Risk Analytics Platform includes SQL scripts that allow you to run queries against the sample data. You can run the scripts against the sample data to evaluate the retrieval performance for historical or real-time (intraday) data.
The historical data sets are built using end of day trading data files from market data vendors and represent several months/years of data. The real time TAQ data is the tick-by-tick bid/ask quotes and trade prices for each trading day. The historical time series queries analyze securities trades over long time periods to identify trends. Real time queries analyze the intraday dynamics of securities trading and seek to identify arbitrage opportunities and optimal trading strategies. The interday queries span both real-time and historical information and can provide an alert for a change to statistical models that occurs during the course of the trading day.
Note
For more information about the sample queries included with
Sybase Risk Analytics Platform, see Chapter 3, “Sample Queries.”
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