Hi Codechef!
HFT Battle 2017 is going on – the trading algorithms competition, in which every participant can try on an HFT researcher’s hat. The goal is to create a stable and profitable HFT algorithm by researching a market microstructure and a behaviour of the financial instrument. In May we will be hosting another 24-hour competition in code optimization and speeding up based on algorithms created during HFT Battle. We hope that Codechef users will especially like this format 
During the competition we provide you a set of real HFT-instruments for research and strategy analysis and real market data from one of the world’s largest exchanges. Same as last year, trading conditions are simplified compared to the real ones: there are lower fees and round-trip.
Also there are some significant differences from the previous competition:
- You are able to create your strategies both in C++ or Python.
- We made it possible to participate in teams. To do this you should create a single account for the entire team and provide the information about one of the participants during the registration process.
- You can call out any other participant for a duel, where your strategies can see and affect each other’s transactions. Let the battle begin!
How to start
To make the strategy development easier, we have prepared the sample strategy and collected few ideas for the algorithm improvement at one place with the corresponding code examples.
We suggest you to start with the brief documentation, which will be enough for you to become familiar with the competition system. Also we have developed the offline development package: https://github.com/hftbattle/hftbattle.
The competition ends on the 30th of April 2017. The final testing will be held after that on a set of 20 new trading sessions.
This year TOP-20 participants will be awarded with valuable prizes. The best competitors will be invited to an interview at AIM Tech and will have an opportunity to join our team.
We will be happy to hear your feedback! You may use “Support” button in the web interface or text directly to [email protected]. You may also join the active discussion of the contest in our Telegram channel!
It is not required to have any specific economical knowledge to create your strategy. Basic C++ or Python skills would be enough. We are confident that most of Codechef participants will be able to reach excellent results!
We wish you high rating and great results in HFT Battle 2017!