IMC Prosperity 4 algorithmic trading retrospective: strategies, backtester, market microstructure analysis, and round-by-round research notes. Top 0.5% overall.
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Updated
Jun 17, 2026 - Jupyter Notebook
IMC Prosperity 4 algorithmic trading retrospective: strategies, backtester, market microstructure analysis, and round-by-round research notes. Top 0.5% overall.
Team research repository for IMC Prosperity 4: algorithmic trading, backtesting, manual challenge modeling, and multi-round quantitative strategy development.
DTU Quant Lab — 28th worldwide (out of 18,803) at IMC Prosperity 4. Trader files, data, dashboard and the literature review behind every shipped strategy.
Our IMC Prosperity 4 entry. Market making, basket arbitrage and Black-Scholes IV strategies in Python. 1,275 of 18,803 teams, reached the final round.
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