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Case Study · Fintech · Machine learning

Boiler Capital ML.

A real-time system for pattern recognition and forecasting of stock time series data, with a high-performance simulator, a live monitoring app and model version control.

Fintech · Machine learning
Client Boiler Capital Users 40+ day traders Product ML pattern recognition & forecasting Delivered Simulator · Monitoring app · Model versioning
Client description

Finding the next edge in market data.

Boiler Capital is a prop trading company that specializes in day trading, working with more than 40 traders. They wanted to create a real time system for pattern recognition and forecasting of stocks’ time series data.

The client is heavily dependent on the process of searching and testing new patterns in the market data in order to keep the edge of their trading strategies.

Simulator capabilities High speed strategy evaluation Quotes handling and order book depth Advanced slippage modeling Trade controllers and portfolio optimization ML models Pattern recognition & forecasting
The challenge

Three systems for one trading routine.

The challenge of the project was the development of a high performance simulator to develop and test new machine learning pattern recognition and forecasting models.

01

A high performance simulator with high speed strategy evaluation, quotes handling, order book depth, advanced slippage modeling, trade controllers and portfolio optimization.

02

A real time application for screening and analyzing the life stream of data and exploitation of the trained models, aiding the user in the decision making process. It uses high speed low latency web technology to ensure no delay of the events and alarms for maximal real time feel.

03

A model versioning management system to keep track of all models and patterns found, providing an easy way for the trader/developer to analyze the performance of the model/pattern and assess its usefulness.

The role of Generic Soft

Simulator, monitoring and version control.

The client assigned Generic Soft with the development of the time series simulator, monitoring application and version controls. All the infrastructure supporting thereof was designed and implemented.

Closely working with the client enabled us to develop high performance computation and intuitive user experience.

Time series simulator

Real-time monitoring application

Model version controls

All supporting infrastructure, designed and implemented

More case studies

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Ready for results like Boiler Capital ML's? Discover if we're a good fit for you.

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