Time-based Analytics

Credit Suisse Hackathon (Code Suisse) 3rd Place Winner Reads, stores and analyzes millions of tick by tick trades from data provided by sponsor

1. Retrieve price movement for given security over time

2. Calculate security price statistics

3. Plot price movements given ticker data

4. Regression: predict security prices based on movements

5. Find closest earliest transaction

6. Volatility calculation

Developers:

• Eric Weiss
• Patrick Ferner
• Jordy Guntur