Summary
Databricks and MongoDB: Optimize Top-of-Book and Depth-of-Book for Spread Arbitrage
Databricks 與 MongoDB:優化跨市場套利策略中的最高報價與深度報價
https://aws-user-group.com/databricks/Databricks_meetup_3.pdf
[1] Information Velocity
[2] Real-Time State Awareness
[3] High-Precision Temporal Alignment
[4] Pre-Trade Analysis on Delta Lake
[5] Regime-Aware Execution
[6] Slippage
[7] Data Gravity
[8] Level I vs. Level II (L…
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