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check this out Arctic. It's a Man AHL developed Mango DB for store their financial time series. Claimed to be really good. But i haven't try myself.


You may have a look at a list of clustering algos available in sklearn here, but I think all of them are of $O(n^2$) complexity. As well, have a look at the TSNE clustering algo, which is supposed to be $O(log(n)*n)$, but this may not be the fact depending on a particular implementation. A particular case in point is again Python sklearn implementation of ...

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