Monthly Archives: June 2021
DEVSTORY #15: RDBMS data cleansing: Using pandas/modin instead of SQL to clean ISO data for FTR desk
Clean data makes data scientists more efficient. Using simple tools data wrangling tools like Pandas/Modin, DASK and Vaex instead of traditional SQL procedures can result in cleaner data and better analytics results.
DEVSTORY #14: Quantitative analysts rollout derivative pricing models globally to desktop pricers, ETRM, Accounting, and Risk systems in minutes not months
A low code, highly available, planet-scale, containerized, Kubernetes deployed, functions as a service approach, that allowed the quant and IT teams to roll out models using a Jenkins-based CI/CD process several times a day. Models were deployed as stateless functions called using simple HTTP get requests accessible from software clients such as spreadsheets, javascript, python, Java, C++, C#, and Golang programs. Several research quant groups could leverage these models from tools like R, SAS, and Matlab.