Streaming Market Data with Flink SQL Part I: Streaming VWAP

[sorangutan]

This article is the first of a multipart series to showcase the power and expressibility of FlinkSQL applied to market data. Code and data for this series are available on github. It was co-authored by Krishnen Vytelingum, Head of Quantitative Modeling, Simudyne. Speed matters in financial markets. Whether the goal is to maximize alpha or […]

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https://blog.cloudera.com/streaming-market-data-with-flink-sql-part-i-streaming-vwap/