Read online · Technology
Research, Data and Risk Platforms
The platforms behind research and trading: tick data and columnar stores, reference data and data quality, Python at scale, backtest engines, distributed compute, position, P&L and risk services, pricing libraries, trade capture, messaging, security and surveillance.
Sync your reading across devicesData
- 1 The Platform Map 8 solved exercises
- 2 Capturing and Storing Tick Data 8 solved exercises
- 3 Columnar Formats 8 solved exercises
- 4 A Tick Store on Open Formats 8 solved exercises
- 5 Time-Series Databases and the Alternatives 8 solved exercises
- 6 Reference Data and Symbology Services 8 solved exercises
- 7 Data Quality and Lineage 8 solved exercises
Research Platform
- 8 Python at Scale 8 solved exercises
- 9 Native Extensions 8 solved exercises
- 10 Dataframes 8 solved exercises
- 11 Backtest-Engine Architecture 8 solved exercises
- 12 Simulation–Production Parity 8 solved exercises
- 13 Distributed Compute and Schedulers 8 solved exercises
- 14 Accelerators for Quantitative Work 8 solved exercises
- 15 The Research Environment 8 solved exercises
- 16 Signal Serving and Parameter Management 8 solved exercises
Trading and Risk Services
- 17 Position and P&L Services 8 solved exercises
- 18 Real-Time Risk 8 solved exercises
- 19 Pricing-Library Architecture 8 solved exercises
- 20 The Risk Grid 8 solved exercises
- 21 Trade Capture and Booking 8 solved exercises
- 22 Post-Trade Systems 8 solved exercises
- 23 Market-Data Distribution and Entitlements 8 solved exercises
Engineering Practice
- 24 Messaging and Event-Driven Architecture 8 solved exercises
- 25 Databases and SQL 8 solved exercises
- 26 Cloud Against On-Premises 8 solved exercises
- 27 Testing and Continuous Delivery 8 solved exercises
- 28 Observability and Incident Response 8 solved exercises
- 29 Security 8 solved exercises
- 30 Surveillance and Compliance Technology 8 solved exercises
30 chapters — 30 online so far, and more publishing regularly. The complete book is already available as a free PDF you can read online.