IMC Prosperity 4

IMC Prosperity drops you into a synthetic market where every timestep you submit orders against bots, and one-timestep order life plus position limits punish lazy assumptions. I wanted to know whether simple, well-understood strategies — pinning a stable product to its fair value, trading a drifting one carefully — could survive adversarial fills. So I built the boring part first: proper EDA, honest baselines, and a backtester, then iterated from there.

Stack

• Python
• pandas
• numpy
• prosperity4btest