613 reputation
49
bio website
location
age
visits member for 3 years, 5 months
seen Sep 2 '13 at 11:07

Feb
27
awarded  Yearling
Nov
21
awarded  Nice Answer
Jun
12
reviewed Satisfactory Transformation to reduce standard deviation without changing median
Jun
12
reviewed Satisfactory Analyze raw tick data
Jun
12
awarded  Custodian
Jun
12
reviewed Satisfactory Testing Significance of Correlation
Feb
27
awarded  Yearling
Apr
1
comment Is there any thing out there as a substitute for KDB?
1) Storing each tick as a separate record/row is neither sensible nor feasible (as you already mentioned). The most common approach is to split tick data by day and store days of data as plain arrays, either in files or in database LOBs. Such approach makes the amount of data perfectly manageable. 2) possible duplicate of What is the best data structure/implementation for representing a time series?
Feb
27
awarded  Yearling
Jan
22
awarded  Enthusiast
Dec
29
awarded  Nice Answer
Dec
18
comment How to account for market movement when some exchanges are closed?
@Tal Sometimes that's a usable workaround. Just switch from thinking in terms of DD/MM/YYYY to week of year.
Dec
18
answered How to account for market movement when some exchanges are closed?
Dec
3
comment When people say calculate moving average for 30 days include weekends or not?
lmgtfy.com/?q=moving+average
Nov
3
comment Can social media be applied to algorithmic trading?
You can also use Google searches for that. Visit <a href="www.freakonomics.com/2011/10/07/can-google-searches-predict-stock-price-pe‌​rformance/"> this page </a> for more details.
Oct
25
comment What is a medium to low frequency trading strategy and why is it less hyped?
How did you get that fixed number (14.8 milliseconds)?
Oct
18
awarded  Editor
Oct
18
revised What are your opinions on WEKA KnowledgeFlow, Rapidminer, and other rapid development environments for machine learning?
Modify the post to better suit the QF SE rules.
Oct
18
awarded  Commentator
Oct
18
answered What are your opinions on WEKA KnowledgeFlow, Rapidminer, and other rapid development environments for machine learning?