Exploring the future of financial data architecture: AI-native financial data foundation, large-scale financial data processing, and enterprise data quality & governance.
Category: Streaming Data Processing
One of the reasons — actually, the core reason — I chose DolphinDB as the built-in streaming engine for QuantFlow's streaming execution layer is that it's really fast, even for the kind of complicated computation that requires chained steps. Thanks to that speed, and with QuantFlow's MarketState engine and FeatureDAG compiler on top, we can … Continue reading QuantFlow Fun – Build a Low-Latency Feature Monitor Dashboard
Delta hedging is an options trading strategy used to maintain a delta neutral position by ensuring that the overall delta of a portfolio is zero, so that the price fluctuations of the underlying asset do not significantly impact the position’s value. Dynamic delta hedging involves continuously adjusting the hedging position to account for changes in … Continue reading Dynamic Delta Hedging with DolphinDB
In the previous blog post, we explored option Greeks calculations using the BSM model. In this post, I’ll have some coding fun by implementing real-time Greeks calculations with the formulas from the last post, but this time using the DolphinDB stream processing framework. Here, I plan to mimic a portfolio consisting of option contracts with … Continue reading Real-Time Option Greeks Calculation with DolphinDB
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database When I chat about DolphinDB with someone, it’s common … Continue reading DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database This is the fourth post in my series where … Continue reading Cost Effective DolphinDB – Worth the Money
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database As a high-performance database built for business-critical financial applications … Continue reading Robust DolphinDB – How does DolphinDB Achieve Scalability, Reliability, Resilience, Consistency, and Monitorability
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database In my last blog post, I showcased a cross-exchange … Continue reading Speedy DolphinDB – Why is DolphinDB So Fast?
What makes me buy into DolphinDB: Friendly DolphinDB – Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database I reckon there is no doubt that kdb+ has … Continue reading Friendly DolphinDB – Cross-Exchange Arbitraging Case
Anomaly detection is a very common use case in IoT related deployments. A new ANOMALYDETECTION operator has been recently added into Azure Stream Analytics and is currently at public preview. ANOMALYDETECTION operator detects anomalies based on Exchangeability Martingales (EM) that supports online test of the exchangeability of a sequence of event values. When the distribution of the sequence … Continue reading Anomaly Detection with Azure Stream Analytics
Thanks to the increased popularity of IoT and social networks, steaming analytics has become a hot topic and attracted more and more attentions in the data analytics community. Many people (e.g., this and this) believe streaming analytics is the future that will take over the use cases that are traditionally targeted by batch-oriented analytics. Azure … Continue reading Azure Stream Analytics Patterns & Implementations
Data Ninjago (Financial Data Architecture) 
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