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 stocks pairwise 25 M correlations per second on AWS enabling complete visibility of NASDAQ actions.  Elastic.co is being utilized as an I/O buffer; to validate graph of graph structures and persistence across days.  

Graphs shown below are an ETF. - DAPP and a stock BMY (below the time evolution of DAPP).

Above Insight from a derivative perspective; below an individual stock; BMY presumably related in some ETF to other stocks within the same industry.