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Quantitative Finance · Glosarium

Apa itu Data-flow map?

Definition 1.3 Research, Data and Risk Platforms · Bab 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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