We are simultaneously building:
-
A robust stock exchange simulator with limit order books and low-latency matching engines (systems track)
-
Rigorously validated bots implementing fundamental HFT strategies (trading track)
| Week | Slides | Possibly Helpful Links |
|---|---|---|
| 1 | Slides | More on Orders & Order Books, More on Markets |
| 2 | Slides | Why Safety is not Always First, OOP in Python |
| 3 | Slides | What is a Market Making |
| 4 | Slides | Monte Carlo Simulations |
| 5 | Slides |
The documentation will be completed soon. Check it out at DOCS.md.
Check the "This Week in Mini-Stocks" email for updated logistics information, helpful links, and other annoucements.
Contact us via Slack or email if you have other questions:
Jeffrey Lu - lujeff [at] umich [dot] edu
Anish Nandamuri - anishn [at] umich [dot] edu