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

(Last Updated On: September 10, 2013)

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.

http://www.sqlservercentral.com/articles/StreamInsight/69593/

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