{"id":13291,"date":"2022-01-01T00:00:00","date_gmt":"2022-01-01T08:00:00","guid":{"rendered":"https:\/\/www.hmc.edu\/clinic\/?p=13291"},"modified":"2022-05-16T09:11:01","modified_gmt":"2022-05-16T16:11:01","slug":"anomaly-detection-in-high-performance-trading-systems-2","status":"publish","type":"post","link":"https:\/\/www.hmc.edu\/clinic\/2022\/anomaly-detection-in-high-performance-trading-systems-2\/","title":{"rendered":"Anomaly Detection in High-Performance Trading Systems"},"content":{"rendered":"<h2 class=\"project-sponsor-dept-year\"><span class=\"project-sponsor\">Tradeweb<\/span> <span class=\"project-dept-year\">Computer Science, 2021\u201322<\/span><\/h2>\n<div class=\"project-team\">\n<p><strong>Liaison(s):<\/strong> Stefan Kutko and Jeremy Jess &#8217;20<br \/>\n<strong>Advisor(s):<\/strong> Elizabeth Sweedyk<br \/>\n<strong>Students(s):<\/strong> Wenxuan Zhang (PM), Allen Wu, Nicolas Perez Vergel, Nick Tan, Nick Dazell<\/p>\n<\/div>\n<div class=\"project-abstract\">\n<p>Tradeweb is the leading trading platform for fixed-income products, derivatives and exchange-traded funds. Tradeweb would like to improve client experience on their platform by minimizing trade latency. The team is testing several machine learning models to predict anomalies in a variety of metrics that are correlated with trade latency. The system will alert Tradeweb of potential latency spikes, so they can respond quickly to resolve problems.<\/p>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>Tradeweb Computer Science, 2021\u201322 Liaison(s): Stefan Kutko and Jeremy Jess &#8217;20 Advisor(s): Elizabeth Sweedyk Students(s): Wenxuan Zhang (PM), Allen Wu, [&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":[682],"class_list":["post-13291","post","type-post","status-publish","format-standard","hentry","category-computer-science","tag-tradeweb"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts\/13291","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=13291"}],"version-history":[{"count":1,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts\/13291\/revisions"}],"predecessor-version":[{"id":13314,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts\/13291\/revisions\/13314"}],"wp:attachment":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/media?parent=13291"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/categories?post=13291"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/tags?post=13291"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}