Martin Oberhuber's, Senior Data Scientist and Matthew Cooke's, Senior Project Manager at Think Big, a Teradata Company presentation at Data Enthusiasts London v.4.0 at Google Campus

2. © 2015 Think Big, a Teradata Company© 2015 Think Big, a Teradata Company

3. © 2015 Think Big, a Teradata Company
• First and leading professional services firm
exclusively focused on big data
• End to End Services: Strategy, Design,
Implementation, IP/Software, Support and
Managed Services
• Academy to scale delivery capability
• Extend and integrate open source with UDA
• Team-based delivery with Solution Center
• Trusted Analytics Services Provider to Fortune 1000
Proven, Team-based Methodology
Experiment-Driven Short Sprints with
Quick Release Cycles
We will be the trusted Big Analytics provider to the Fortune 1000
and become the #1 Global Brand in Big Data analytics consulting.
Our Mission

4. eCommerce
2 of Global Top 5
Internet Transaction Security
Global #1
Retail
2 of Global Top 5
Brokerage & Mutual Funds
2 of Global Top 5
Social Networking
Global #1
Asset Management
Global #1
Credit Issuer
2 of Global Top 5
Semiconductor
2 of Global Top 5
Banking
4 of Global Top 10
Data Storage Devices
3 of Global Top 5
Financial Data Services
2 of Global Top 5
Disk Manufacturing
Global #1
Financial Exchanges
Global #2
Telecommunications
2 of Global Top 5
Media & Advertising
2 of Global Top 5
© 2015 Think Big, a Teradata Company

5. Think Big
Academy
© 2015 Think Big, a Teradata Company
Managed
Services
Data
Engineering
Big Data
Program Mgt
• Solution Focus
• Planning & Design
• Team Prioritization
• Engineering
• Engineering
• Software Dev
• Agile Sprint(s)
• Optimization
• Quality Assurance & Test
• Managed Support
• Break Fix
• Sustaining Engineering
• New Models
• New Analytics
• New Insights
• New Data Requirements
• Big Data Approach
• Use Cases
• Refine Roadmap
• Org & Process
• Data Science
• Discovery
• R&D
• Machine Learning
Big Data
Strategy
Business
Analytics
Big Data Lab
Hands on Training
• Data Science
• Data Engineering
• Operations
Think Big engages with it’s clients business, technical, analyst and support teams in an agile
inspired VELOCITY methodology to continuously develop big data solutions.
© 2015 Think Big, a Teradata Company

6. Think Big offers end-to-end Big Data strategy, implementation and support services
focused on helping customers quickly achieve ROI on their Big Data investments
STRATEGY IMPLEMENTATION SOLUTION SUPPORT
ENTERPRISE DATA LAKE SOFTWARE FRAMEWORKS
Managed
Services
Big Data
Analytics
Roadmap
Data Lake
Optimisation
Establish
Data Lake
Analytic
Solutions
© 2015 Think Big, a Teradata Company

7. Big Data for Finance –
Challenges in High-Frequency Trading
Graphic by Stamen

8. Using computer algorithms to rapidly trade securities
• Positions are held for seconds to minutes
• Reaction times to market changes are sub-
millisecond.
• HFT accounts for more than 60% of all trading
volume in some markets
© 2015 Think Big, a Teradata Company

9. •Speed
Latencies in electronic trading are usually measured in microseconds
HFT firms co-locate with exchanges to reduce latency
•Strong predictions
Due to market efficiency it is challenging to come up with robust
predictive models
© 2015 Think Big, a Teradata Company

10. c = 2.9979x108
m / s
Fibre Optic Microwave
Refractive Index (v) 1.5 1.0003
Round-trip time
Chicago/New Jersey
~8ms ~13ms
RoundTripTime =
c*v
dist
© 2015 Think Big, a Teradata Company

11. © 2015 Think Big, a Teradata Company

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• Liquid stocks >10
million messages
per day
• NYSE produces
~1TB of market
data per day
• Market data
from all relevant
exchanges is
collected
© 2015 Think Big, a Teradata Company

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1336732593.051448 71.00 Ask_cancel 108
1336732593.096281 71.06 Ask_add 922
1336732593.138566 71.19 Bid_add 230
1336732593.179509 71.26 Bid_add 731
1336732593.249253 71.28 Trade 280
1336732593.321581 71.33 Bid_cancel 933
1336732593.369489 71.36 Ask_cancel 676
1336732593.396394 71.37 Trade 489
1336732593.403784 71.39 Bid_cancel 780
1336732593.471040 71.48 Trade 465
1336732593.485026 71.54 Bid_cancel 668
1336732593.585481 71.55 Ask_cancel 814
1336732593.699121 71.63 Ask_cancel 286
1336732593.704077 71.74 Ask_add 424
1336732593.820406 71.82 Ask_cancel 789
1336732593.865808 71.88 Bid_cancel 258
1336732593.912195 71.89 Bid_cancel 579
1336732593.916676 71.91 Ask_add 241
1336732593.941828 71.95 Bid_add 528
1336732593.965397 71.99 Trade 300
© 2015 Think Big, a Teradata Company
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14. Matching
Engine
Exchange 1
Scoring
Platform
News,
Twitter…
Compute
Cluster, e.g.
Hadoop,
Flat files
Data Science
Matching
Engine
Exchange 2
Scoring
Platform
Market
Data
Orders
Market & scoring
data, orders
Ingestion
Data
Data
Model deployment
Model storage
© 2015 Think Big, a Teradata Company

15. Questions
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?

16. WE ARE HIRING
© 2015 Think Big, a Teradata Company