101 reputation
bio website colintbowers.com
location Sydney, Australia
visits member for 2 years, 6 months
seen Jan 21 at 5:47

My life: family, econometrics, coding, gaming, and some sort of exercise(?). In that order.

Econometrics-wise, most of my research has been on models for high frequency financial data. Relevant links include my website (in sore need of some upkeep), my SSRN page, and my ideas.repec profile.

Coding-wise, I cut my teeth on Matlab, but am now a Julia convert. I've dabbled in R, Python, and .NET along the way. OS = Ubuntu, although Windows partition still a necessity (see gaming above).

comment R: How feasible is it to store — and work with — tick data in a database connected to R?
I currently also do this (for tick data, e.g. transaction, best bid, and best ask), but as my dataset has expanded I've found the number of files on my hard disk to be annoyingly large, i.e. ~2 million. If you'd be willing to expand your answer to discuss this issue I'd be very interested in reading it (as I'm currently looking for alternatives).