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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 Golden copy؟

Definition 6.2 Research, Data and Risk Platforms · الفصل 6 — Reference Data and Symbology Services

The golden copy of an instrument is the record the reference-data service assembles from its sources, field by field, by stated rules (a precedence of sources per field, validation, manual overrides), with the source of each value kept as its provenance; it is what every consumer reads, while the vendors’ own records are kept beside it.

fieldvendor A wrongvendor B wronggolden copy wrongconflicts reported
ticker (A first)01530150
lot size (A first)6066
Table 6.1. Instrument-days, out of 52 492 and as known each day, on which each source and the golden copy disagree with the truth, and on which the service reports a conflict between the two vendors. Data: pl_refdata.golden_quality.
Vendor A’s lot size for listing 7, bitemporally: horizontally the date a value is valid for, vertically the time it was known. The typo is valid from day 100 and known from day 100; its correction is valid from the same day and known from day 106. A question names a point: about day 103 as known on day 103 the answer is the typo, 10, the value systems used that day; as known from day 106, the corrected 100.
Figure 6.2. Vendor A’s lot size for listing 7, bitemporally: horizontally the date a value is valid for, vertically the time it was known. The typo is valid from day 100 and known from day 100; its correction is valid from the same day and known from day 106. A question names a point: about day 103 as known on day 103 the answer is the typo, 10, the value systems used that day; as known from day 106, the corrected 100.
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