HangukQuant Research

HangukQuant Research

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HangukQuant Research
Improving Our Database Service
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Improving Our Database Service

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HangukQuant
Oct 09, 2022
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HangukQuant Research
HangukQuant Research
Improving Our Database Service
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Previously, we shared works in creating a database for our quantitative data in MongoDB with Python, and created a database service class to seamlessly work with dataframes and read/write to our database.

HangukQuant’s Newsletter
(117 Pages) Design and Implementation of a Quant Database
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3 years ago · 7 likes · 2 comments · HangukQuant

With a few tricks, we managed to achieve a fair performance. However, can we make it more performant?

This week, we publish a new paper that improves upon our data service classes to accomplish the same benchmark in just 1 minute without using a multi-core approach! Using asyncio, we share tips and tricks to ensure our CPU is used efficiently, bringing us closer to a efficient quant toolset.

Additionally, we improve the code structure to include different data engines, bringing us closer to a production worthy setup.

The paper & code files are available here:

https://hangukquant.thinkific.com/courses/retrieval-of-financial-data-and-implementation-of-quant-db

For those who have already obtained this course, no further action is required - the lessons and code files are added as a new chapter. Note that some technical depth is required to understand the code presented here.

For paid readers, here is your full report (34 pages):

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