{"id":399,"date":"2022-06-01T20:19:27","date_gmt":"2022-06-01T11:19:27","guid":{"rendered":"https:\/\/www.tceconsulting.co.jp\/?p=399"},"modified":"2024-11-04T20:44:47","modified_gmt":"2024-11-04T11:44:47","slug":"quantitative_analysis","status":"publish","type":"post","link":"https:\/\/www.tceconsulting.co.jp\/en\/2022\/06\/01\/quantitative_analysis\/","title":{"rendered":"Case Study\uff1a Provided quant analysis environment using AWS."},"content":{"rendered":"<p>We have built a machine learning environment to support data analysis projects in the FX (foreign exchange) service business of a major financial institution, and began providing it around June 2022.<br \/>\nThis environment is used as a quantitative analysis environment that makes full use of the latest theories and programming techniques, based on the accumulation of 150 million transaction and price data related to foreign exchange trading in the cloud (AWS), and is currently being utilized for various purposes as a processing platform for big data in addition to quantitative analysis.<\/p>\n<p>Examples of environment utilization:<br \/>\nQuantitative analysis-based algo deal implementation and quantitative operations<br \/>\nAdvanced risk management for currency pairs, currency units, and entire portfolios<br \/>\nProvision of information to dealers for profit enhancement<br \/>\nOverview of Services Utilized<\/p>\n<p>The following AWS services are mainly used for machine learning in this environment.<br \/>\n1. DWH \u201cAmazon Redshift\u201d for storing structured data<br \/>\n2. \u201cAmazon Athena\u201d for data analysis and \u201cAmazon Glue\u201d for data extraction and processing<br \/>\n3. \u201cAmazon SageMaker\u201d as machine learning model creation.<\/p>\n<p>\u201cS3\u201d for data lake and \u2018Amazon SageMaker\u2019 for data visualization<br \/>\n\u201cAmazon QuickSight\u201d as a BI (Business Intelligence) tool.<\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-347\" src=\"https:\/\/www.tceconsulting.co.jp\/wp-content\/uploads\/2024\/05\/\u753b\u50cf2-300x160.png\" alt=\"\" width=\"720\" height=\"384\" srcset=\"https:\/\/www.tceconsulting.co.jp\/wp-content\/uploads\/2024\/05\/\u753b\u50cf2-300x160.png 300w, https:\/\/www.tceconsulting.co.jp\/wp-content\/uploads\/2024\/05\/\u753b\u50cf2-1024x548.png 1024w, https:\/\/www.tceconsulting.co.jp\/wp-content\/uploads\/2024\/05\/\u753b\u50cf2-768x411.png 768w, https:\/\/www.tceconsulting.co.jp\/wp-content\/uploads\/2024\/05\/\u753b\u50cf2-1536x822.png 1536w, https:\/\/www.tceconsulting.co.jp\/wp-content\/uploads\/2024\/05\/\u753b\u50cf2-2048x1095.png 2048w\" sizes=\"(max-width: 720px) 100vw, 720px\" \/><\/p>\n","protected":false},"excerpt":{"rendered":"<p>We have built a machine learning environment to support data analysis projects in the FX (foreign exchange) service business of a major financial institution, and began providing it around June 2022. This environment is used as a quantitative analysis environment that makes full use of the latest theories and programming techniques, based on the accumulation&#8230;<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"om_disable_all_campaigns":false,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"footnotes":"","_locale":"en_US","_original_post":"https:\/\/www.tceconsulting.co.jp\/?p=346"},"categories":[3,30],"tags":[],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/posts\/399"}],"collection":[{"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/comments?post=399"}],"version-history":[{"count":5,"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/posts\/399\/revisions"}],"predecessor-version":[{"id":405,"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/posts\/399\/revisions\/405"}],"wp:attachment":[{"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/media?parent=399"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/categories?post=399"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.tceconsulting.co.jp\/wp-json\/wp\/v2\/tags?post=399"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}