This article is the second in a multipart series to showcase the power and expressibility of FlinkSQL applied to market data. In case you missed it, part I starts with a simple case of calculating streaming VWAP. Code and data for this series are available on github. Speed matters in financial markets. Whether the goal […]
This article is the first of a multipart series to showcase the power and expressibility of FlinkSQL applied to market data. Code and data for this series are available on github. It was co-authored by Krishnen Vytelingum, Head of Quantitative Modeling, Simudyne. Speed matters in financial markets. Whether the goal is to maximize alpha or […]
