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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 Data-flow map؟

Definition 1.3 Research, Data and Risk Platforms · الفصل 1 — The Platform Map

A data-flow map is a description, kept as data, of a firm’s systems, the datasets each one holds, and the jobs that read datasets and write others, each job with its duration and its clock (dependency-driven or scheduled at a fixed time), each dataset with its system of record and, for external inputs, its arrival time.

The clocks of a trading day. Ticks and fills stream during the session; the end-of-day batch starts at the close and waits for files whose arrival times it does not control; overnight research runs after the batch has produced its inputs; the morning reports are due at 07:00. Times are the miniature firm’s nominal ones.
Figure 1.2. The clocks of a trading day. Ticks and fills stream during the session; the end-of-day batch starts at the close and waits for files whose arrival times it does not control; overnight research runs after the batch has produced its inputs; the morning reports are due at 07:00. Times are the miniature firm’s nominal ones.
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