In finance, many common calculations are more or less just linear algebra – but at a massive scale and done very fast. Our team developed a portfolio analysis framework for Aladdin Wealth, which depends heavily on linear algebra to compute factor risk and achieves significant scale with more than 17 million portfolios analyzed daily.
However, we've also learned that achieving significant scale and delivering quality products to clients takes more than just efficient code. We've discovered key lessons in our development journey, including the importance of simplicity, storing data in multiple formats, creating capabilities instead of applications, treating batch as a long-running interactive process, building new solutions only as a last resort while leveraging open source tools, favoring stateless services, and assuming the worst. We'll be exploring these topics and other insights in this talk.
Date
Wednesday Jun 14 / 05:25PM EDT ( 50 minutes )
Location
Dumbo / Navy Yard (North Tower)
