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| bio | website | |
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| location | ||
| age | ||
| visits | member for | 2 years, 2 months |
| seen | Mar 21 at 17:07 | |
| stats | profile views | 57 |
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Feb 27 |
awarded | Yearling |
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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? |
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Feb 27 |
awarded | Yearling |
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Jan 22 |
awarded | Enthusiast |
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Dec 29 |
awarded | Nice Answer |
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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. |
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Dec 18 |
answered | How to account for market movement when some exchanges are closed? |
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Dec 3 |
comment |
When people say calculate moving average for 30 days include weekends or not? lmgtfy.com/?q=moving+average |
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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-performance/"> this page </a> for more details. |
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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)? |
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Oct 18 |
awarded | Editor |
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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. |
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Oct 18 |
awarded | Commentator |
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Oct 18 |
answered | What are your opinions on WEKA KnowledgeFlow, Rapidminer, and other rapid development environments for machine learning? |
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Oct 17 |
answered | What are the typical “realized latencies” across different products and infrastructures? |
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Oct 17 |
comment |
What are the typical “realized latencies” across different products and infrastructures? This question is overly broad, I'd say - haphazard. It mixes various ideas that are commonly named 'latency': from the stock market's matching engine latency (not even mentioned directly), thru network latency to latencies introduced by third party products. |
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Sep 21 |
comment |
What benefits are there to employing agile software development methodologies for quants? "software development methodologies are a religious war" - Nothing can be more true than this statement. |
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Sep 21 |
comment |
What to ask for in a good prototyping framework? To the points above I'd also add a broadly understood "Database connectivity". Having to manually export data from your source just to import it into your framework is a frustrating activity that is prone to mistakes than may have disastrous effects - as the old adage says "garbage in, garbage out". |
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Sep 20 |
answered | What benefits are there to employing agile software development methodologies for quants? |
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Aug 25 |
comment |
Why is C++ still a very popular language in quantitative finance? To sum up your answer: "Risk aversion" ;) |
