Backtesting index rebalancing arbitrage with Amazon EMR and Apache Iceberg
AWS Big Data
JULY 3, 2023
With scalable metadata indexing, Apache Iceberg is able to deliver performant queries to a variety of engines such as Spark and Athena by reducing planning time. To avoid look-ahead bias in backtesting, it’s essential to create snapshots of the data at different points in time. Tag this data to preserve a snapshot of it.
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