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Quantitative Finance · Begrippenlijst

Wat is Canary deployment, staged rollout?

Ook bekend als: canary deployment · staged rollout

Definition 21.2 Research Craft: Predictors, Backtests, Measurement, Portfolios · Hoofdstuk 21 — Live Experiments

A canary deployment runs a new version of a trading component on a small share of the production flow (the canary) alongside the old version, and compares the two before the new one receives more. A staged rollout expands the share in steps (for instance 1%, 10%, 50%, 100%), each step gated by stated checks, with a tested path back to the old version at every step.

From research to production: each stage is gated by checks it can actually perform. Paper trading cannot measure fills; a canary’s statistics cannot catch a runaway order in time, its invariants and limits can.
Figure 21.1. From research to production: each stage is gated by checks it can actually perform. Paper trading cannot measure fills; a canary’s statistics cannot catch a runaway order in time, its invariants and limits can.
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