Initially, I thought it might be too generous to allocate a whole article to what looks like a tiny terminology question. After all, is this really worth debating? In normal market conversation, people say "fixed leg", "floating leg", "premium leg", "protection leg", "cash leg", and "securities leg" all the time, and these terms work quite … Continue reading AI-Native Financial Data Foundation (6) – Payout = Leg?
Tag: FICC Modelling
AI-Native Financial Data Foundation (5) – One IRS Example: From Product Nature to ISDA CDM Structure
Before getting into the CDM stuff, I want to take full credit for the suspiciously nice diagram in this post. It was hand-crafted by me (not AI)! In fact, not only for this article, I plan to create diagrams to visualise example products, ISDA CDM details, and eventually the knowledge graph around the semantic layer. … Continue reading AI-Native Financial Data Foundation (5) – One IRS Example: From Product Nature to ISDA CDM Structure
AI-Native Financial Data Foundation (3) – What is a Financial Product at all?
A few years back, I made an attempt to define and classify financial products from a data modelling perspective. I wrote about this in one of my earlier blog posts, Buy-Side Financial Data Models (2) – Financial Instruments. At that time, I organised financial instruments using a framework based on asset classes, derivative types, and … Continue reading AI-Native Financial Data Foundation (3) – What is a Financial Product at all?
AI-Native Financial Data Foundation (2) – FICC Canonical Data Model
In the previous post, I talked about why my thinking around QuantFlow has changed. The short version is that I am starting to believe that the future users of many financial data platforms may not be human quants, analysts, or engineers directly. Increasingly, the real users may be AI agents. However, there is one important … Continue reading AI-Native Financial Data Foundation (2) – FICC Canonical Data Model
AI-Native Financial Data Foundation (1) – Why I Started this Blog Series, and What Happens to QuantFlow
Since last year, my belief system around technology, skills, AI, and even the usefulness of myself has been changing. Not slowly evolving, but changing. I have always seen myself as a highly rational and logical person. I do not easily get influenced by hype slogans such as 'AI will replace everyone'. Even a few months … Continue reading AI-Native Financial Data Foundation (1) – Why I Started this Blog Series, and What Happens to QuantFlow
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
Data Ninjago (Financial Data Architecture) 
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