{"id":12076,"date":"2020-01-01T00:00:00","date_gmt":"2020-01-01T08:00:00","guid":{"rendered":"https:\/\/www.hmc.edu\/clinic\/2020\/high-performance-credit-market-data-filtering\/"},"modified":"2020-01-01T00:00:00","modified_gmt":"2020-01-01T08:00:00","slug":"high-performance-credit-market-data-filtering","status":"publish","type":"post","link":"https:\/\/www.hmc.edu\/clinic\/2020\/high-performance-credit-market-data-filtering\/","title":{"rendered":"High-performance Credit-Market Data Filtering"},"content":{"rendered":"<h2 class=\"project-sponsor-dept-year\"><span class=\"project-sponsor\">Tradeweb Markets Inc.<\/span> <span class=\"project-dept-year\">Mathematics, 2019-20<\/span><\/h2>\n<div class=\"project-team\">\n<p><strong>Liaison(s):<\/strong> Stefan Kutko, Justin Peterson \u201985<br \/>\n<strong>Advisor(s):<\/strong> Talithia Williams, Jessalyn Bolkema<br \/>\n<strong>Students(s):<\/strong> Anna Serbent (PM-S), Mingyu Zheng (PM-F), Tse Yang (T.Y.) Lim, Cat Ngo, Jeremy Jess<\/p>\n<\/div>\n<div class=\"project-abstract\">\n<p>Tradeweb would like to explore alternative architectures for its credit market filter, with the goal of making it more horizontally scalable. The Tradeweb Clinic team has built out a MongoDB-centered filter and testbench for monitoring the filter\u2019s performance. The entire pipeline (testbench and filter) has been deployed on AWS to match the scale of standard trading activity and to see if the database-centered approach can achieve the desired performance metrics.<\/p>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>Tradeweb Markets Inc. Mathematics, 2019-20 Liaison(s): Stefan Kutko, Justin Peterson \u201985 Advisor(s): Talithia Williams, Jessalyn Bolkema Students(s): Anna Serbent (PM-S), [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[185],"tags":[625],"class_list":["post-12076","post","type-post","status-publish","format-standard","hentry","category-mathematics","tag-tradeweb-markets-inc"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts\/12076","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/comments?post=12076"}],"version-history":[{"count":0,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/posts\/12076\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/media?parent=12076"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/categories?post=12076"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.hmc.edu\/clinic\/wp-json\/wp\/v2\/tags?post=12076"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}