Data Ingestion Framework- Building data pipelines, configuring hive metastore and visualizing data.
Time Series Forecasting to capture Trade Anomalies – Time series analysis and modeling using TS models such as ARMA, ARIMA, Holt-Winters.
Machine Learning Model to Predict Expenses - Expense prediction using regression techniques and time-series analysis
Python Automation Module – Onboarding new fields from the AGORA Database and generating config files to run OneTick data collectors.
Liquid Symbol Monitoring – Monitoring system which analyses and monitors top liquid symbols/ticks across Asia Pacific for all major exchanges.
Market Condition Prediction - Predict absolute spread, volume, volatility and liquidity. The model predicts market conditions for next T+5, T+10 and T+15 minutes.