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seen Jun 20 '12 at 20:11

Feb
8
comment R: How feasible is it to store — and work with — tick data in a database connected to R?
I think the the mongodb learning curve is much smaller than that of many other sql based databases. The query language is great and quite easy (especially if you have any familiarity with bson/json)
Feb
8
comment Is Visual Basic a fast enough for millisecond orders
This question is likely too open ended. I am sure the people who can answer you best need to know more about the type of calculations, etc you're doing...
Jan
31
comment Usage of NoSQL storage in Finance
Cool thanks for the info. I could imagine those time series ops to be extremely useful.
Jan
31
comment Usage of NoSQL storage in Finance
And in terms of speed, although many-many relations are not there, they say that indexed mongo docs are blazing fast (still not sure whether 'blazing fast' is 'quant fast' :)
Jan
31
comment Usage of NoSQL storage in Finance
But would you say thats because of the fact that support/employees for NoSql are small? Or is it a NoSql infrastructural issue? For example mongodb has one of the easiest (from what I've read) sharding and replication mechanisms which make it very easy useful for multi machine expansion (one of the most mentioned resions to switch away from SQL to MongoDb). But I am saying this with only experience of starting a project I am working on in mongo (college student, no legit experience).
Jan
31
comment Usage of NoSQL storage in Finance
"Financial data tends to be small relative to large web companies data"... yeah tell that to the 60 nasdaq TAQ dvds sitting on my desk right now (2010 data only). All compressed about 95%.Tick data and even 1 minute data on a large number of firms can be quite data expensive. Also if you are doing various calculations on various periods, the standardized columns of mysql might be overbearing, when you can simply add any fields you need to a NoSql document (Mongodb specifically).
Jan
22
awarded  Peer Pressure
Jan
17
awarded  Editor