Glossary

List of terms and concepts used in capital markets, heavy industry, QuestDB, and other time series or analytics databases

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

A

ACID Table Adaptive Trading Algorithms Advanced Message Queuing Protocol (AMQP)Aggregation Pipeline AI-Augmented Portfolio Optimization Akaike Information Criterion (AIC)Alert Thresholding Algorithmic Credit Scoring Algorithmic Execution Strategies Algorithmic Portfolio Rebalancing Algorithmic Risk Controls Algorithmic Stablecoins and Systemic Risk Algorithmic Trading Alternative Data Sources Alternative Liquidity Pools Analytical Query Engine Anisotropic Data Anomaly Detection in Industrial Systems Anomaly Detection in Time Series Data Anomaly Score Anomaly Window Apache Hudi Apache Iceberg Apache Parquet, What It Is and Why to Use It Append-only Log Append-only Storage Arbitrage-Free Pricing Models Arithmetic Coding Asset Liability Management (ALM)Asset Price Correlation Asset Tokenization Asset-Backed Securities (ABS)Atomic Transactions Auction Mechanisms Autocorrelation Function Autocorrelation Function (ACF)Autocovariance Automated Market Makers (AMM)Availability Zone Avro

C

Cache Eviction CAP Theorem Capital Adequacy Ratio (CAR)Capital Asset Pricing Model (CAPM)Capital Markets Infrastructure Cardinality Estimation Causal Inference in Economic Time Series Central Bank Digital Currency (CBDC) Models Central Counterparty Clearing (CCP)Change Data Capture (CDC)Changelog Stream Changepoint Detection Classification in Statistical Analysis Clearing and Settlement Latency Clock Drift Cloud Native Data Processing Cloud-native Database Cloud-native Time-series Databases Cluster Rebalancing Co-integration Testing for Statistical Arbitrage Coherent Risk Measures in Financial Regulation Cold Start Query Cold vs Hot Storage Collateral Management Systems Column Pruning Columnar Database Columnar File Format Commodities Hedging Commodity Futures Commodity Price Index Common Table Expression Compacted Topic Compaction Complex Event Processing (CEP)Composability in Smart Contracts Comprehensive Overview of Finite Difference Methods for Option Pricing Comprehensive Overview of Hawkes Processes in Market Event Modeling Comprehensive Overview of Kullback-Leibler Divergence in Financial Distributions Comprehensive Overview of Liquidity Shock Propagation in Market Networks Compression Ratio Computational Finance Concurrency Control Confidence Interval Consensus Algorithm Consistency Tradeoff Contango and Backwardation in Futures Pricing Continuous Auditing Continuous Data Integration Continuous Query Processing Convex Hulls in Portfolio Optimization Convex Optimization for Execution Algorithms Convexity Adjustments in Interest Rate Derivatives Convexity Hedging Copula Functions for Correlation Modeling Copy-on-write Cost-based Optimizer Coupon Bond Pricing Formula CPU-bound Query Credible Interval Credit Default Swap CDS Pricing Cross Entropy Loss for Probabilistic Trading Models Cross-asset Correlation Cross-Asset Derivatives Hedging Cross-asset Trading Strategies Cross-Border Payment Settlement Cross-Chain Liquidity Aggregation Cross-correlation Cross-validation Crossed Market CRUD CSV Ingestion Cumulative Sum Control Chart Curve Fitting in Time Series Analysis

D

Dark Pools Data Archiving for Time-series Databases Data Compression Techniques for Time Series Data Integrity Verification Data Lake Data Lake Integration Data Lake Query Engine Data Lakehouse Data Lineage in Financial Systems Data Loss Window Data Partitioning Strategies Data Provenance Data Retention Policy Data Serialization Data Sharding Data Skew Data Sparsity Data Streaming Data Warehouse Database Partitioning Dead Letter Queue Decentralized Autonomous Organizations (DAO)Decentralized Clearing Mechanisms Decentralized Finance (DeFi)Decentralized Identity Verification Decentralized Market Surveillance Decentralized Risk Pools Deduplication Key Deep Learning for Order Flow Prediction Delayed Delivery Delta Hedging Delta Hedging vs Gamma Hedging Delta Lake Delta-Neutral Hedging Strategies Delta-Neutral Portfolio Construction Derivative Risk Analytics Derivatives Pricing Models Derived Table Device ID Resolution Device Telemetry Dickey-Fuller Test Differential Entropy Differential Evolution in Algorithmic Trading Strategies Digital Asset Custody and Cold Storage Digital Custodian Banking Digital Twin Technology Discretionary Orders Distributed Event Processing Distributed Ledger in Capital Markets Distributed Ledger Technology (DLT)Distributed SQL Distributed Tracing Downlink Latency Downsampling (data processing)Downsampling Strategy Durability Duration and Convexity in Fixed Income Analytics Duration-Matching Strategies Dynamic Hedging Dynamic Hedging in Derivatives Trading Dynamic Programming in Execution Cost Minimization

E

Edge Analytics Edge Buffering Eigenvalue Decomposition in Risk Analysis Eigenvector Centrality Elastic Net Regularization Electronic Data Interchange (EDI)Embedded Finance Infrastructure Energy Consumption Forecasting Energy Market Forecasting Energy Trading and Risk Management (ETRM)Entropy Measures in Financial Data Compression Environmental Data and Metrics Environmental Risk Analytics ESG metrics Event Batch Event Envelope Event Sourcing Event Time Event-Driven Architecture (EDA)Event-driven Microservices Eventual Consistency Exchange Co-Location Strategies Exchange-Traded Derivatives (ETDs)Exchange-Traded Fund (ETF)Execution Algorithms Execution Plan Execution Slippage Measurement Exotic Derivatives Pricing Exotic Option Structures Expected Shortfall (Conditional VaR)Explainability in AI-Driven Trading Strategies Exponential Moving Average Exponential Smoothing Expression Simplification

G

Gamma Scalping Strategies GARCH Models and Applications Gas Fees Optimization Strategies Gaussian Process Geometric Brownian Motion for Asset Prices Geospatial Time Series Data Gibbs Sampling Gradient Boosting in Price Forecasting Gradient Descent in Reinforcement Learning for Trading Granular Data Access Graph Convolution Graph Laplacian Graph Neural Networks for Trade Surveillance Greeks (Delta, Gamma, Theta, Vega, Rho)

I

Iceberg Catalog Iceberg order Idempotency Idempotent Write Immutable Data Pattern Implementation Shortfall Analysis Implementation Shortfall in Algorithmic Execution Implied Volatility Calculation Implied Volatility Skew Implied Volatility Surface Distortions Implied Volatility Term Structure Importance Sampling Index Scan Indexing Strategy Industrial Data Historian Industrial IoT (IIoT) Data Industrial Process Control Data Information Based Trading - Easley and O'Hara Model Information Gain Information Ratio in Active Portfolio Management Information Ratio in Quant Trading Performance Ingestion Buffer Ingestion Contract Ingestion Format Ingestion Interval Ingestion Latency Ingestion Pipeline Ingestion Rate Ingestion Schema Ingestion Timestamp Instrumentation Overhead Inter-Dealer Brokers Interest Rate Swaps and Hedging Internalization Broker-dealer Matching Internet of Behaviors (IoB)Intertemporal Capital Asset Pricing Model (ICAPM)Intraday Liquidity Management Intraday Trading Analytics Irregular Time Intervals Ito's Lemma in Stochastic Calculus

J

Jackknife Estimation Jensen's Alpha in Portfolio Performance Jitter Compensation Join Strategy JSON Ingestion JSON Lines Jump-Diffusion Models & Merton's Model

K

Kalman Filter for Time Series Forecasting Kalman Gain Kernel Density Estimation Know Your Customer (KYC) Compliance Kolmogorov Complexity

L

Ladders in Financial Markets Lag Function Lag Monitoring Lag Operator Notation in Time Series Modeling Lakehouse Architecture Laplace Approximation in Bayesian Statistics Lasso Regression Late Arriving Data Latency Arbitrage Latency Arbitrage Formula for HFT Strategies Latency Arbitrage Models Latency Floor Latency Measurement Techniques Latency Normalization Techniques Latency Sensitivity Layer 1 vs Layer 2 Scaling Tradeoffs Layer 3 Scaling Solutions Lead Function Leader Election Levy Processes in Asset Pricing Likelihood Function Limit Order Book Limit Order Placement Strategies Limit Orders in Financial Markets Line Protocol Liquidity Adaptive Order Placement in Algorithmic Trading Liquidity Adjusted Capital Asset Pricing Model Liquidity Aggregation Liquidity Aggregation Models in Dark Pools Liquidity Provider (LP)Liquidity Risk Reporting Liquidity Stress Testing Liquidity-Sensitive Execution Algorithms Load Shedding Locality-sensitive Hashing Locked and Crossed Markets Locked Market Log-likelihood Function Log-structured Merge Tree Low Latency Trading Networks Low-rank Approximation

M

Machine Learning for Execution Optimization Machine Learning for Market Prediction Maker-Taker Model Marginal Likelihood Market Abuse Regulation (MAR)Market Data Entitlements Market Data Feed Handlers Market Data Throttling Mechanisms Market Depth Market Depth Heatmap Market Efficiency Hypothesis Market Fragmentation Market Impact Cost Market Impact Models Market Liquidity Risk Market Making Algorithms Market Orders in Trading Market Regime Change Detection with ML Market Regime Detection Using Hidden Markov Models Market Replay Systems Market Surveillance Systems Market-Making in Derivatives Market-on-Close (MOC) Orders Markov chain Monte Carlo (MCMC)Markowitz Efficient Frontier Martingale Pricing Theory Martingale Representation Theorem in Derivatives Pricing Materialization Materialized Lake View Materialized View Maximum Likelihood Estimation Mean Absolute Deviation in Portfolio Risk Measurement Mean Reversion Trading Strategies Mean Squared Prediction Error (MSPE)Mean-Field Games in Financial Markets Mean-Reverting Process in Quant Strategies Mean-Variance Optimization Mean-Variance Portfolio Optimization Memory Mapping Memory-bound Query Merge-on-read Message Replay Metadata Manifest Metadata Pruning Metric Cardinality Metrics Backend Metrics Collection Agent Millisecond Precision Minimum Description Length Monte Carlo Path Dependent Option Pricing Monte Carlo Simulations for Derivatives Monte Carlo Simulations for Risk Estimation Mortgage-Backed Securities (MBS) Analytics Multi Armed Bandit Optimization in Trading Multi-Asset Class Portfolios Multi-Leg Order Execution Multi-tenancy (Database Architecture)Multi-version Concurrency Control Municipal Bond Liquidity Risk Mutual Information

N

Narrow Table Nested Loop Join Network Determinism in Financial Markets Network Latency Monitoring Neural Differential Equations in Financial Time Series Neural Network Cost Functions for Price Prediction nomaly Detection Non-Custodial Prime Brokerage Non-Fungible Financial Instruments Non-negative Matrix Factorization Non-relational Database

O

Object Storage Observability Metrics Observability Stack OLAP OLTP On-Chain vs Off-Chain Settlement Online Learning in Adaptive Algorithmic Trading Open Banking APIs Operational Resilience in Trading Systems Operational Technology (OT) Monitoring Optimal Execution Cost Function in Market Making Optimal Execution Strategies - Almgren-Chriss Model Optimal Order Placement in Fragmented Markets Optimal Stopping Theory in Trading Algorithms Oracle Networks for On-Chain Finance ORC File Order Book Imbalance Order Execution Algorithms Order Flow Imbalance Models Order Flow Reconstruction Order Flow Toxicity Order Imbalance Strategies Order Lifecycle Order Management System (OMS)Order Matching Engine Order Routing System (ORS)Order Throttling Ornstein-Uhlenbeck Process for Mean Reversion Out-of-order Event Out-of-order Ingestion Out-of-sync Sensor Outlier Detection Overfitting

P

Packet Loss Mitigation Page Cache Pairs Trading Strategy Parameter Identifiability Partial Autocorrelation (PACF)Partial Autocorrelation Function Partition Pruning Passive vs Aggressive Order Strategies Payload Enrichment Payload Format Payment for Order Flow (PFOF)Payment Rails and Real-Time Gross Settlement (RTGS)Pegged Orders Percentile Approximation Portfolio Optimization Portfolio Rebalancing Algorithms Position Management Systems Posterior Distribution Pre-Trade Risk Analytics Pre-trade Risk Checks Predicate Pushdown Predictive Load Forecasting Predictive Maintenance Analytics Price Impact Models for Large Block Orders Principal Component Analysis (PCA) for Portfolio Risk Principal Manifold Learning in Factor Investing Principal Trading vs Agency Trading Principal Trading vs Riskless Principal Trading Prior Distribution Privacy-Preserving Trading Protocols Probability of Informed Trading (PIN) Models Processing Time Programmable Money in Institutional Finance Projection Pruning Proprietary Trading Firms Protocol Buffer Ingestion Protocol Buffers (Protobuf)

Q

Quantamental Investing Quantile Estimation Quantitative Momentum Strategies Quantitative Value Strategies Quantization Error Quantum Algorithms for Portfolio Optimization Query Federation Query Hint Query Latency Query Plan Query Planner Query Pushdown Query Rewrite Query Shaping Queue Depth Quorum Read Quote Dissemination Quote Fade Quote Stuffing

R

Radial Basis Function Kernel Raft Consensus Rank Function Rate-distortion Theory Read-after-write Consistency Real-time Analytics Real-Time Cross-Border Payments Real-time Dashboarding Real-time Data Ingestion Real-time Data Ingestion Real-time Data Visualization Real-Time Fraud Detection in Electronic Trading Real-Time Portfolio Optimization Real-time Risk Assessment Real-time Trade Surveillance Recovery Time Objective Regulatory Sandboxes for DeFi Experimentation Regulatory Technical Standards (RTS)Reinforcement Learning for Optimal Market Execution Reinforcement Learning in Market Making Reinforcement Learning Reward Functions in Market Making Relational Database Replication Factor Replication Lag Repo Market Automation Repo Market Liquidity Crisis Reservoir Sampling Residual Component Residual Variance Retention-aware Queries Ridge Regression Risk Management in Swaps Trading Risk Parity Portfolio Construction Risk Premia Decomposition in Factor Investing Risk Premium Strategies Risk Reversal in Options Trading Risk Tokenization in DeFi Risk Weighted Assets (RWA)Risk Weighted Assets (RWA) Calculation in Basel III Risk-Adjusted Return for Fixed Income Risk-Adjusted Return Metrics - Treynor and Calmar Ratios Risk-Neutral Measure in Derivative Pricing Risk-Neutral Measures Risk-Neutral Valuation in Arbitrage-Free Models Rolling Window Analysis Rollup Table Rollups and Data Availability Solutions Root Mean Squared Error (RMSE)

S

Sampling Resolution Schema Evolution Schema on Read Schema on Write Seasonality Decomposition Seasonality Modeling Security Token Offerings (STOs)Segmentation in Time- Series or Statistical Analysis Sensor Fusion Sensor Fusion Analytics Sensor ID Mapping Sentiment Analysis in Market Forecasting Settlement Finality in Trading Shannon Entropy Shapley Value in Financial Risk Attribution Sharding Sharpe Ratio Calculation Sharpe Ratio vs Sortino Ratio Short Selling Signal Smoothing Simple Moving Average Singular Value Decomposition (SVD)Sketch Algorithm Sketching Algorithms Skewness in Derivative Pricing Sliding Window Slippage Slippage and Market Impact Estimation Smart Beta Strategies Smart Contract-Based Lending Smart Contracts in Market Infrastructure Smart Order Router (SOR)Smart Order Routing (SOR)Smoothing Kernel Smoothing Spline Snapshot Isolation Social Metrics in ESG Analysis Sort Buffer Sortino Ratio for Downside Risk Sovereign Bond Yield Spreads Sparse Regression for Alpha Discovery Spectral Analysis for Market Signals Spectral Clustering for Regime Changes Spectral Embedding Spectral Risk Measures in Asset Pricing Stablecoin Regulation Challenges Staking Derivatives in DeFi State-space Model Stationarity Assumption Stationarity Test Statistical Arbitrage (Stat Arb)Statistical Power Analysis in Backtesting Models Statistical Risk Models Statistical Signal Processing for Market Forecasting Stochastic Control in Optimal Trading Stochastic Differential Equations in Finance Stop Orders in Financial Trading Storage Engine Storage Tiering Stream Processing Streaming Feature Extraction Strong Consistency Structural Equation Modeling in Financial Data Structured Credit Instruments Structured Credit Risk Models Structured vs. Unstructured Time-Series Data Subquery Superposition Principle in Financial Derivatives Supervised Learning in Algorithmic Trading Support Vector Machines for Market Classification Survival Analysis in Default Risk Estimation Swap Pricing Formulas Swap Spread Dynamics and Credit Risk Synthetic Market Data Generation Synthetic Monitoring Synthetic Stablecoins System Resilience Systematic Arbitrage Systemic Market Risk Systemic Trading

T

t-SNE (t-distributed Stochastic Neighbor Embedding)Table Format Tabular Data Layer Tag Explosion Tail Risk Hedging Telemetry Data Telemetry Retention Telemetry Rollups Temporal Data Modeling Temporal Join Tensor Factorization in Multi Asset Risk Modeling Term Structure of Interest Rates Vasicek CIR Models Test Error The Great Guide to OHLC Candlesticks Thread Scheduling Tick Data Time Bucketing Time Series Data Analysis Time Travel Query Time-based Partitioning Time-encoded Payload Time-in-Force (TIF)Time-range Filter Time-Series Compression Algorithms Time-series database Time-series Histogram Time-series Index Time-Synchronized Data Streams Time-Weighted Average Price (TWAP)Timescale Factor Timestamp Alignment Timestamp Precision Timestamp Synchronization (PTP/NTP)Tokenized Collateral in Lending Tombstone Record Trace Correlation Trade Anonymity Trade Crossing Networks Trade Execution Quality Trade Lifecycle Management Trade Lifecycle Monitoring Trade Reconstruction Requirements Trade Surveillance Transaction Cost Analysis in High Frequency Trading Transaction Cost Modeling Transaction Latency Analysis Transaction Reporting Requirements Transaction Timestamping Transactional Log Transactional Table Transparency and Market Integrity T+1 Settlements Trend Component Trend Detection Trend-Following Algorithms Tumbling Window Type Coercion

U

Underfitting Upsert

V

Value at Risk (VaR) models Variance Gamma Model for Option Pricing Vector Scan Vectorized Execution Vega Exposure in Options Portfolios Versioned Table Volatility Arbitrage Strategies Volume Profile VWAP

W

Wasserstein Distance for Risk Measure Comparisons Watermarking Wavelet Transform for Market Anomaly Detection Weighted Moving Average Wholesale CBDC vs Retail CBDC Wide Table Windowed Aggregation Write Amplification Write Quorum Write Throughput

Y

Yield Curve Construction Yield Curve Inversion and Recession Risk

Z

Z-score Normalization Zero-copy Reads Zero-Coupon Bond Pricing Zk-SNARKs and Zero-Knowledge Proofs in Finance