Hi all,

A component of my trading system uses a Coputational Network Toolkit model (https://www.cntk.ai/). To make a prediction requires sending it transformations of the current period's close, for each instrument in my universe.

I've thought of two ways I could consult my model, and I wanted to know whether either is possible, given QC's data restrictions. 

1. Host the model (<1MB) and CNTK (290MB) within a QC VPS and communicate with CNTK via its C# wrapper. NB: CNTK doesn't require installation, but needs 64-bit Windows; and,

2. Use Azure (https://azure.microsoft.com/en-us/) to deploy the model via a website (there may be other ways to publish models). 

This second option is my preference as I wouldn't need to update software, etc. Might it be possible to whitelist a custom Azure website? I'm pretty sure I can turn off data persistency in Azure, but I'm not sure (yet) how I could provide QC surety of this.

I appreciate that this should be possible using LEAN, but I'd like to leverage the QC Prime service.

Any thoughts appreciated; Thanks,


NB: I'm not looking to use QC compute resources to build models, I can do that on my local machine.