Microsoft – Real-Time Market Risk
Looks like Microsoft has acknowledge that StreamInsight is appropriate for a real-time market risk solution. Unfortunately the video doesn’t talk about a complete Market Risk architecture, but then I suppose the video is only 4:43 long. I would have been nice to see if Microsoft is pushing HPC for the cashflow/PV calculations, leveraging StreamInsight to presumable feed SQL Server R2. I wonder if Microsoft are pushing WPF or Silverlight for a Market Risk viewer?
Microsoft is also pushing PowerPivot, for obviously reasons. From what I can see on the PowerPivot site the application deals with snaps shots of data – load, slice dice. What would actually be cooler (maybe I’ve missed this feature in the documentation) is the ability to subscribe to real-time data. Basically I’d like to point PowerPivot at my Real-Time Cube (RTC)🙂