peanut-pug

This is an project for CalHacks. Our ultimate objective was to predict suspicious insider trading behavior from faster than normal latency between two market centers in different locations. We implemented a method for calculating latency between two correlated stocks using NASDAQ API, by cross-correlating the derivatives of the stock prices over time. We can then determine an average latency between major cities by sampling the stock topology over time. This will give us a benchmark on which to assess latency spikes and drops which can be compared to real time data to detect illicit insider trading.