Financial Data Engineering

by Tamer Khraisha

Data Science

Book Details

Book Title

Financial Data Engineering

Author

Tamer Khraisha

Publisher

O'Reilly Media, Inc

Publication Date

2024

ISBN

9781098159993

Number of Pages

1078

Language

English

Format

PDF

File Size

7.6MB

Subject

System Design

Table of Contents

  • Foreword
  • Preface
  • Part I: Foundations of Financial Data Engineering
  • Chapter 1: Financial Data Engineering Clarified
  • Defining Financial Data Engineering
  • Why Financial Data Engineering?
  • The Financial Data Engineer Role
  • Summary
  • Chapter 2: Financial Data Ecosystem
  • Sources of Financial Data
  • Structures of Financial Data
  • Types of Financial Data
  • Benchmark Financial Datasets
  • Summary
  • Chapter 3: Financial Identification Systems
  • Financial Identifiers
  • Desired Properties of a Financial Identifier
  • Financial Identification Systems Landscape
  • Summary
  • Chapter 4: Financial Entity Systems
  • Financial Entity Defined
  • Financial Named Entity Recognition
  • Financial Entity Resolution
  • Summary
  • Chapter 5: Financial Data Governance
  • Financial Data Governance
  • Data Quality
  • Data Integrity
  • Data Security and Privacy
  • Summary
  • Part II: The Financial Data Engineering Lifecycle
  • Chapter 6: Overview of the Financial Data Engineering Lifecycle
  • Financial Data Engineering Lifecycle Defined
  • Criteria for Building the Financial Data Engineering Stack
  • Summary
  • Chapter 7: Data Ingestion Layer
  • Data Transmission and Arrival Processes
  • Data Ingestion Formats
  • Data Ingestion Technologies
  • Data Ingestion Best Practices
  • Summary
  • Chapter 8: Data Storage Layer
  • Principles of Data Storage System Design
  • Data Storage Modeling
  • Data Storage Models
  • Summary
  • Chapter 9: Data Transformation and Delivery Layer
  • Data Querying
  • Data Transformation
  • Data Delivery
  • Summary
  • Chapter 10: The Monitoring Layer
  • Metrics, Events, Logs, and Traces
  • Data Quality Monitoring
  • Performance Monitoring
  • Cost Monitoring
  • Business and Analytical Monitoring
  • Data Observability
  • Summary
  • Chapter 11: Financial Data Workflows
  • Workflow-Oriented Software Architectures
  • What Is a Data Workflow?
  • Workflow Management Systems
  • Types of Financial Data Workflows
  • Summary
  • Chapter 12: Hands-On Projects
  • Prerequisites
  • Project 1: Designing a Bank Account Management System Database with PostgreSQL
  • Project 2: Designing a Financial Data ETL Workflow with Mage and Python
  • Project 3: Designing a Microservice Workflow with Netflix Conductor, PostgreSQL, and Python
  • Project 4: Designing a Financial Reference Data Store with OpenFIGI, PermID, and GLEIF APIs
  • Conclusion
  • Follow Updates on These Projects
  • Report Issues or Ask Questions
  • The Path Forward: Trends Shaping Financial Markets
  • Financial Integration
  • Digitalization of Financial Markets and Cloud Adoption
  • Financial Regulation
  • Financial Data Sharing and Marketplaces
  • Financial Standardization
  • Artificial Intelligence and Language Models
  • Architectures for Specific Business Domains
  • Data Collection
  • Speed and Efficiency
  • Tokenization, Blockchain, and Digital Currencies
  • What Can You Do Next?
  • Afterword
  • Index
  • About the Author