Real-Time Edge Analytics Platform for Democratized Alpha
Challenge
Retail traders drown in headline latency and opaque signals, while institutional-grade streams remain gated behind high fees and NDAs. MarketReader needed a real-time analytics layer that meets FINRA fair-disclosure standards and scales to millions of concurrent users without exchange-rule violations.
Strategy
- Build a high-throughput ingestion mesh that fuses multi-venue trade data with alt-data (news sentiment, options flow) in milliseconds.
- Deploy an online feature store plus auto-retraining ML pipelines to detect micro-alpha opportunities as they emerge.
- Add an explainability layer—Shapley value scoring + narrative synthesis— so every alert shows causal factors regulators can audit.
- Package outputs into a tiered API and white-label widgets for broker integration (web & mobile).
Execution
- Negotiated exchange and alt-data contracts, cutting raw-feed latency to <5 ms hop.
- Led a cross-functional “LLM platform coalition”: data engineers, quants, and product designers collaborated on feature pipelines and UI surfacing.
- Implemented model-risk governance: bias tests, drift alerts, and kill switches wired into CI/CD.
- Launched tiered pricing—free delayed feed, real-time retail, and pro API— backed by partner GTM playbooks.
Outcomes
- Achieved sub-200 ms end-to-end signal latency from tick to alert.
- Secured three retail-broker integrations at launch, putting the platform in front of 2.4 million active accounts.
- Transitioned revenue mix from 100 % one-off deals to 65 % recurring SaaS within two quarters.
- Passed FINRA disclosure review with zero findings, thanks to built-in explainability.
Key Capabilities Demonstrated
- Chief Product & Data Strategy leadership
- High-throughput data architecture & auto-retraining ML pipelines
- Explainable-AI design that satisfies regulatory scrutiny
- Pricing & GTM frameworks for scalable SaaS subscriptions