Streaming Market Data with Flink SQL Part II: Intraday Value-at-Risk
Cloudera
MAY 18, 2021
The project has brief instructions on how to build the binary (a.jar file) and use it with Flink SQL. 1] Dionne, Georges and Duchesne, Pierre and Pacurar, Maria, Intraday Value at Risk (Ivar) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange (December 13, 2005). You can view the code here. Citations. [1]
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