{"id":54311,"date":"2013-08-16T18:58:51","date_gmt":"2013-08-16T15:58:51","guid":{"rendered":"https:\/\/www.altoros.com\/blog\/?p=54311"},"modified":"2021-12-17T00:13:28","modified_gmt":"2021-12-16T21:13:28","slug":"building-stock-trading-strategies-20-faster-with-hadoop","status":"publish","type":"post","link":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/","title":{"rendered":"Building Stock Trading Strategies: 20% Faster with Hadoop"},"content":{"rendered":"<div id=\"ez-toc-container\" class=\"ez-toc-v2_0_79_2 counter-hierarchy ez-toc-counter ez-toc-transparent ez-toc-container-direction\">\n<div class=\"ez-toc-title-container\">\n<p class=\"ez-toc-title\" style=\"cursor:inherit\">Table of Contents<\/p>\n<span class=\"ez-toc-title-toggle\"><a href=\"#\" class=\"ez-toc-pull-right ez-toc-btn ez-toc-btn-xs ez-toc-btn-default ez-toc-toggle\" aria-label=\"Toggle Table of Content\"><span class=\"ez-toc-js-icon-con\"><span class=\"\"><span class=\"eztoc-hide\" style=\"display:none;\">Toggle<\/span><span class=\"ez-toc-icon-toggle-span\"><svg style=\"fill: #999;color:#999\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" class=\"list-377408\" width=\"20px\" height=\"20px\" viewBox=\"0 0 24 24\" fill=\"none\"><path d=\"M6 6H4v2h2V6zm14 0H8v2h12V6zM4 11h2v2H4v-2zm16 0H8v2h12v-2zM4 16h2v2H4v-2zm16 0H8v2h12v-2z\" fill=\"currentColor\"><\/path><\/svg><svg style=\"fill: #999;color:#999\" class=\"arrow-unsorted-368013\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"10px\" height=\"10px\" viewBox=\"0 0 24 24\" version=\"1.2\" baseProfile=\"tiny\"><path d=\"M18.2 9.3l-6.2-6.3-6.2 6.3c-.2.2-.3.4-.3.7s.1.5.3.7c.2.2.4.3.7.3h11c.3 0 .5-.1.7-.3.2-.2.3-.5.3-.7s-.1-.5-.3-.7zM5.8 14.7l6.2 6.3 6.2-6.3c.2-.2.3-.5.3-.7s-.1-.5-.3-.7c-.2-.2-.4-.3-.7-.3h-11c-.3 0-.5.1-.7.3-.2.2-.3.5-.3.7s.1.5.3.7z\"\/><\/svg><\/span><\/span><\/span><\/a><\/span><\/div>\n<nav><ul class='ez-toc-list ez-toc-list-level-1 ' ><li class='ez-toc-page-1 ez-toc-heading-level-3'><a class=\"ez-toc-link ez-toc-heading-1\" href=\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#Speeding_up_a_stock_trading_platform\" >Speeding up a stock trading platform<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-3'><a class=\"ez-toc-link ez-toc-heading-2\" href=\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#Further_reading\" >Further reading<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-3'><a class=\"ez-toc-link ez-toc-heading-3\" href=\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#About_the_author\" >About the author<\/a><\/li><\/ul><\/nav><\/div>\n<h3><span class=\"ez-toc-section\" id=\"Speeding_up_a_stock_trading_platform\"><\/span>Speeding up a stock trading platform<span class=\"ez-toc-section-end\"><\/span><\/h3>\n<p>Based on complex mathematical algorithms, automated stock trading solutions take into account hundreds of factors and suggest the right time for placing buy\/sell orders. Some of the systems like that can even make a deal without any human involvement. However, if an algorithm omits essential market parameters, this may bring a significant loss.<\/p>\n<p><center><a href=\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/coupling-generated-strategies-with-kmeans-altoros.png\"><img decoding=\"async\" src=\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/coupling-generated-strategies-with-kmeans-altoros.png\" alt=\"\" width=\"640\" class=\"alignnone size-full wp-image-54339\" \/><\/a><small>Clustering\/grouping trading strategies with <i>k<\/i>-means<\/small><\/center><\/p>\n<p>In this guest blog post, experts at Altoros shared a real-life example of how Hadoop and data clustering speeded up stock the performance of a trading system by 20% and increased customer\u2019s revenues by 12%.<\/p>\n<p><center><a href=\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/improving-the-trading-system-with-hadoop-and-kmeans-altoros.png\"><img decoding=\"async\" src=\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/improving-the-trading-system-with-hadoop-and-kmeans-altoros.png\" alt=\"\" width=\"640\" class=\"alignnone size-full wp-image-54340\" \/><\/a><small>Improving the trading system with Hadoop and <i>k<\/i>-means<\/small><\/center><\/p>\n<p>The article also explores how data clustering helped to diversify sell\/buy strategies, and how the right infrastructure can improve the system\u2019s performance without additional investments.<\/p>\n<p>&nbsp;<\/p>\n<h3><span class=\"ez-toc-section\" id=\"Further_reading\"><\/span>Further reading<span class=\"ez-toc-section-end\"><\/span><\/h3>\n<ul>\n<li><a href=\"https:\/\/www.altoros.com\/research-papers\/hadoop-distributions-cloudera-vs-hortonworks-vs-mapr\/\">Hadoop Distributions: Cloudera vs. Hortonworks vs. MapR<\/a><\/li>\n<li><a href=\"https:\/\/www.altoros.com\/blog\/hadoop-gpu-boost-performance-of-your-big-data-project-by-50x-200x\/\">Hadoop + GPU: Boost Performance of Your Big Data Project by 50x\u2013200x?<\/a><\/li>\n<li><a href=\"https:\/\/www.altoros.com\/blog\/hosting-a-big-data-meetup-hadoop-on-windows-azure-from-microsoft-first-hand\/\">Hosting a Big Data Meetup: Hadoop on Windows Azure from Microsoft Firsthand<\/a><\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3><span class=\"ez-toc-section\" id=\"About_the_author\"><\/span>About the author<span class=\"ez-toc-section-end\"><\/span><\/h3>\n<div>\n<div style=\"float: right;\"><a href=\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2014\/01\/sofia-parfenovich.png\"><img decoding=\"async\" src=\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2014\/01\/sofia-parfenovich.png\" alt=\"\" width=\"120\" class=\"alignnone size-full wp-image-53382\" \/><\/a><\/div>\n<div style=\"width: 600px;\"><small><a href=\"https:\/\/www.linkedin.com\/in\/sofya-krainova-18a20556\/\" rel=\"noopener noreferrer\" target=\"_blank\">Sophia Parfenovich<\/a> is Data Scientist at Altoros. She is interested in creating association rules for mining large volumes of data with Hadoop and other MapReduce tools. Sofia has strong experience in time-series forecasting, building trading strategies, and data analysis.<\/small><\/div>\n<\/div>\n<p>&nbsp;<\/p>\n<hr\/>\n<p><center><small>The blog post was written by Sofia Parfenovich and edited by <a href=\"https:\/\/www.altoros.com\/blog\/author\/alex\/\">Alex Khizhniak<\/a>.<\/small><\/center><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Speeding up a stock trading platform<\/p>\n<p>Based on complex mathematical algorithms, automated stock trading solutions take into account hundreds of factors and suggest the right time for placing buy\/sell orders. Some of the systems like that can even make a deal without any human involvement. However, if an algorithm omits essential [&#8230;]<\/p>\n","protected":false},"author":5,"featured_media":54341,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"content-type":"","footnotes":"","_links_to":"","_links_to_target":""},"categories":[7],"tags":[895],"class_list":["post-54311","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-news-and-opinion","tag-research-and-development"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Building Stock Trading Strategies: 20% Faster with Hadoop | Altoros<\/title>\n<meta name=\"description\" content=\"Learn how the technology improves the trading system\u2019s performance and increases customer&#039;s revenues by 12% without additional investments.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Building Stock Trading Strategies: 20% Faster with Hadoop | Altoros\" \/>\n<meta property=\"og:description\" content=\"Speeding up a stock trading platform Based on complex mathematical algorithms, automated stock trading solutions take into account hundreds of factors and suggest the right time for placing buy\/sell orders. Some of the systems like that can even make a deal without any human involvement. However, if an algorithm omits essential [...]\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/\" \/>\n<meta property=\"og:site_name\" content=\"Altoros\" \/>\n<meta property=\"article:published_time\" content=\"2013-08-16T15:58:51+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2021-12-16T21:13:28+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/building-stock-trading-strategies-with-hadoop-altoros-featured-image.gif\" \/>\n\t<meta property=\"og:image:width\" content=\"640\" \/>\n\t<meta property=\"og:image:height\" content=\"360\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/gif\" \/>\n<meta name=\"author\" content=\"Alex Khizhniak\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"Alex Khizhniak\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"1 minute\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/\",\"url\":\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/\",\"name\":\"Building Stock Trading Strategies: 20% Faster with Hadoop | Altoros\",\"isPartOf\":{\"@id\":\"https:\/\/www.altoros.com\/blog\/#website\"},\"primaryImageOfPage\":{\"@id\":\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#primaryimage\"},\"image\":{\"@id\":\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#primaryimage\"},\"thumbnailUrl\":\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/building-stock-trading-strategies-with-hadoop-altoros-featured-image.gif\",\"datePublished\":\"2013-08-16T15:58:51+00:00\",\"dateModified\":\"2021-12-16T21:13:28+00:00\",\"author\":{\"@id\":\"https:\/\/www.altoros.com\/blog\/#\/schema\/person\/3d914db6ad1b2908c32c0dc5dcabc420\"},\"breadcrumb\":{\"@id\":\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/\"]}]},{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#primaryimage\",\"url\":\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/building-stock-trading-strategies-with-hadoop-altoros-featured-image.gif\",\"contentUrl\":\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/building-stock-trading-strategies-with-hadoop-altoros-featured-image.gif\",\"width\":640,\"height\":360},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\/\/www.altoros.com\/blog\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Building Stock Trading Strategies: 20% Faster with Hadoop\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/www.altoros.com\/blog\/#website\",\"url\":\"https:\/\/www.altoros.com\/blog\/\",\"name\":\"Altoros\",\"description\":\"Insight\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/www.altoros.com\/blog\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"en-US\"},{\"@type\":\"Person\",\"@id\":\"https:\/\/www.altoros.com\/blog\/#\/schema\/person\/3d914db6ad1b2908c32c0dc5dcabc420\",\"name\":\"Alex Khizhniak\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\/\/www.altoros.com\/blog\/#\/schema\/person\/image\/\",\"url\":\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2017\/06\/druzya-edit1-150x150.jpg\",\"contentUrl\":\"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2017\/06\/druzya-edit1-150x150.jpg\",\"caption\":\"Alex Khizhniak\"},\"description\":\"Alex Khizhniak is Director of Technical Content Strategy at Altoros and a cofounder of a local Java User Group. Managing distributed teams since 2004, he has gained experience as a journalist, an editor-in-chief, a technical writer, a technology evangelist, a project manager, and a product owner. Alex is obsessed with AI\/ML, data science, data integration, ETL\/DWH, data quality, databases (SQL\/NoSQL), big data, IoT, and BI. The articles and industry reports he created or helped to publish reached out to 3,000,000+ tech-savvy readers. Some of the pieces were covered on TechRepublic, ebizQ, NetworkWorld, CIO.com, etc. Find him on Twitter at @alxkh.\",\"sameAs\":[\"https:\/\/x.com\/https:\/\/twitter.com\/alxkh\"],\"url\":\"https:\/\/www.altoros.com\/blog\/author\/alex\/\"}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Building Stock Trading Strategies: 20% Faster with Hadoop | Altoros","description":"Learn how the technology improves the trading system\u2019s performance and increases customer's revenues by 12% without additional investments.","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/","og_locale":"en_US","og_type":"article","og_title":"Building Stock Trading Strategies: 20% Faster with Hadoop | Altoros","og_description":"Speeding up a stock trading platform Based on complex mathematical algorithms, automated stock trading solutions take into account hundreds of factors and suggest the right time for placing buy\/sell orders. Some of the systems like that can even make a deal without any human involvement. However, if an algorithm omits essential [...]","og_url":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/","og_site_name":"Altoros","article_published_time":"2013-08-16T15:58:51+00:00","article_modified_time":"2021-12-16T21:13:28+00:00","og_image":[{"width":640,"height":360,"url":"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/building-stock-trading-strategies-with-hadoop-altoros-featured-image.gif","type":"image\/gif"}],"author":"Alex Khizhniak","twitter_misc":{"Written by":"Alex Khizhniak","Est. reading time":"1 minute"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"WebPage","@id":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/","url":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/","name":"Building Stock Trading Strategies: 20% Faster with Hadoop | Altoros","isPartOf":{"@id":"https:\/\/www.altoros.com\/blog\/#website"},"primaryImageOfPage":{"@id":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#primaryimage"},"image":{"@id":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#primaryimage"},"thumbnailUrl":"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/building-stock-trading-strategies-with-hadoop-altoros-featured-image.gif","datePublished":"2013-08-16T15:58:51+00:00","dateModified":"2021-12-16T21:13:28+00:00","author":{"@id":"https:\/\/www.altoros.com\/blog\/#\/schema\/person\/3d914db6ad1b2908c32c0dc5dcabc420"},"breadcrumb":{"@id":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#breadcrumb"},"inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/"]}]},{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#primaryimage","url":"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/building-stock-trading-strategies-with-hadoop-altoros-featured-image.gif","contentUrl":"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2013\/08\/building-stock-trading-strategies-with-hadoop-altoros-featured-image.gif","width":640,"height":360},{"@type":"BreadcrumbList","@id":"https:\/\/www.altoros.com\/blog\/building-stock-trading-strategies-20-faster-with-hadoop\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Home","item":"https:\/\/www.altoros.com\/blog\/"},{"@type":"ListItem","position":2,"name":"Building Stock Trading Strategies: 20% Faster with Hadoop"}]},{"@type":"WebSite","@id":"https:\/\/www.altoros.com\/blog\/#website","url":"https:\/\/www.altoros.com\/blog\/","name":"Altoros","description":"Insight","potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/www.altoros.com\/blog\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"},{"@type":"Person","@id":"https:\/\/www.altoros.com\/blog\/#\/schema\/person\/3d914db6ad1b2908c32c0dc5dcabc420","name":"Alex Khizhniak","image":{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/www.altoros.com\/blog\/#\/schema\/person\/image\/","url":"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2017\/06\/druzya-edit1-150x150.jpg","contentUrl":"https:\/\/www.altoros.com\/blog\/wp-content\/uploads\/2017\/06\/druzya-edit1-150x150.jpg","caption":"Alex Khizhniak"},"description":"Alex Khizhniak is Director of Technical Content Strategy at Altoros and a cofounder of a local Java User Group. Managing distributed teams since 2004, he has gained experience as a journalist, an editor-in-chief, a technical writer, a technology evangelist, a project manager, and a product owner. Alex is obsessed with AI\/ML, data science, data integration, ETL\/DWH, data quality, databases (SQL\/NoSQL), big data, IoT, and BI. The articles and industry reports he created or helped to publish reached out to 3,000,000+ tech-savvy readers. Some of the pieces were covered on TechRepublic, ebizQ, NetworkWorld, CIO.com, etc. Find him on Twitter at @alxkh.","sameAs":["https:\/\/x.com\/https:\/\/twitter.com\/alxkh"],"url":"https:\/\/www.altoros.com\/blog\/author\/alex\/"}]}},"_links":{"self":[{"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/posts\/54311","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/users\/5"}],"replies":[{"embeddable":true,"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/comments?post=54311"}],"version-history":[{"count":15,"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/posts\/54311\/revisions"}],"predecessor-version":[{"id":65682,"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/posts\/54311\/revisions\/65682"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/media\/54341"}],"wp:attachment":[{"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/media?parent=54311"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/categories?post=54311"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.altoros.com\/blog\/wp-json\/wp\/v2\/tags?post=54311"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}