Complex Event Processing

J

januson

Hi there...

Can anyone direct me actual case studies where CEP has been succesfully implemented

And/ or

Articles where CEP is described with trading in mind.

Kind regards
Janus
 
Quote from januson:

Hi there...

Can anyone direct me actual case studies where CEP has been succesfully implemented

And/ or

Articles where CEP is described with trading in mind.

Kind regards
Janus
More...

You may have to google/bing it.
 
Quote from MGB:

You may have to google/bing it.
More...

Ohh... that didn't occur to me :p

Sometimes the gems can be hard to find in the search-jungle that's why I'm asking fellow traders :)
 
no article but I use esper for things. it works and is quicker to develop than doing the same thing with basic data structures
 
Quote from januson:

direct me actual case studies where CEP has been succesfully implemented
More...

You might start by looking at the sites of the big commercial finance-focused CEP vendors -- for instance http://www.streambase.com/ -- they all keep a record of media items related to use cases of their software.
 
Quote from Rodney King:

You might start by looking at the sites of the big commercial finance-focused CEP vendors -- for instance http://www.streambase.com/ -- they all keep a record of media items related to use cases of their software.
More...

Thank you for collaborating, I have looked at Streambase and to be honest... It looks like a long sales speech, not much value in their papers nor in their diagrams.

I'm looking for something more technical; why is CEP interesting and what can it do that normal programming can't.
Take for instance this: http://www.streambase.com/algorithmic-trading-vwap.htm
Why is VWAP suddenly presented as complicated? I mean.. How stupid to they thinnk we are?
And then there is a lot of yada-yada... tens of thousand of event per second... yeah yeah... Should that be particular interesting when compared to "do it yourself" development?

Maybe I just don't get it :)

Is it just a piece of software/ framework that enables users/ programmers to incorporate strategies faster and more efficient?
 
Another funny one..

select avg(Price) from StockTickEvent.Win:time(30sec)

I don't see the hard part here? :mad:

Somehow the Nesper is opening my eyes a bit, well... thank you for that link. I will report back as I progress my journey into CEP.

Feel free to post your thoughts about CEP.
 
Quote from januson:

Why is VWAP suddenly presented as complicated? I mean.. How stupid to they thinnk we are?
And then there is a lot of yada-yada... tens of thousand of event per second... yeah yeah... Should that be particular interesting when compared to "do it yourself" development?

Maybe I just don't get it
More...

I wouldn't put much weight on that. The CEP vendors all use "toy" examples such as VWAP in their presentations, regardless of the level of complexity attainable with their software. Bear in mind, they might have 30-45 minutes in front of a prospective client to communicate all aspects of their functionality. If you're with a major firm, I'd suggest you schedule a demo or two from the big vendors. You'll find it interesting.
 
Quote from januson:

Another funny one..

select avg(Price) from StockTickEvent.Win:time(30sec)

I don't see the hard part here? :mad:

Somehow the Nesper is opening my eyes a bit, well... thank you for that link. I will report back as I progress my journey into CEP.

Feel free to post your thoughts about CEP.
More...

ok. what would that code look like if it wasnt in a CEP query? can you post it here? thanks
 
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