37AUSTEN's Future Movement Algorithm: Real-Time Directional Price Forecasting

The Future Movement Algorithm provides directional insight into an asset's price movement one period ahead. It also provides a market risk forecast which indicates the maximum price distance a client should allow the price to move against them before changing the initial forecast. Once the client submits an asset's time-series data to the API, our algorithms transform the time series to proprietary data. This data represents our interpretation of an asset's periodic price volatility. We then apply our in-house data mining techniques to this data, which results in our directional price and market risk forecasts. Finally, the client receives these insights via API. Clients can use our product's insights to build a real-time monitoring system for a portfolio of assets. Our product will forecast each asset's price movement ahead of time by using multiple time intervals. Clients will also be able to quantify the appropriate amount of risk to take for each position held, preparing the correct hedging/liquidation strategies.

搜集汇总

背景与挑战

背景概述

该数据集提供37AUSTEN未来运动算法，通过API处理资产时间序列数据，生成未来价格方向预测和市场风险预测，帮助客户构建实时资产组合监控系统并制定风险管理策略。