mildbyte's notes tagged 'betfair'

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project Betfair, part 8
@mildbyte 7 months, 2 weeks ago | programming | python | betfair | scala |
Introduction Previously on project Betfair, we gave up on market making and decided to move on to a simpler Betfair systematic trading idea that seemed to work. Today on project Betfair, we'll trade it live and find out it doesn't ...
project Betfair, part 7
@mildbyte 7 months, 4 weeks ago | programming | python | betfair | scala |
Introduction Previously on project Betfair, we ran the production market-making CAFBot in Scala, got it working, made some money, lost some money and came back with some new ideas. Today, we'll test those ideas, look at something that's much more ...
project Betfair, part 6
@mildbyte 8 months ago | programming | betfair | scala |
Introduction Previously on project Betfair, we spent some time tuning our market making bot and trying to make it make money in simulation. Today, we'll use coding and algorithms to make (and lose) us some money in real life. Meet ...
project Betfair, part 5
@mildbyte 8 months ago | programming | python | betfair |
Introduction Previously on project Betfair, we started fixing our market-making bot so that it wouldn't accumulate as much inventory. Today, we'll try to battle the other foe of a market maker: adverse selection. Order book imbalance Consider the microprice from ...
project Betfair, part 4
@mildbyte 8 months, 1 week ago | programming | python | betfair |
Introduction Previously on project Betfair, we implemented a simple market making strategy and backtested it against some horse races, with disastrous results. Today, things get better. Greyhounds Though most of this has been done on horse racing markets, I was ...
project Betfair, part 3
@mildbyte 8 months, 1 week ago | programming | python | betfair |
Introduction Previously on project Betfair, we started collecting dumps of Betfair order book data from the Stream API and learned how to reconstruct series of events from those with the aim of using them to backtest a market making strategy. ...
project Betfair, part 2
@mildbyte 8 months, 2 weeks ago | programming | python | betfair |
Probably the hardest thing about writing this will be piecing together what I was doing and thinking at the time. Keeping a development diary was a great idea, it's just a shame I started it 1/3 of the way into ...
project Betfair, part 1
@mildbyte 8 months, 2 weeks ago | programming | betfair | 1 comment
Introduction Like I had said in a previous post, I tried my hand at automated trading on Betfair for a couple of months. While I didn't make much money from it, I still think there are a lot of cool ...
What have I been up to
@mildbyte 8 months, 3 weeks ago | admin | programming | kimonote | betfair |
It's been more than 3 months since my last post. Have I finally sunk into the depths of depression and debauchery since leaving my job? Do I start my day by waking up at 11am and having a mimosa? Do ...

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