Building a Modern Portfolio Risk Application: Streaming Ingestion to Real-Time Analytics with SR
During StarRocks Summit 2025, Ron Kapoor (Developer Advocate, CelerData) shared how to build a modern portfolio risk application powered by real-time analytics. 👉 Watch the recording to learn how StarRocks enables streaming ingestion and sub-second trading insights, including: 📌 Streaming Workloads — Modeling and processing high-velocity tick-level data for equities trading. 📌 Real-Time P&L Calculations — Using asynchronous materialized views to achieve sub-second performance. 📌 Unified Reference Data — Integrating external catalogs like Apache Iceberg to connect streaming data with historical datasets. About StarRocks Summit 2025: This was our first global summit, presented by CelerData — a one-day, free, virtual event that brought together thousands of engineers and practitioners from around the world. The day featured 25+ engineer-led sessions from teams at Coinbase, Intuit, Pinterest, Demandbase, TRM Labs, and more, all sharing real architectures, hard-earned lessons, and what worked in production across real-time analytics, the lakehouse, and AI. ---------------------------------------------------------------------------------------------------------------------- Timestamps 00:00 Intro and Agenda 02:47 High-Level Architecture — Federated Querying Workflow for Dashboarding 04:18 The Trading Problem — Why Traditional Warehouses Fail: Markets Move Faster Than Your Data 06:39 Pillars of Warehousing in Financial Services — Balancing Performance and Governance 08:22 From Strategy to Architecture — Tables of Market Data: The Tried-and-True Model for Market Data 09:55 Features That Drive Success — What StarRocks Brings to the Table 10:09 Data Modeling Freedom 12:29 Example: Volume-Weighted Average Price 13:16 What This Means Query-Wise 13:42 Materialized Views 14:25 Streaming via Routine Load 16:14 External Catalog Support 18:22 Cumulative Materialized Views 19:05 Business Intelligence Capabilities 20:08 Recap ----------------------------------------------------------------------------------------------------------------------- Learn more at https://celerdata.com/ Connect with us: LinkedIn: https://www.linkedin.com/company/celerdata/ Twitter: https://twitter.com/celerdata CelerData Website: https://celerdata.com/ StarRocks GitHub: https://github.com/StarRocks/StarRocks StarRocks Website: https://www.starrocks.io/ Slack: https://starrocks.io/redirecting-to-slack #DataAnalytics #DataEngineering #RealTimeAnalytics #StarRocksSummit2025 #RealTimeData #OLAP #DataAnalyst #DataEngineer #DataInfrastructure #userfacinganalytics #Database #AnalyticalDatabase