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Glossary

A comprehensive glossary of terms used in the capital markets, IoT, telemetry, and data infrastructure.

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

C

Cache Eviction CAP Theorem Capital Asset Pricing Model (CAPM)Capital Markets Infrastructure Cardinality Estimation Causal Inference in Economic Time Series Central Bank Digital Currency (CBDC) Models Central Counterparty Clearing (CCP)Change Data Capture (CDC)Changelog Stream Changepoint Detection Classification in Statistical Analysis Clock Drift Cloud Native Data Processing Cloud-native Database Cloud-native Time-series Databases Cluster Rebalancing Cold Start Query Cold vs Hot Storage Column Pruning Columnar Database Columnar File Format Columnar vs Row-Oriented Databases Commodity Price Index Common Table Expression Compacted Topic Compaction Complex Event Processing (CEP)Comprehensive Overview of Finite Difference Methods for Option Pricing Compression Ratio Computational Finance Concurrency Control Consensus Algorithm Consistency Tradeoff Continuous Auditing Continuous Data Integration Continuous Query Processing Convexity Adjustments in Interest Rate Derivatives Convexity Hedging Copula Functions for Correlation Modeling Copy-on-write Cost-based Optimizer Coupon Bond Pricing Formula CPU-bound Query Credible Interval Credit Default Swap CDS Pricing Cross-asset Correlation Cross-asset Trading Strategies Cross-Border Payment Settlement Cross-Chain Liquidity Aggregation Cross-correlation Crossed Market CRUD CSV Ingestion Cumulative Sum Control Chart Curve Fitting in Time Series Analysis

D

Dark Pools Data Archiving for Time-series Databases Data Compression Techniques for Time Series Data Integrity Verification Data Lake Data Lake Integration Data Lake Query Engine Data Lakehouse Data Loss Window Data Partitioning Strategies Data Provenance Data Retention Policy Data Serialization Data Sharding Data Skew Data Sparsity Data Streaming Data Warehouse Database Partitioning Dead Letter Queue Decentralized Clearing Mechanisms Decentralized Finance (DeFi)Decentralized Identity Verification Deduplication Key Deep Learning for Order Flow Prediction Delayed Delivery Delta Hedging Delta Hedging vs Gamma Hedging Delta Lake Delta-Neutral Hedging Strategies Delta-Neutral Portfolio Construction Derivatives Pricing Models Derived Table Device ID Resolution Device Telemetry Dickey-Fuller Test Differential Entropy Digital Asset Custody and Cold Storage Digital Twin Technology Discretionary Orders Distributed Event Processing Distributed Ledger Technology (DLT)Distributed SQL Distributed Tracing Downsampling (data processing)Downsampling Strategy Durability Dynamic Hedging

G

Gamma Scalping Strategies GARCH Models and Applications Gas Fees Optimization Strategies Geometric Brownian Motion for Asset Prices Geospatial Time Series Data Granular Data Access Graph Laplacian Greeks (Delta, Gamma, Theta, Vega, Rho)

J

Jitter Compensation Join Strategy JSON Ingestion JSON Lines Jump-Diffusion Models & Merton's Model

K

Kalman Filter for Time Series Forecasting Kalman Gain Kolmogorov Complexity

M

Machine Learning for Market Prediction Maker-Taker Model Market Abuse Regulation (MAR)Market Data Feed Handlers Market Data Replay System Market Data Time-Series Database Market Data Time-Series Schema Market Depth Market Depth Heatmap Market Fragmentation Market Impact Cost Market Impact Models Market Liquidity Risk Market Making Algorithms Market Regime Change Detection with ML Market Regime Detection Using Hidden Markov Models Market Replay Systems Market Surveillance Systems Market-Making in Derivatives Markowitz Efficient Frontier Martingale Pricing Theory Materialization Materialized Lake View Maximum Likelihood Estimation Mean Reversion Trading Strategies Mean Squared Prediction Error (MSPE)Mean-Reverting Process in Quant Strategies Mean-Variance Optimization Memory Mapping Memory-bound Query Merge-on-read Message Replay Metadata Manifest Metadata Pruning Metric Cardinality Metrics Backend Metrics Collection Agent Millisecond Precision Minimum Description Length Monte Carlo Path Dependent Option Pricing Monte Carlo Simulations for Derivatives Multi-tenancy (Database Architecture)Multi-version Concurrency Control Mutual Information

N

Narrow Table Nested Loop Join Network Latency Monitoring Neural Differential Equations in Financial Time Series nomaly Detection Non-Custodial Prime Brokerage Non-relational Database

Q

Quantitative Momentum Strategies Query Federation Query Hint Query Latency Query Plan Query Planner Query Pushdown Query Rewrite Query Shaping Queue Depth Quorum Read Quote Fade Quote Stuffing

R

Radial Basis Function Kernel Raft Consensus Rank Function Read-after-write Consistency Real-time Analytics Real-Time Analytics Database Real-time Dashboarding Real-time Data Ingestion Real-time Data Visualization Real-Time Portfolio Optimization Real-time Risk Assessment Real-time Trade Surveillance Recovery Time Objective Reinforcement Learning for Optimal Market Execution Reinforcement Learning in Market Making Relational Database Replication Factor Replication Lag Repo Market Liquidity Crisis Reservoir Sampling Retention-aware Queries Risk Management in Swaps Trading Risk Parity Portfolio Construction Risk Reversal in Options Trading Risk Weighted Assets (RWA) Calculation in Basel III Risk-Adjusted Return for Fixed Income Risk-Neutral Measure in Derivative Pricing Risk-Neutral Measures Rolling Window Analysis Rollup Table Rollups and Data Availability Solutions Root Mean Squared Error (RMSE)

S

Sampling Resolution Schema Evolution Schema on Read Schema on Write Seasonality Decomposition Seasonality Modeling Segmentation in Time- Series or Statistical Analysis Sensor Fusion Sensor Fusion Analytics Sensor ID Mapping Sentiment Analysis in Market Forecasting Settlement Finality in Trading Shannon Entropy Shapley Value in Financial Risk Attribution Sharding Sharpe Ratio Calculation Sharpe Ratio vs Sortino Ratio Signal Smoothing Simple Moving Average Sketch Algorithm Sketching Algorithms Sliding Window Slippage Slippage and Market Impact Estimation Smart Contract-Based Lending Smart Contracts in Market Infrastructure Smart Order Routing (SOR)Smoothing Kernel Smoothing Spline Snapshot Isolation Sort Buffer Sovereign Bond Yield Spreads Spectral Analysis for Market Signals Spectral Clustering for Regime Changes Staking Derivatives in DeFi State-space Model Stationarity Test Statistical Arbitrage (Stat Arb)Statistical Power Analysis in Backtesting Models Statistical Risk Models Stochastic Differential Equations in Finance Storage Engine (Glossary)Storage Tiering Stream Processing Streaming Feature Extraction Streaming Time-Series Ingestion Strong Consistency Structured vs. Unstructured Time-Series Data Subquery Survival Analysis in Default Risk Estimation Swap Pricing Formulas Swap Spread Dynamics and Credit Risk Synthetic Market Data Generation Synthetic Monitoring Synthetic Stablecoins System Resilience Systematic Arbitrage Systemic Market Risk

T

Table Format Tabular Data Layer Tag Explosion Telemetry Data Telemetry Retention Telemetry Rollups Temporal Data Modeling Temporal Join Term Structure of Interest Rates Vasicek CIR Models Test Error The Great Guide to OHLC Candlesticks Thread Scheduling Tick Data Tick Data Storage Architecture Time Bucketing Time Series Data Analysis Time Travel Query Time-based Partitioning Time-encoded Payload Time-range Filter Time-Series Compression Algorithms Time-series database Time-Series ETL Time-series Histogram Time-series Index Time-Series Metrics Time-Synchronized Data Streams Time-Weighted Average Price (TWAP)Timescale Factor Timestamp Alignment Timestamp Precision Timestamp Synchronization (PTP/NTP)Tombstone Record Trace Correlation Trade Crossing Networks Trade Execution Quality Trade Lifecycle Management Trade Reconstruction Requirements Trade Surveillance Transaction Cost Analysis in High Frequency Trading Transaction Cost Modeling Transaction Latency Analysis Transaction Reporting Requirements Transaction Timestamping Transactional Log Transactional Table Trend Component Trend Detection Trend-Following Algorithms Tumbling Window Type Coercion

U

V

Value at Risk (VaR) models Variance Gamma Model for Option Pricing Vector Scan Vectorized Execution Vectorized Query Execution Vega Exposure in Options Portfolios Versioned Table Volatility Arbitrage Strategies Volume Profile VWAP

W

Watermarking Weighted Moving Average Wide Table Windowed Aggregation Write Amplification Write Quorum Write Throughput

Y

Yield Curve Construction

Z

Z-score Normalization Zero-copy Reads Zero-Coupon Bond Pricing