Discussions and Considerations in Design of Quant Databases
Without data, we cannot make quantitative decisions. All forms of quantitative learning is derivative of statistical approaches. We cannot derive meaningful conclusions without data. However, it is often difficult to know how to store data meaningfully - we have a lot of them - and many traders begin by obtaining data on demand, hindering the quantitative research process.
We introduce discussions, design patterns and limitations of common approaches that quantitative traders use in designing database systems. We propose iterative improvements in the design of increasingly useful and powerful solutions for our quantitative database.
In this 25-page discussion, we do an in-depth discussion of the pros and cons of some initial design patterns and their limitations. We then analyse tools available to us to prelude more desirable solutions in the following versions.
Preview (TOC):
Download 25-Page Discussion Here: (full version with code available will be released in the following weeks for paid readers)
