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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

Level1

2. Calculate security price statistics

Level2

3. Plot price movements given ticker data

Level3

4. Regression: predict security prices based on movements

Level4

5. Find closest earliest transaction

Level5

6. Volatility calculation

Level6

Developers:

  • Eric Weiss
  • Patrick Ferner
  • Jordy Guntur