Advanced SQL for Quant Finance & Algorithmic Trading: Risk Engines, Market Systems, and High-Velocity Analytics: Advanced Techniques for Market Data .

$43.99
by William Crestford

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Reactive Publishing Modern markets run on data, massive, high-velocity, relentlessly complex data. Behind every execution engine, every options model, every risk system, and every quantitative strategy lies a core foundation: the ability to shape, query, and engineer information at scale. Advanced SQL for Quant Finance & Algorithmic Trading is a comprehensive, high-level guide to building the data architectures that power trading desks, quant research teams, and market analytics systems. William Crestford reveals the SQL patterns, data structures, and computational techniques used inside elite hedge funds and financial institutions to manage market data, construct volatility frameworks, engineer risk pipelines, and support algorithmic execution. This book takes you deep into the mechanics of modern quant infrastructure. You’ll learn how to model tick-level feeds, handle multi-exchange time alignment, compute rolling volatility signals, design risk-engine-ready tables, and implement SQL transformations that scale across millions of records per second. You will build the technical intuition needed to support strategy research, backtesting, attribution, and real-time analytics. Whether you are an aspiring quant, a trading systems engineer, a data scientist transitioning into markets, or a finance professional modernizing your technical capabilities, this book provides the advanced SQL toolkit required to operate at the frontier of quantitative finance. Build faster pipelines. Structure cleaner data. Power more accurate models. This is SQL for the people who move markets.

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