Fiction or not, this is similar to an actual story of (ex)-fraud researchers at Capital One[1], who (ab)used their access to credit card transaction data in order to infer whether target companies' quarterly earnings would be below/above expectations, and then traded on that knowledge.
However, in the actual story, there was no "black box" to query, the ex-employees wrote all the complicated queries themselves.
EDIT: They turned ~$150K into ~$2.8 MM USD over about three years, before being caught, mostly through options trades it seems.
However, in the actual story, there was no "black box" to query, the ex-employees wrote all the complicated queries themselves.
EDIT: They turned ~$150K into ~$2.8 MM USD over about three years, before being caught, mostly through options trades it seems.
1. http://www.bloombergview.com/articles/2015-01-23/capital-one...