This repository contains research and algorithms for our team, Mystery Shack LLC, in IMC Prosperity 4. Out of 18,803 teams, we placed 763rd globally and 199th in the USA, with an overall score of 257,957 XIREC.

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• The Team
• Quickstart
• Tools we used
• Tools we built
• Optional additions
  • Create a .venv alias
  • Use WSL in VS Code/Cursor
  • Editor extensions
• Writeups & reference repos

Thomas Kennedy 💻

Vrishak Vemuri 💻

Liam Baird 💻

Andre Mao 💻

Admin PowerShell:

wsl --install

Ubuntu:

sudo apt update && sudo apt install -y build-essential git curl
curl -LsSf https://astral.sh/uv/install.sh | sh && exec bash
git clone https://github.com/tksoftw/imc-prosperity-4 && cd imc-prosperity-4
uv sync --extra dev && source .venv/bin/activate
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh -s -- -y && . "$HOME/.cargo/env"
cargo install rust_backtester --locked

xcode-select --install
curl -LsSf https://astral.sh/uv/install.sh | sh && exec zsh
git clone https://github.com/tksoftw/imc-prosperity-4 && cd imc-prosperity-4
uv sync --extra dev && source .venv/bin/activate
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh -s -- -y && . "$HOME/.cargo/env"
cargo install rust_backtester --locked

Dependency manager and venv, run from the repo root. Basically a pip replacement. Main uses:

1. source .venv/bin/activate enter the venv (important, cannot use repo without)
2. deactivate exit the venv
3. uv sync --extra dev sync packages
4. uv add <pkg> add a new package
5. uv remove <pkg> remove a package

Note: We mostly use rank_traders (which uses rust_backtester internally) for quick backtesting. But otherwise, run rust_backtester --help for more information.

Upload a submission .log to visualize trades, fills, and PnL. Also see an unofficial backtest leaderboard. Logs from the rust backtester are located in the runs folder (generated after at least one backtest is run).

The competition only allows the following libraries inside trader files pandas, NumPy, statistics, math, typing, and jsonpickle.

Note: Run all programs in the .venv

uv run rank

Rank all traders by PnL.

also: --show-per-product to show PnL by product.

also: --day to restrict to a specific day.

also --carry to carry positions across days AND set infinite order queue priority.

also: --clean [stale (default), all, or <pattern>] to clean the runs/ directory.

uv run compile --trader trader_X.py

Inline a trader's local ROUND_N (and cross-round) imports into one self-contained submission file under traders/ROUND_N/compiled/.

also: --all (instead of --trader) to compile every trader in the round (self-contained traders are skipped).

also: --round N to override the round (defaults to the highest traders/ROUND_*/ present).

uv run check_overfit --trader trader_X.py

Audit all traders for overfitting risk. Combines four signals into a 0–100 risk score (lower is better).

also: --all (instead of --trader) to check all traders in the round.

also: --round N to override the round (defaults to the highest traders/ROUND_*/ present).

(deprecated) Identify and generate synthetic round data.

uv run gendata

Add the following to your ~/.bashrc file (or ~/.zshrc on macOS):

alias vv="source .venv/bin/activate"

Then do source ~/.bashrc. Now you can type vv to activate the venv.

1. Open VS Code on Windows
2. Press CTRL+SHIFT+P
3. Type in WSL: Connect to WSL

You'll see a green "WSL" indicator in the bottom-left once connected.

Edit CSV

Data Wrangler

Prosperity 3: 2nd overall, very detailed.

Prosperity 3: 9th overall, 2nd US.

Source for the rust_backtester binary.