Forex Prediction: AI-Powered Solution Transforms Investment Banking Operations

Predicting foreign exchange rates is a complex science but paramount to investors. An investment banking client required accurate, rapid Forex forecasting, to optimise and balance expectancy and risk spread in client portfolios, to maximise investor returns.

• Transition from Excel based system to integrated web-based client

• Replace traditional back and forward testing approach with ML based predictions

• Maintain security of client data and proprietary algorithms

• Optimising for rapid processing despite huge computational complexity

• Deliver very high accuracy in predictions

1. Data Architecture Analysis

• Bigquery database for secure client data caching

• Secure front end web-client

• SQL, python and R-based ML pipeline

• Realtime data processing and scrapping

2. Technical Implementation

• Machine learning algorithm optimisation

• Validation with 14 years of past data

• Beta testing and iterative design with end users

Quantitative Outcomes

• Faster insight discovery and vast reduction in manual data entry

• Improvement in recovery of audit trail

• Significantly improved accuracy of predictions

Qualitative Benefits

• Attracting additional clients

• Forward opportunities opened for forecasting in other investment spaces

• System ready for new market expansion

"The new software is a game changer for what we do. We can now service more customers and report higher accuracy to our investors" 

Investment Banking Client

• Initial Development: 12 months

• Validation and beta testing: 6 months

• Ongoing optimisation and development

Expanding into sports forecasting and heavy metals models.