Index 293
quality planning 24
quality revolution, historical perspective 2–3
quantitative methods
benchmarking 98–9
best practices 103
competing systems 99–101
consolidation 102–3
research 97–103
trading/investment strategy 37
R charts, SPC 255–8
ranking data 154
rapid development language (RDL), modeling
software 106–7
RDL see rapid development language
real-time systems 180
refactoring
building the system 208
SAD 208
reformatting data 151–2
regression testing 166–8
research
benchmarking 98–9
boundaries 97
competing systems 99–101
consolidation 102–3
Money Document 70
new methods 101–2
planning 93–4
portfolio management 47–8
quantitative methods 97–103
reverse engineering 100–1
similar systems 99–101
return windows, testing 160
reverse engineering, research 100–1
reviewing knowledge 93–4
risk
deliverables 234
management 42–3
Money Document 76–7
operational 7
overview 229–35
performance attribution 230–1, 233, 239–42
project 7–8
quality control 232–3
single performance 230, 233, 239
VaR 231, 234, 242–3
risk processes, planning 237–44
risk/return, history 230–2
role
product teams 53–6
top management 49–52
rounding data 143
SAD see software architecture document
Sarbanes-Oxley 238
SPC 255
testing, pre-/post- 159
scaling data 154
scanning data 151–2
sector benchmarking 15–16
seed capital
Money Document 74–7
providers 18
seven deadly diseases 9–10
shadow trading
defining 25
performance checking 165–8
testing 167–8
signal strength systems 62–3
example 65
similar systems, research 99–101
single performance
calculations, benchmarking 246
controls 239
risk 230, 233, 239
SPC 261
variation 268
Six Sigma 2, 33
ANOVA 266–7
defining 7
DoE 266
operational risk 7
variation 266–7
software
see also modeling software; programming
software architecture document (SAD)
199–200
refactoring 208
software quality attributes 24
software requirements
documenting 189
specification 184–6
software tiers, system architecture 194–5
SoPK see System of Profound Knowledge
SPC see statistical process control
special variation 27
spiral methodology 31
spreadsheet modeling
best practices 112
prototyping 111–12
spreadsheet testing, performance
checking 116–18
stable system 24
Stage-Gate® methodology 31–3
standard 25
standardization, data 154