Financial trading application
- #product management
- #business requirements document
- #project management
- #acceptance
Business Goals
Develop an AI based solution that can trade using an interchangeable set of AI models.
Solutions
- Developing BI requirements.
- Risk-management policy.
- Trading rules.
- AI models retraining procedure within a given timeframe.
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Full scale application of a time-series analysis
- auto- and cross- correlation distributed lag models,
- fractional integration of a time serie,
- principal core analysis as a feed for AI models ensembling.
Value Delivered
Full technical design and implementation of the app.
Implementation details
Technical design of an application using Interactive Brokers API in C++, selection of the AI models to participate in a model committee, dataflow and class diagrams. Standardizing the dataflows to enable model exchanges.