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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Anomaly flag, quarantine؟

يُعرف أيضًا باسم: anomaly flag · quarantine

Definition 7.2 Research, Data and Risk Platforms · الفصل 7 — Data Quality and Lineage

An anomaly flag is a record attached to a row or a partition that names the rule it failed, the severity and the detail, leaving the row itself unchanged; consumers decide whether to exclude flagged rows. A quarantine is the state of a partition that failed an error-severity rule: it is withheld from readers until a person releases it, with a reason, or it is rebuilt.

The data-quality layer: every partition runs the rule suite; flags are recorded beside the rows, never in place of them; a partition with an error-severity flag is quarantined until released; a vendor’s correction arrives as a new version of the data, and the rules run again.
Figure 7.1. The data-quality layer: every partition runs the rule suite; flags are recorded beside the rows, never in place of them; a partition with an error-severity flag is quarantined until released; a vendor’s correction arrives as a new version of the data, and the rules run again.
SIM2’s trades on the defective copy of seed 0, on a log scale: two decimal slips (one ten times too high, one ten times too low) stand out and are flagged; the genuine 3% jump late in the day is invisible at this scale and is not flagged by the aware rule. Data: fig_dataqual.py.
Figure 7.2. SIM2’s trades on the defective copy of seed 0, on a log scale: two decimal slips (one ten times too high, one ten times too low) stand out and are flagged; the genuine 3% jump late in the day is invisible at this scale and is not flagged by the aware rule. Data: fig_dataqual.py.
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