大数据下的交易数据分析及应用思考

Analysis on Transaction Data and Its Application under Big Data

交易数据的充分运用,能够在资产管理、市场预测、风险预警等方面发挥重要的作用.文章从基金公司交易监控及风险预警的角度,简述交易数据的处理过程及交易数据特性,选取了交易内部监测及业绩评估、品种活跃度及机构活跃性指标应用、债券交易价格异常预警等实际应用的几个场景,探索交易数据所蕴含的有效信息,并提出推动交易数据资源应用的建议.

Transaction data can play an important role in asset management, market forecasting and risk warning. From the perspectives of trading monitoring and risk warning of fund management companies, the article briefy describes the characteristics and processing of transaction data, and selects several practical scenarios of the use of transaction data,including the internal trading monitoring and performance assessment, the construction of product trading and institutional activity indicators, and the early warning for abnormal bond trading prices, to explore the efective information contained in the transaction data. It then proposes suggestions for promoting the use of transaction data.