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Round 2

Introduction

Algorithmic challenge

For this round, we were given a new asset to trade algorithmically: orchids. Orchids are "imported" from a different island and therefore incurr

Manual challenge

For the manual trading challenge, we were given 2'000'000 shells to trade, and were given a set of exchange rates to trade between three different assets: snowballs, pizza, and wasabi roots.

Initial analysis


Algorithmic trading challenge

Approach [to be filled]

Manual trading challenge

Approach For the manual trading challenge, I immediately noticed that it was a directed graph problem and we could use some path-finding algorithms in order to find the most profitable path. Because the weights were multiplied and not added, I first calculated the inverse log of the weights in order to convert the problem into a shortest non-negative path problem. However, I realized that since there were only 4 nodes ($hells, pizza, wasabi root and snowballs), it would simply be easier to calculate the profit of each possible path and then choose the most profitable one, rather then trying to find a clever solution to it.