wburzyns

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543 reputation

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9 Answers

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11	What is the best data structure/implementation for representing a time series?
8	Efficiently storing real-time intraday data in an application agnostic way
7	What are the typical “realized latencies” across different products and infrastructures?
7	What benefits are there to employing agile software development methodologies for quants?
5	A generic limit order book: What are the most important queries it should be able to answer?

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543 Reputation

+20	Efficiently storing real-time intraday data in an application agnostic way
+10	A generic limit order book: What are the most important queries it should be able to answer?
+10	What is the best data structure/implementation for representing a time series?
+10	What benefits are there to employing agile software development methodologies for quants?

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25 Tags

21 time-series × 3	8 database
16 data × 2	8 column-oriented
11 market-data	7 quants
8 software	7 programming
8 performance	7 development

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Quantitative Finance

543 rep

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