2026 · April

2 Weeks of IMC Prosperity 4 Challenge

Analyse the Problem & Data clearly first

• Bot behaviour

• Price movements etc

Generate clear logic first, then a plan on how to implement it and only then generate the program

Pay attention to small details

• Sometimes how they scale, or had to adjust challenges might reveal information on the data

Should we use ML?

• Well defined problem

• Lack of easy solution, can provide examples but can't code

• High quality data

• Clear and meaningful Evaluation

• Loss Function

• Solution is justified

Decision Trees

• Bagging

• Boosting (Adaptive boosting): combining small decision tress

• Gradient Boosing: fits Trees on error residuals (like gradient descent, figure out error and mimimize it)