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| bio | website | karol.piczak.com |
|---|---|---|
| location | Warsaw, Poland | |
| age | 26 | |
| visits | member for | 2 years, 3 months |
| seen | 2 days ago | |
| stats | profile views | 206 |
One-liner: Mashup of Finance, IT/CS/AI/ML and other buzz words. Garnish with music composition and some sound design.
Educational background: Master of Finance, now pursuing a PhD in Computer Science (audio data analysis in recommender systems).
My online ID: karol.dvl.pl
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Apr 14 |
comment |
Library to solve optimization problems In that case I'm afraid I don't know of any free, non-GPL, explicitly C# solutions. |
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Apr 14 |
comment |
Library to solve optimization problems Then I assume you mean free as in free beer. ;-) |
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Apr 13 |
answered | Library to solve optimization problems |
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Apr 13 |
comment |
How do I calculate weighted mean with negative weights? I don't really get it. Your average purchase price is still 100. And your current position is worth: current share price * number of shares. Maybe you need to rephrase your question. And BTW, I don't think it's very on topic here in its current form. |
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Apr 13 |
comment |
How do I calculate weighted mean with negative weights? Do you mean you buy 4 shares of company A and then sell 2 of the them (same stock)? |
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Apr 11 |
accepted | Efficiently storing real-time intraday data in an application agnostic way |
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Apr 9 |
awarded | Nice Question |
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Apr 9 |
awarded | Civic Duty |
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Apr 9 |
revised |
Efficiently storing real-time intraday data in an application agnostic way Some thoughts about HBase and InfiniDB |
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Apr 9 |
comment |
Efficiently storing real-time intraday data in an application agnostic way And commenting on the last point. No, I'm not an institution. Just individual curiosity, I would call it. It's always starting small and thinking big, despite the fact that premature optimization is the root of all evil. :-) |
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Apr 9 |
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Efficiently storing real-time intraday data in an application agnostic way "One key is don't be afraid to store multiple copies of your data for different research tasks" - thanks, that's a valid point you bring up. Though I think I can feel a bit uneasy about this at first, it can be a really helpful and straightforward solution in some situations. One problem I see is keeping those derived datasets synchronized with recent updates so that they all present the same state. Nevertheless, my concerns are theoretical, I would have to verify it in some practical context. |
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Apr 9 |
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Efficiently storing real-time intraday data in an application agnostic way I see, indeed I found later yesterday that with Kdb+ it was an implementation decision (append only) to maintain performance. Infobright also has limitations on DML operations in its free version. But I don't like it. It's like taking away a knife from your kitchen so that you accidentally don't get hurt. InfiniDB approach seems more relaxed here. Full DML is supported. And it's left to the user to know the impact. Sure, inserting something at the front of a column is essentially equal to rewriting it from scratch. But randomly updating non-sorted values shouldn't be a problem. |
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Apr 9 |
awarded | Commentator |
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Apr 9 |
comment |
Efficiently storing real-time intraday data in an application agnostic way BTW, I found a nice introduction to the topic (www8.cs.umu.se/education/examina/Rapporter/JohanJonsson2009.pdf) that may come in handy for future readers of this question. |
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Apr 8 |
comment |
Efficiently storing real-time intraday data in an application agnostic way Thank you for a thorough answer. That's exactly what I'm trying to do - learn more so that I know what are the pros and cons of available options. I'm not sure I understood the penultimate section though. You mention that on-disk update operations are practically impossible. You mean from a performance standpoint not implementation constraints, right? Something like worst case being roughly O(n)? And about bitemporal - if there are no compliance requirements, isn't it an overkill artificially blowing up the amount of data if for instance all I need is close price adjustment for stock splits? |
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Apr 8 |
asked | Efficiently storing real-time intraday data in an application agnostic way |
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Apr 7 |
answered | FX Tick Data question |
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Apr 2 |
revised |
How do you correct Max Draw-Down for auto-correlation? Signatures should be avoided - check FAQ. For further explanation see: http://meta.stackoverflow.com/questions/5029/are-taglines-signatures-disallowed |
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Apr 2 |
suggested | suggested edit on How do you correct Max Draw-Down for auto-correlation? |
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Mar 28 |
awarded | Enthusiast |
