II.
Domain JSON
Structured · livedomain:quantitative-finance
Quantitative Finance json
Inspect the normalized record payload exactly as the atlas UI reads it.
{
"id": "domain:quantitative-finance",
"_kind": "Domain",
"_file": "domain/domains/capital-markets-domains.yaml",
"_cluster": "domain",
"attributes": {
"displayName": "Quantitative Finance",
"description": "Quantitative modeling, derivatives pricing, stochastic calculus, and\nfinancial engineering.\n"
},
"outgoingEdges": [
{
"from": "domain:quantitative-finance",
"to": "specialization:computational-mathematics",
"kind": "contains"
},
{
"from": "domain:quantitative-finance",
"to": "specialization:statistical-methods",
"kind": "contains"
}
],
"incomingEdges": [
{
"from": "skill-area:algorithmic-trading-strategy",
"to": "domain:quantitative-finance",
"kind": "applies_to",
"attributes": {
"confidence": "secondary"
}
},
{
"from": "skill-area:market-microstructure",
"to": "domain:quantitative-finance",
"kind": "applies_to",
"attributes": {
"confidence": "primary"
}
},
{
"from": "skill-area:risk-metrics-VaR",
"to": "domain:quantitative-finance",
"kind": "applies_to",
"attributes": {
"confidence": "secondary"
}
},
{
"from": "skill-area:quantitative-modeling",
"to": "domain:quantitative-finance",
"kind": "applies_to",
"attributes": {
"confidence": "primary"
}
},
{
"from": "specialization:financial-engineering",
"to": "domain:quantitative-finance",
"kind": "specializes"
},
{
"from": "role:quant-developer",
"to": "domain:quantitative-finance",
"kind": "applies_to",
"attributes": {}
},
{
"from": "workflow:algo-strategy-backtesting",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
},
{
"from": "workflow:momentum-signal-research",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
},
{
"from": "workflow:trading-performance-attribution",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
},
{
"from": "workflow:model-risk-management-review",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
},
{
"from": "workflow:portfolio-risk-attribution",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
},
{
"from": "workflow:alpha-factor-research-cycle",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
},
{
"from": "workflow:alternative-data-evaluation",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
},
{
"from": "workflow:quant-model-peer-review",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
},
{
"from": "workflow:research-notebook-reproducibility",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
},
{
"from": "workflow:signal-decay-monitoring",
"to": "domain:quantitative-finance",
"kind": "applies_to_domain",
"attributes": {}
}
]
}