AI Model Architecture

I've been promising since I started this blog to present some of the key design decisions and architectural choices we have made. Time constraints have limited that but this weekend I have finally put together an overview of what we're doing and how we approach the problem. Just for clarity, this architecture is the full solution when we go into production. The infrastructure we are using for our live trading diary is identical except it doesn't link through to the hedging engine. With the relatively small amount of capital we are trading with this level of integration wasn't required – but it will be essential as we move onto a full production footing.