There looks to be much of chance in the real-time endangerment infinite. For a company like Microsoft who would belike wish a big percentage of the fiscal perpendicular pie, it Holds ill-defined if they understand the job or hold a solution. If you look at the assorted real-time jeopardy ware companies I 've blogged about recently, there are numerous competitions who may or may not be utilized in the solutions banks are making or will construct over the forthcoming yr around. Unfortunately I make n't believe this is a clear victor thus far therein merchandise infinite, there makes n't look to be a individual merchandise that works 80 % of the job.
If we look at the job infinite, what we make cognise is that we involve to care very much of travelling data ( trades, marketplace, etc ), we involve to cook curves, cipher endangerment on trades/positions in real-time, and eventually we postulate to show this data appropriately, and permit drill-down and analysis of the data - P&L attribution
So now we turn to Microsoft, and what it can supply to lick this job. Today it holds Analysis services
, which offers OLAP but is n't a vector database, and I surmise it Holds not real-time plenty for the desk
Nonetheless, I surmise there is component of a solution if your prepared to assay a trifle of a Proof Of Construct ( POC ): Take StreamInsight, link to HPC maybe utilizing Dryad
, splash in Windows Waiter AppFabric caching for trades/risk data and possible consider making an in-memory
cube forth this dispense data layed demonstrated though a Silverlight/WPF application - essentially StreamCube
over AppFabric Caching.
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