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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.

Data

  1. 1 The Platform Map 8 solved exercises
  2. 2 Capturing and Storing Tick Data 8 solved exercises
  3. 3 Columnar Formats 8 solved exercises
  4. 4 A Tick Store on Open Formats 8 solved exercises
  5. 5 Time-Series Databases and the Alternatives 8 solved exercises
  6. 6 Reference Data and Symbology Services 8 solved exercises
  7. 7 Data Quality and Lineage 8 solved exercises

Research Platform

  1. 8 Python at Scale 8 solved exercises
  2. 9 Native Extensions 8 solved exercises
  3. 10 Dataframes 8 solved exercises
  4. 11 Backtest-Engine Architecture 8 solved exercises
  5. 12 Simulation–Production Parity 8 solved exercises
  6. 13 Distributed Compute and Schedulers 8 solved exercises
  7. 14 Accelerators for Quantitative Work 8 solved exercises
  8. 15 The Research Environment 8 solved exercises
  9. 16 Signal Serving and Parameter Management 8 solved exercises

Trading and Risk Services

  1. 17 Position and P&L Services 8 solved exercises
  2. 18 Real-Time Risk 8 solved exercises
  3. 19 Pricing-Library Architecture 8 solved exercises
  4. 20 The Risk Grid 8 solved exercises
  5. 21 Trade Capture and Booking 8 solved exercises
  6. 22 Post-Trade Systems 8 solved exercises
  7. 23 Market-Data Distribution and Entitlements 8 solved exercises

Engineering Practice

  1. 24 Messaging and Event-Driven Architecture 8 solved exercises
  2. 25 Databases and SQL 8 solved exercises
  3. 26 Cloud Against On-Premises 8 solved exercises
  4. 27 Testing and Continuous Delivery 8 solved exercises
  5. 28 Observability and Incident Response 8 solved exercises
  6. 29 Security 8 solved exercises
  7. 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.