RMB identifies trading patterns in global markets

Overview

Entelect partnered with Rand Merchant Bank (RMB), one of South Africa’s largest Global Markets banking providers to service business intelligence and data science capabilities to several internal departments.

The Global Markets offering spans across the fixed income, currency and credit markets to offer strategic insight across multiple sectors.

This project focused specifically on identifying behavioural changes in trading patterns for various clients across multiple instruments and provide a means to measure and analyse these behavioural changes in a quantifiable manner.

This time series data science problem extracts the mean shift of trading volume and value from clients, showing the optimal number of break points of a client’s trading behaviour.

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Hadoop
SQL Server

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