iiRecord
Agentic AI Atlas · Quantitative Finance
domain:quantitative-financea5c.ai
II.
Domain JSON

domain:quantitative-finance

Structured · live

Quantitative Finance json

Inspect the normalized record payload exactly as the atlas UI reads it.

File · domain/domains/capital-markets-domains.yamlCluster · domain
Record JSON
{
  "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": {}
    }
  ]
}