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Danske Bank BlackBox algorithmic trading challenge

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BlackBox

Danske Bank BlackBox algorithmic trading challenge

Hi and welcome to the BlackBox challenge.

The challenge is to write a trading algorithm for a stream of prices. For each price you need to take a decision. The decision you can make are "Buy", "Sell" or "Do Nothing".

You are not allowed to Short-Sell, so "Sell" actions will be ignored until you have done an initial "Buy". In the challenge you are buiying and selling a single stock, you will be judged on your Profit/Loss. Repeated buy or sell orders will be ignored as you can only buy or sell a single stock.

Four languages are supported JavaScript, C#, Java and Scala. Sample implementations are provided for each language. Instruction for each language can be found under the language folders.

Submit your code by creating a pull request. If you need help with how to create a pull request, fork, clone or any other GitHub related thing there is an awesome help page here.

Happy Coding!

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  • JavaScript 41.2%
  • C# 30.8%
  • Java 26.8%
  • Scala 1.2%