Improve by Analysis and Modelling
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Statistical Modelling Project

A statistical model takes the guesswork out of thinking there are patterns in your data. Using a statistical model, you can mathematically prove if there are relationships between elements of a dataset and if so you can assign a number to the degree of the relationship. When you model real world data, relationships are a grey area. There are exceptions to rules due to the complexity of real world interactions. Intellisolve sets up statistical models the same way as financial models, focusing on the business need first and building the model around that.

The Challenge

Take a list of 10,000+ stock price movements and group them into similar transactions. Once the transactions were grouped, run simulations to infer the best trading strategies for specific categories of transactions. Once the best trading strategies were figured out, run optimization algorithms to infer the best parameters for the trading strategies to minimize risk while optimizing profit. All this to be put into a standard reporting format for further analysis.

The Solution

A proper statistical and data analysis solution implemented within an agile framework to give the most relevant solution in the least possible time. Intellisolve has a standard methodology of delivering analysis solutions that has worked well in the past. The share price movements were held in a master data set. The solution was organized in such a way that the parameters could be changed in order to run simulations and scenario analysis and eventually work out the best trading strategies for specific categories of transactions.

The Result

A complete end to end data analysis project from acquiring the data to processing to the final reporting in a way that was adaptable. Running strategies through parameters meant that when new strategies could be devised and evaluated quickly. Excellent web reporting meant that there was high quality reporting available for analysis with the option of going from a summary view to a drill down of data to a transaction level. Proper project organisation and documentation meant that this analysis could be taken over at a later date with minimum friction to the new users.

The Applications Involved

During initial investigation we select the best applications that will fix your requirement and build our solutions on top of this.

The Services Involved

Come to us for our unique approach to data solutions taylor made for your unique needs. We have years of experience delivering useful solutions doing only a few things that we are really good at.

Our services allow you to hand over the techincal aspects of data management and analysis over to us to help you focus on the business

Statistical Modelling

A statistical model takes the guesswork out of thinking there are patterns in your data. Using a statistical model, you can mathematically prove if there are relationships between elements of a dataset and if so you can assign a number to the degree of the relationship. When you model real world data, relationships are a grey area. There are exceptions to rules due to the complexity of real world interactions. Intellisolve sets up statistical models the same way as financial models, focusing on the business need first and building the model around that.

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