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Optiver Algorithmic Trading Competition

Statistical Arbitrage: Pairs Trading

This project was part of Optiver's annual trading competition.

Given historical data of several stocks, developed a statistical arbitrage strategy that was implemented on the Optibook exchange.

Received the "Best Trading Strategy" award by Optiver's CEO, for developing the most profitable trading algorithm.

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The annual coding competition hosted by Optiver in collaboration with LSE

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