Hedge Strategy & Big Data


Apache Hadoop is a open source software framework that performs storing and processing big data. It is a popular tool to analysis big data of stocks and derivatives because of its scalability, flexibility, fault tolerance and low-cost. Hadoop has the following modules that are relevant to our analysis: Hadoop Distributed File System (HDFS), Yet Another Resources Negotiator (YARN) and MapReduce.   

Backtesting strategies

  • Validation through Machine Learning

Reinforcement Learning on

  • Trading strategy
  • Customer strategy
  • Behavior strategy

Deploy Hadoop

  • HDFS for distributed file system
  • YARN schedules jobs & resource
  • MapReduce for simplified programming model

NoSQL MongoDB for non-files