SQL Server StreamInsights CEP enable new type of quant trading strategies with Joins and Projection

(Last Updated On: September 10, 2013)
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SQL Server StreamInsights CEP enable new type of quant trading strategies with Joins and Projection

I would never have thought of this but I betcha your platform cannot do this:

In our first query, ericRecalcCepStream, we combine Ericsson stock price in US Dollars with Exchange Rate (from the same day) and recalculate the price into Swedish Krona. In our second query, ericCompareCepStream, we take the difference between the recalculated price and the Ericsson stock price in Swedish Krona. These kinds of calculations are examples of projections.


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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs