Streaming Market Data with Flink SQL Part II: Intraday Value-at-Risk

1 · Cloudera · May 18, 2021, 1:02 p.m.
This article is the second in a multipart series to showcase the power and expressibility of FlinkSQL applied to market data. In case you missed it, part I starts with a simple case of calculating streaming VWAP. Code and data for this series are available on github. Speed matters in financial markets. Whether the goal […] The post Streaming Market Data with Flink SQL Part II: Intraday Value-at-Risk appeared first on Cloudera Blog....