288 Index
best practices ( continued )
performance controls 250
prototyping 114
quantitative methods 103
SPC 262
spreadsheet modeling 112
system architecture 203
technology specifications 191
testing 163
variation causes determination 270
black box testing, performance checking
119–20, 215–16
Bogle, John 13
bonus structure, product teams 52
bottom-up innovation 20, 57, 68
Brinson–Fachler Method, performance
attribution 247–8
building the system 205–12
best practices 212
business rules packages 209–10
code reviews 209
database connections 208
exception handling 210
fundamentals 205–6
interface packages 210–11
network infrastructure 211–12
programming 206–8
refactoring 208
business description, Money Document
69–71, 92–3
business rules packages
building the system 209–10
system architecture 200–1
business tier, software 194
buy vs build 8–9
technology specifications 187–8
Buy Write 64–5calculated data 143
capital 17
seed capital 18, 74–7
cleaning algorithms
best practices 156
data 39, 143, 149–56
documenting 155–6
validating 166–7
client, defining 18
code reviews, building the system 209
common cause variation 27
communication
deadlines 188–9
documentation 6
documenting 87–91
ideas 88–90
noise 89technology specifications 188–9
trading/investment systems 6
writing 89–91
competing systems, research 99–101
competition, market analysis 74
competitive advantage, Money Document 70
competitor analysis 84
conceptual design, design process 197
conformance 17
consolidation
analysis/design stage 85
prototyping 113–14
quantitative methods 102–3
research 102–3
trading/investment system details 94
constraints, Money Document 76–7
continuous improvement ( kaizen ) 17–18,
43–4, 271–7
8 Disciplines (8D) process 273
innovation 273–4
ISO 9000; 272–3
plan-do-check-act (PDCA) cycle 271–2
processes 271–2
control charts, SPC 254–61
controls
see also performance controls; quality
control; statistical process control
performance attribution 239–42
performance checking 121
corrective action 18
costs, estimated development, Money
Document 75
culture, working 5–6
cumulative sum control (CUSUM) charts,
SPC 260
customer, defining 18
CUSUM charts see cumulative sum control
chartsd charts, SPC 258–9
data
bad 151–2
best practices 147
calculated 143
cleaning algorithms 39, 143, 149–56
data maps 146
demeaning 154
documenting data maps 146
documenting results tables 146
financial statement 143
fixed income 142
fundamental 143
futures 142
historical data 38, 139–47, 158–60
option 141–2