The goal of the project is to produce metrics and analysis of the overnight batch processes at Lehman Brothers. Due to recent market forces and business initiatives there is a marked increase in trading volumes. Our task was to produce tools, which can help analyze, visualize and interpret the run time data, volume information and the delivery expectations, based on different statistic techniques. Another target of the project is to provide metrics and monitoring capability for the ticket management system at Lehman Brothers and to produce analysis for simple presentation of the ticket data in a variety of forms.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Tselkov, Bogomil Vesselinov

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-042308-112055

Advisor

• Ciaraldi, Michael J.
• Gerstenfeld, Arthur

Year

• 2008

Center

• Wall Street-FinTech Project Center (Boston or New York) - MQP

Sponsor

• Lehman Brothers

Date created

• 2008-04-23

Resource type

• Major Qualifying Project

Major

• Computer Science

Rights statement

• In Copyright

License

• All rights reserved