High-Frequency Trading System

HFTC System

A sophisticated dual-strategy algorithmic trading system engineered for the Stevens High-Frequency Trading Competition, featuring market making and momentum arbitrage with real-time risk management.

Competition Details

Elite Algorithmic Trading Competition

Competing in the prestigious Stevens High-Frequency Trading Competition, our system battled against 22 international teams across 5 challenging trading scenarios spanning 6-hour live trading sessions.

Built on Stevens' proprietary SHIFT platform, the system leveraged real-time order book analysis, advanced technical indicators, and intelligent risk management to navigate volatile market conditions.

Dual-Strategy Algorithmic Trading

CS1/CS2

+$2,847.32

Advanced Trading Strategies

Dual-strategy approach combining market making and momentum arbitrage for optimal performance

Market Making Strategy

Order book imbalance analysis with dynamic bid-ask spread optimization and intelligent inventory management.

Order Book Analysis

Bid-Ask Optimization

Inventory Management

Liquidity Provision

Momentum Arbitrage

8+ technical indicators including RSI, MACD, and Bollinger Bands for trend identification and signal generation.

RSI Analysis

MACD Crossovers

Bollinger Bands

Trend Detection

RSI

Relative Strength

MACD

Moving Average

Bollinger

Volatility Bands

Smart Order

Routing Logic

High-Performance Technology Stack

Built for microsecond precision and real-time market data processing

Trading Engine

Python

Core algorithm development

NumPy/Pandas

High-performance data processing

SHIFT API

Stevens trading platform integration

Real-time Processing

Microsecond order execution

Risk Management

Portfolio Monitoring

Real-time P&L tracking

Trailing Stops

Dynamic stop-loss protection

Position Sizing

Adaptive risk allocation

Cooldown Periods

Automated trading pauses

Stevens HFTC 2025 Competition

5-week intensive competition across diverse market scenarios with international participants

Competition Format

Day 1-3: Historical Data

Up/Down Days, Peak Swings, High VIX

Day 4: Zero-Intelligence

Random trading agents simulation

Day 5: RL Agents

14 adaptive reinforcement learning bots

Global Competition

International Teams

Hour Sessions

Trading Scenarios

SHIFT Platform

Performance Analytics & Risk Management

Sophisticated monitoring and optimization framework for consistent performance

Real-time P&L Tracking

Automated profit and loss monitoring with performance analytics across all trading sessions

Dynamic Risk Controls

Trailing stops and adaptive position sizing to protect against market volatility

Execution Optimization

Smart order routing with microsecond precision for optimal market entry and exit

Sharpe Ratio

1.80

Max Drawdown

-3.2%

Win Rate

73%

Avg Trade

2.3s

CS1/CS2

+$2,847.32

Competitive Impact & Technical Achievement

Demonstrating advanced algorithmic trading capabilities in a world-class competition

Algorithmic Sophistication

Dual-strategy system with 8+ technical indicators and intelligent risk management

Real-time Execution

Microsecond precision trading with adaptive position sizing and smart order routing

Competitive Excellence

Competing against international teams in prestigious Stevens HFTC competition

Experience advanced algorithmic trading in action

Learn About the Competition