{"id":12899,"date":"2021-01-01T00:00:00","date_gmt":"2021-01-01T08:00:00","guid":{"rendered":"https:\/\/www.hmc.edu\/clinic\/?p=12899"},"modified":"2021-05-11T17:13:13","modified_gmt":"2021-05-12T00:13:13","slug":"anomaly-detection-in-high-performance-trading-systems","status":"publish","type":"post","link":"https:\/\/www.hmc.edu\/clinic\/2021\/anomaly-detection-in-high-performance-trading-systems\/","title":{"rendered":"Anomaly Detection in High-Performance Trading Systems"},"content":{"rendered":"<h2 class=\"project-sponsor-dept-year\"><span class=\"project-sponsor\">Tradeweb Markets Inc.<\/span> <span class=\"project-dept-year\">Computer Science, 2020\u201321<\/span><\/h2>\n<div class=\"project-team\">\n<p><strong>Liaison(s):<\/strong> Justin Peterson &#8217;85, Stefan Kutko<br \/>\n<strong>Advisor(s):<\/strong> Elizabeth Sweedyk<br \/>\n<strong>Students(s):<\/strong> Julia Puzzo (PM), Brandon Theodorou, Riti Sharma, Jacob Donenfeld<\/p>\n<\/div>\n<div class=\"project-abstract\">\n<p>Tradeweb is the leading trading platform for fixed income products, derivatives, and ETFs. The operations of Tradeweb\u2019s systems are dependent on trading latency being below a certain threshold, as high latency can negatively impact client experience. The Tradeweb Clinic Team is using machine learning models to produce a tool that predicts latency spikes by monitoring the underlying operational system, so that Tradeweb can be made aware of and take quick action to resolve any sub-optimal performance.<\/p>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>Tradeweb Markets Inc. Computer Science, 2020\u201321 Liaison(s): Justin Peterson &#8217;85, Stefan Kutko Advisor(s): Elizabeth Sweedyk Students(s): Julia Puzzo (PM), Brandon [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[140],"tags":[625],"class_list":["post-12899","post","type-post","status-publish","format-standard","hentry","category-computer-science","tag-tradeweb-markets-inc"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts\/12899","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/comments?post=12899"}],"version-history":[{"count":3,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts\/12899\/revisions"}],"predecessor-version":[{"id":13149,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts\/12899\/revisions\/13149"}],"wp:attachment":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/media?parent=12899"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/categories?post=12899"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/tags?post=12899"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}