Spark in Finance Quantitative Investing



In recent years, as the big data announcing its power, more and more frameworks show their muscles to the world. Apache Spark it one the most powerful framework in my eyes, and now there are many companies start put Spark in their buisness systems. But, as we known, most of today's Spark applications are dealing with logs and machine learning models, to be frankly, we do not leverage the power of big data and Spark until the Finacial Market pays attention on the mass big data and Spark. In quantitative investing field, we using some mathematic methods to do analysing market data, in order to build some signals in our strategies. As the data grows more and more, as the models become more and more complex, we need a powerful tool to do parrallelly computing on the mass market data. This application, Spark-in-Finance-Quantitative-Investing, is just a demo, but it's really powerful and useful. I believe through this application, the quant can find that Spark, is the thing they are seeking to do the analysing, computing, modeling, etc job.

Comments

  1. Excellent!


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