Stopping Performance Regression via Changepoint Detection

Bloomberg's Ticker Plant infrastructure provides real-time market data to almost all internal and external clients; any increase in latency impacts much of the company's real-time products. This talk discusses how statistical changepoint detection is used to identify when our complex system's performance characteristics have significantly changed. We will discuss the challenges of deploying this, such as dealing with "expected" changepoints like market open/close and downtime, relaying the change information to engineers in an effective manner, and establishing a feedback loop.