IMC Prosperity 4

IMC Prosperity drops you into a synthetic market where you submit orders against bots each timestep, with one-timestep order life and position limits. I wanted to know whether simple strategies, like pinning a stable product to its fair value or trading a drifting one carefully, could survive adversarial fills. I built the EDA, baselines, and a backtester first, then iterated.

Stack

• Python
• pandas
• numpy
• prosperity4btest