James Corcoran’s Post

View profile for James Corcoran

Head of AI @ STAC | AI & Infrastructure Benchmarks in Capital Markets | Founder, Line Break | Board Member

I’m thrilled to share that the new STAC machine learning benchmark, covering Gradient-Boosted Tree models, is now live. Machine learning is being pushed closer to the edge as advances in hardware and software stacks reduce latency and enable more complex decision logic at the point of trade. Gradient-boosted tree models are a natural fit in electronic trading. They deliver strong predictive performance on market data while keeping inference times extremely low. This new benchmark focuses on inference latency and stability, two key factors for trading applications. Specifically, the benchmark measures how quickly different systems can score live market data using GBT models of varying size and complexity. A big thank you to the STAC-ML Working Group for their contributions in shaping this benchmark. Like all STAC benchmarks, it was developed with substantial input from quantitative researchers and low-latency engineers, ensuring its rigor and direct applicability to real-world trading environments. Submissions are now open, and we look forward to publishing the first results. STAC - Strategic Technology Analysis Center

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Felix Winterstein

CEO at Xelera Technologies

1mo

Gradient-boosted tree models are powerful and efficient machine learning algorithms that are widely used in the financial industry. It's great to see them covered in the STAC-ML benchmark suite.

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