This blog post focuses on pricing and valuing forward contracts for underlying assets with or without carry costs and benefits, as well as pricing stock index forward contracts. In this blog series, I will aim to code the formulas and model algorithms covered in the CFA Level 2 program using Python and DolphinDB. Each topic … Continue reading Forward Contract Pricing & Valuation
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 When I chat about DolphinDB with someone, it’s common … Continue reading DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database
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 This is the fourth post in my series where … Continue reading Cost Effective DolphinDB – Worth the Money
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 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
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 In my last blog post, I showcased a cross-exchange … Continue reading Speedy DolphinDB – Why is DolphinDB So Fast?
Friendly DolphinDB – Cross-Exchange Arbitraging Case
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
Buy-Side Financial Data Engineering (3) – Market Data Management
Buy-Side Financial Data Engineering (1) - Overview Buy-Side Financial Data Engineering (2) - Financial Instruments Buy-Side Financial Data Engineering (3) - Market Data Management As a data guy, two thoughts immediately come to my mind when I hear the term "Finance Market Data", 1) They are bloody expensive; 2) What a chore to handle all … Continue reading Buy-Side Financial Data Engineering (3) – Market Data Management
Buy-Side Financial Data Models (2) – Financial Instruments
Buy-Side Financial Data Engineering (1) - Overview Buy-Side Financial Data Engineering (2) - Financial Instruments Buy-Side Financial Data Engineering (3) – Market Data Management The second article of my "Buy-Side Financial Data Models" focuses on the "Financial Instruments" data domain. Financial instruments data is complex and difficult to manage. In the meantime, it is crucial to … Continue reading Buy-Side Financial Data Models (2) – Financial Instruments
Buy-Side Financial Data Models (1) – Overview
Buy-Side Financial Data Engineering (1) - Overview Buy-Side Financial Data Engineering (2) - Financial Instruments Buy-Side Financial Data Engineering (3) – Market Data Management This is the first blog post of the "Buy-Side Financial Data Models" series I am planning to write. To kick off this blog series, this post provides a high-level overview of the … Continue reading Buy-Side Financial Data Models (1) – Overview
Spark Structured Streaming Deep Dive (8) – Session Window
From Spark v3.2, session window is natively supported by Spark Structured Streaming. Session window based aggregation is a common requirement of streaming data processing, especially in the use cases such as user behaviour analytics. In this blog post, I will discuss how session window works under the hood in Spark Structured Streaming. Compared to the … Continue reading Spark Structured Streaming Deep Dive (8) – Session Window
Data Ninjago (Financial Data Architecture) 
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