IMC Prosperity 4 Backtester
Monte Carlo backtester for IMC Prosperity 4
Description
In the IMC Prosperity trading competition, the official backtest gives one historical path, hiding whether strategies hold up. This project is a Rust-backed Monte Carlo backtester for IMC Prosperity 4.
It simulates many price paths and shows PnL distributions, profitability and stability in a local dashboard, as a drop-in CLI.
Monte Carlo:Many paths.
Rust:Fast.
Dashboard:PnL distributions.
Drop-in:Works with your traders.
It simulates many price paths and shows PnL distributions, profitability and stability in a local dashboard, as a drop-in CLI.
Features
Monte Carlo:Many paths.
Rust:Fast.
Dashboard:PnL distributions.
Drop-in:Works with your traders.
