Portfolio Derivative Analysis
Tick data analysis indicating consistent non-linear stock market correlations across multiple days: Gaps indicate opportunity, as stocks are moving opposite - delta in gap is possible profit if you short one side and buy high side. Same stock pairs, similar correlation patterns.: Correlated Stocks are chosen by finding most similar profiles in large graphs. This technique can be applied to many different types of fintech systems: stocks, derivatives, crypto. forex and other funds, Derivatives create co-associated graphs correlated and evolving across time. In the graphs below the metric is normalized logarithmic (0.0-1.0) generated every three seconds. The underlying infrastructure combines EMQX, an MQTT broker capable of sustaining 100 M connections fed into a HPC / MPI streaming infrastructure capable of running 100 M active cooperative agent processes coordinated by its own scheduler. it has been shown to scale up to handle 5000 financial st...