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Hit Rate 98.1% L1 GET 17ns Miss Rate 1.9% Prediction 30min ahead Redis Hit Rate ~95% Cold Start Eliminated AI Ensemble 5 models Throughput 59M ops/sec Eviction RL-optimized vs LRU +23.1% hit rate Hit Rate 98.1% L1 GET 17ns Miss Rate 1.9% Prediction 30min ahead Redis Hit Rate ~95% Cold Start Eliminated AI Ensemble 5 models Throughput 59M ops/sec Eviction RL-optimized vs LRU +23.1% hit rate
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The Math Behind the Numbers

How We Get to 98.1% Cache Hit Rate

Traditional caches react. Cachee predicts. Here is how AI-predictive caching achieves what static LRU eviction cannot.

98.1%
Cache Hit Rate

Why is Cachee's hit rate so much higher?

Redis with LRU eviction achieves ~75-95% hit rate for trading workloads, depending on cache size and access patterns. The problem is reactive caching -- it can only cache data after the first request. For trading, that first miss is the one that matters most: the market data lookup during a price spike, the risk check during a volatility event. Cachee's AI ensemble predicts which keys will be hot and pre-loads them into L1 memory before they are requested. That is the difference between 75-95% and 98.1%.

Head-to-head: Static LRU vs AI-predictive caching
Redis (LRU Eviction)
~75%
Typical trading hit rate
StrategyReactive
Caches afterFirst request
Prediction windowNone
Eviction policyLRU / LFU (static)
Cold startEvery restart
Market event spikesCache storms
Cachee AI
98.1%
Production hit rate
StrategyPredictive
Caches beforeRequest arrives
Prediction window30 min ahead
Eviction policyAI-optimized (RL)
Cold startEliminated
Market event spikesPre-positioned
98.1%
Cachee hit rate
75%
Redis LRU hit rate
(trading workload)
=
+23.1%
hit rate improvement
(absolute)
The AI ensemble that powers 98.1%:
LSTM Networks
Time-series pattern memory
Core
Transformer Model
847M params / 97.8% accuracy
Primary
Market Regime
Volatility-aware pre-fetch
Adaptive
Reinforcement Learning
Self-improving eviction
Eviction
Collaborative Filtering
Cross-desk pattern detection
Social
LSTM Networks

Time-Series Pattern Memory

Learns the temporal access patterns of trading workloads -- which symbols are queried together, how order flow cascades across books, and when risk checks cluster. Remembers patterns across 24-hour windows.

24h
Transformer Model

847M Parameter Predictor

Attention-based model trained on billions of cache access logs. Predicts which keys will be hot in the next 30 minutes with 97.8% accuracy. The primary driver of Cachee's pre-fetch decisions.

97.8%
Market Regime Detector

Volatility-Aware Pre-Fetch

Detects regime changes -- earnings releases, FOMC announcements, flash crashes -- and pre-positions relevant market data, risk limits, and position state before the request surge arrives.

30min
Reinforcement Learning

Self-Improving Eviction

Replaces static LRU/LFU with an RL agent that learns which eviction decisions minimize future misses. Continuously adapts to changing access patterns without manual tuning.

-92% miss
Collaborative Filtering

Cross-Desk Pattern Detection

When Desk A starts querying a symbol heavily, the model predicts that Desks B and C will follow. Pre-warms caches across the firm. Federated learning keeps each desk's strategy private.

Federated
Ensemble Fusion

Weighted Model Combination

Each model votes on pre-fetch and eviction decisions. A meta-learner weights votes based on recent accuracy. No single model failure can degrade hit rate below 95% -- the ensemble is self-healing.

98.1%
Where the 1.9% miss rate comes from:
0.8%
Truly Novel Keys
Brand-new symbols, first-ever IPO data, or newly onboarded instruments with zero history.
0.5%
Regime Transition
Brief window during regime changes before the AI adjusts. Typically <2 seconds of elevated misses.
0.4%
Long-Tail Access
Rarely queried keys (e.g., exotic OTC instruments) that fall below the prediction threshold.
0.2%
Memory Pressure
Eviction under extreme memory pressure. RL minimizes this but cannot eliminate it entirely.
The 1.9% is the floor, not the ceiling. Every miss is logged and fed back into the ensemble for continuous learning. As the system observes more trading patterns, the miss rate decreases over time. Production deployments that have been running 6+ months typically see hit rates of 98.5-99.2%.
What the miss rate costs -- trading workload comparison:
Metric Redis (~75% hit) Redis (~95% hit) Cachee (98.1% hit)
Misses per 1M requests 250,000 50,000 19,000
Miss penalty (avg) 5ms (DB fallback) 5ms (DB fallback) 1ms (Redis L3)
Miss latency per 1M 20.8 minutes 4.2 minutes 19 seconds
Hit latency per 1M 750 seconds 950 seconds 16.7 ms
Total cache latency / 1M 33.3 min 20.0 min 19.02 sec
Visualizing hit rate improvement:
0%100% of requests
98.1% hits
1.9%
Cache hits -- served from L1 at 17ns (98.1%)
Cache misses -- fall through to L3 Redis (1.9%)
Cold start elimination -- the hidden advantage:
Redis After Restart
0%
Hit rate at t=0
Time to 50% hit rate~5 minutes
Time to 90% hit rate~30 minutes
Time to 95% hit rate~2 hours
Requests at degraded perfMillions
Cachee After Restart
96%
Hit rate at t=0
Time to 96% hit rate0 seconds
Time to 98% hit rate~30 seconds
Time to 98.1% hit rate~2 minutes
Requests at degraded perfNear-zero
Cold starts are not a minor inconvenience -- they are a trading risk. A Redis restart during market hours means millions of requests hitting the database directly. Cachee eliminates this entirely: the AI pre-computes the hot set before the process starts and pre-loads it from a persistent snapshot + predictive model. At t=0, you are already at 96% hit rate. Within 30 seconds, the ensemble fine-tunes to live traffic and reaches 98%+.
Trading-specific workload analysis:
Data Type Access Pattern Redis Hit Rate Cachee Hit Rate
Top-100 symbol NBBO Continuous / hot ~99% 99.9%
Full order book depth Bursty / event-driven ~80% 98.5%
Risk limits & positions Per-order / high-freq ~92% 99.2%
Venue latency tables Periodic / SOR ~85% 97.8%
Historical tick data Signal gen / wide range ~55% 94.2%
Session & auth state Per-request / stable ~98% 99.8%
Weighted average ~75% 98.1%
The weighted average reflects real-world trading access patterns. NBBO and risk data are queried constantly and both systems cache them well. The difference shows up in bursty workloads (order book depth during volatility events), long-tail data (historical ticks for signal generation), and event-driven access (venue tables during SOR decisions). Cachee's AI pre-positions these before the burst arrives -- that is where the 23.1 percentage point gap comes from.
The complete picture:
98.1%
AI-predictive
hit rate
×
17ns
L1 hit
latency
+
1.9%
miss rate
(L3 fallback)
×
1ms
L3 Redis
fallback
=
35.7ns
effective avg
cache latency
Effective average cache latency: 35.7 nanoseconds. That is the blended cost when you factor in both L1 hits (98.1% at 17ns) and L3 misses (1.9% at 1ms). Compare this to Redis's blended latency of ~1.25ms (even with a 75% hit rate, every request still incurs the network hop). The 98.1% hit rate is not just about fewer misses -- it is about keeping 98.1% of all requests on the 17-nanosecond fast path where the cache layer effectively disappears.

98.1% of requests at 17 nanoseconds.
The other 1.9% at 1 millisecond.

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