PIWWOP ANALYTICS
Consulting in Applied Mathematics
Piwwop Analytics brings its knowledge of Big Data & Machine Learning and its expertise in complex & high availability systems to market leaders who seek to extract value from their data. Piwwop operates in various sectors where applied mathematics has a strong impact: in financial markets (e.g. market making of derivatives, arbitrage strategies), in sports betting, crypto-currencies but also in industrial processes or in pricing & inventory management based on dynamic costs and willingness-to-pay.
Piwwop offers a wide range of contributions, from strategic consulting (evaluation of theoretical and technical proposals) to the creation and operation of production tools (e.g. algorithmic trading systems) through the writing of technical documentation and the creation of business demonstrators. Piwwop Analytics' fields of intervention are algorithmic and automated trading (finance and other marketplaces), resource usage optimization (of the company, the society, the planet) and health.
Transport - RATP
Estimate the ROI of an innovation through simulation before deploying it in production
Piwwop Methodology
1 - Measurement of delay propagation (in seconds and €)
2 - Quantification of the mitigation allowed by RATP Prevision (in sec and in €)
3 - Development of a corrective model
4 - Quantification of the attenuation allowed by the Piwwop correction (in sec and in €)
Sport Betting
Quantifying a trading strategy
Piwwop Methodology
Deliverable:
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Report with - Turnover and KPIs over a given period - In-sample/out-of-sample backtests
High complexity:
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Theoretical proba surface - Market response model
Willingness to pay
Sell at the best price, at the best time
Piwwop Methodology
Sales history:
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Analysis of past transactions
Willingness-to-pay:
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Creating the pricing model
Repricing:
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Turnover increase - Attrition decrease
