5 ms·
Does this have any similarity to Goldman Sach's internal language called Slang/SecDB?
by silverlake 11y ago
Does this have any similarity to Goldman Sach's internal language called Slang/SecDB?
- achamayou 11y agoYes, and to several other similar systems, it's another reactive graph.
- taion 11y agoOne distinction is that Goldman's SecDb graph is really optimized around offline derivative pricing and risk calculations, which has always been one of the core strengths of Goldman's quant platform. There is a slight distinction between reactive graphs used for those approaches v. those that are more targeted toward real-time online applications.
- achamayou 11y agoIn the implementation yes, minimizing single-event latency and maximizing batch throughput are largely mutually incompatible. But from a user/API standpoint, there's little difference.
- gaius 11y agoSuch as https://github.com/manahl/mdf https://github.com/manahl/mdf
- infinite8s 11y agoHow is a reactive graph different to a complex event processor? Is it the difference of pull vs push?