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
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[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 (LOB)
[9] Architecture of Intent
[10] Nasdaq L2
[11] Morningstar Dynamic Service
[12] Defensive quoting
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[1] 資訊傳遞速度
[2] 即時狀態感知
[3] 高精度時間對齊
[4] Delta Lake 交易前分析
[5] 制度感知執行
[6] 滑點
[7] 資料重力
[8] 第一級 vs 第二級(LOB)
[9] 意圖架構
[10] 納斯達克L2
[11] 晨星動態服務
[12] 防禦性報價