🖥️IMC Prosperity

I competed in the IMC Prosperity 3 trading competition in April of 2025. I worked with You-Ruei, one of the undergraduates reading my thesis. I found that working with an undergraduate motivated me in a different way than working with a peer. Not only did I have to understand the process I was performing research, I had to be confident that I could also properly communicate this to someone at the entry level.

The trading competition provided the perfect environment to simulate a fire drill. It consisted of five rounds, each lasting three days. There is both an algorithmic and manual component to the competition. Within the three days, you have to research, formulate, backtest, and submit your algorithmic Python bot. The manual trading component consisted of mathematics problems.

Each day, I spent between four and eight hours working on the competition. Previous entrants were generous enough to provide their code and thought processes for previous Prosperity competitions. The week leading up to the competition began with a literature review on their submissions to understand their mentality as they went through it themselves.