IMC Prosperity 4 — Algorithmic Trading Retrospective This is a methodology-showcase repository, not a champion's highlight reel. Our final overall rank was 93rd, algorithmic-trading rank 96th — Top 0.5% (see the rank summary below). The purpose of open-sourcing this is not to flaunt rankings but to fully document how we approached an unfamiliar market from scratch — observing, hypothesizing, modeling, backtesting, and reviewing — including which steps we got right and which alphas we missed because of preconceived assumptions. If you're short on time, jump directly to the Round 1 and Round 5 retrospectives. Round 5 is especially worth reading: we independently verified the mathematical structure of a microstructure phenomenon through three different methods, yet judged it "no alpha here" because of two ingrained assumptions. Post-result reconstruction suggests that deploying this single lattice-reversal signal would likely have moved our algorithmic rank from 96th into the Top-15 range. --- About the Competition IMC Prosperity 4, hosted by IMC Trading, is divided into algorithmic and

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