Part 1: Corrections to Previous Analysis 1. Orchids Performance Issue Clarification: ⦁ The poor performance in Round 3 was NOT due to IMC changing bot behavior (as previously speculated) ⦁ After discussion with teammates, confirmed the real reason was insufficient import tariffs leading to limited arbitrage opportunities ⦁ Verification test: Keeping ASK at best BID+1 […]
Round 3 PerformanceFinal Ranking: #27 (improved from previous round) Key Results: 1. Manual Trading:⦁ Selected positions: J26 (58k profit) and G30 (60k profit)⦁ Inviting others to share their selections/profits in comments for comparison 2. Algo Trading:⦁ Market making products: 30k profit⦁ Orchids: Disappointing 5k profit (vs 460k in Round 2)⦁ Basket trading: 60k profit Critical […]
Orchids Strategy UpdateAfter analyzing Round 2 results where I earned 460k in Orchids versus the leader’s estimated 660k, I implemented a key improvement: 1. Volume Stabilization System ⦁ My average trading volume was 35% per step ⦁ Projected leader’s volume ≈ 50% (calculated: 35%/460×660) ⦁ New dynamic adjustment: ⦁ Increases edge when 200-step average volume […]
Key Results:⦁ Final Rank: #51 (dropped further)⦁ Gap Analysis: ⦁ Behind #1 by 200k ⦁ #1 leads #2 by 100k → suggests unique edge found by leader Round 3 Game Plan: 1️⃣ Orchids Focus (200k potential upside)⦁ Continue refining arbitrage/weather strategies⦁ Highest ROI opportunity despite complexity 2️⃣ Basket Trading⦁ Reuse last year’s code (reference previous […]
Today brought major progress in Round 2 – I’m thrilled to report my Orchids PnL has reached 82k! Can’t wait to share the key insights: 1️⃣ One-Sided Market Making is Highly Profitable ⦁ Tighter spreads attract more orders ⦁ After extensive parameter testing, optimal spread = 2-3 ⦁ Balancing spread tightness significantly improves results 2️⃣ […]
Arbitrage Enhancements: 1. Updated cost calculation:Real bid price = Southern bid – export tariffs – transport fees – storage fee(Storage fee accounts for overnight holding before conversion) 2. Added one-sided market making: ⦁ Example: Local bid/ask at 1008/1014 vs. Southern real bid/ask at 1001/1009 ⦁ Place local ask at 1011 → if filled, convert next […]
The Round 1 results are out – overall rank #27, which is pretty good! Manual portion: Ranked 700+ (quite low), but the score difference with #1 is less than 1 point. Not sure how the scoring works exactly—might be random variation or decimal inputs allowed in previous rounds—but anyway, the difference is negligible. Round 2 […]
