Anomaly Detection for Alabama based Trading Firm

Anomaly Detection for Alabama based Trading Firm

About the customer

A quantitative investment firm classified as the best proprietary trading firm. It is a registered market participant in CAISO, ERCOT, MISO, SPP, and PJM.

Need

Real time anomaly detection of multimillion data sets from exchange feeds was a challenge.

Solution

Built a SinglePoint Quant Platform for their quants to run the create, deploy and run their Machine Learning models and detect trading anomalies in real time.

Process

Built framework to accommodate process repository, time series data sets, ML models, reports, and dashboard.

Technology Stack