Streaming Market Data with Flink SQL Part II: Intraday Value-at-Risk
Cloudera
MAY 18, 2021
This article is the second in 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. Speed matters in financial markets. Value-at-Risk (VaR) is a widely used metric in risk management. Intraday VaR.
Let's personalize your content