UChicago-Trading-Competition-2021

• Authored by Taichi Kato, Class of 2024 @ Amherst College

FX Futures Market Making Bot

Uses interest rate announcements, estmitaed interest rate parity for forward contracts to make the market.

Created for the University of Chicago Trading Competition 2021

Bot can be found in clients/bot_case1.py

Setup

1. Set up the venv and xchange python3 setup_xchange.py
2. Run xchange in the background
3. Run the bot with python3 clients/bot_case1.py BOT_NAME