Python Coding Challenge

The coding challenge gave me the opportunity to implement realistic market making strategies based on the Black-Scholes model I had previously studied in a theoretical way. The environment provided let room for creativeness, being able to try out my own ideas on a simulated exchange benefits to my understanding of the markets. Department of Finance. Sylvain Girard

Python coding Challenge: Autumn term 2022

Watch this space for upcoming details of the next Python coding challenge.

In the meantime take a look below at how last year's participants got on.

Python coding Challenge: Autumn term 2021

We would like to congratulate the winners and participants of our third Python Coding Challenge organised by the Digital Skills Lab in partnership with LSE Careers, and sponsored by international market maker Optiver. The challenge took place in Autumn term and focused on financial services, utilising a cutting-edge virtual exchange developed by Optiver. Students completed an online Python course before being sorted into teams to develop trading algorithms in Python, testing and then optimising the algorithm's performance to achieve the best possible trading outcome. The challenge focused on different aspects of options trading from the Lent term challenge to give previous participants an additional opportunity to test their skills.  

The challenge launched by Optiver on 1 November 2021 and was open to all LSE students who completed the pre-requisite Python training.  A total of 5 out of 7 teams submitted a presentation to compete for four prizes and we are pleased to announce the winners as follows: 

The Team Spirit award is given to those individual participants who were nominated by their peers because they went above and beyond – either in supporting their own teams or in providing support and assistance to competitors.  

Our Team Spirit award winners are: 

  • Junda Li  
  • Elon Chan  
  • Jason Jackop 
  • William Song  

The Teamwork and collaboration award is presented to the team who demonstrated the most effective team working and collaboration strategies. The winning team identified the key strengths of each member and assigned specific responsibilities, utilising a range of industry-leading tools to collaborate and work together effectively. They combined independent research with team work, using their meetings to undertake active learning and refinement of the code, thus ensuring all team members were on the same page.  

 The winners of the Teamwork and collaboration award are Team Olympio: 

  • Andrew Yu An Chen 
  • Yat Long Leung 
  • Junda Li 
  • Agnieszka Sobala 
  • Jenny Teoh 

The Best Trading Strategy award is presented to the team who were able to develop the most effective trading algorithm for the competition. The winning team demonstrated a systematic and iterative approach to their development, developing an aggressive strategy that they thoroughly tested. Despite outperforming all others by quite a margin, the team were still able to reflect on how they would further improve their algorithm and identify how performance in real life might be different from the competition.  

 The winners of the Best Trading Strategy award are Team Evans:  

  • Jiajie Deng
  • Sylvain Girard 
  • Lennart Stokman 
  • Wen Xiang 

The Best Application of Python Learning award is given to the team who were able to demonstrate the greatest growth in their own learning – both through the provided materials and through their own initiative. The winning team clearly articulated how their learning experience led them to new ideas, which they implemented, tested and revised. They clearly explained the pros and cons of each approach and how and why they made different decisions. It was also clear from the presentation that all team members contributed to and understood the approach and process, demonstrating knowledge and learning across the whole team.  

The winners of the Best Application of Python Learning are Team Stocks

  • Inga Brynda 
  • Elon Chan 
  • Richard Mak
  • Josiah Suartono 
  • Jaime Turon 

The overall winners of the Optiver Autumn term 2021 challenge demonstrated impressive achievements across all the categories. The approach to teamwork and collaboration by these individuals showed an understanding of good practice, while also being practical and creative. All teams are to be commended on developing successful algorithms, but the winners of the overall award were especially commended by the Optiver judge for their particular achievement. Our overall winners also impressed the panel with their diligent, thorough, and creative approach to their own learning.  

The  overall winners are:  

  • William Song 
  • Jason Jackop 

The winners of the inaugural Python Coding Challenge can be found here

The winners of the LT21 Python Coding Challenge can be found here

If you have another idea for a coding challenge you would like us to help develop, please do get in touch by emailing us at digital.skills.lab@lse.ac.uk