Jane Street ETC Algorithm

Low-latency trading strategies for Jane Street's Electronic Trading Challenge — 2nd place out of 80+ teams with $10M+ simulated PnL.

Developed low-latency trading strategies in Python for Jane Street’s Electronic Trading Challenge, including ADR/ETF arbitrage, mean reversion, and market making. Generated over $10M PnL in simulation against 80+ teams, finishing 2nd overall.

Tech stack: Python, AWS EC2

Date: July 2024