Tag Archives: Databases

12 new databases from Quandl FREE Data

12 new databases from Quandl FREE Data

We have three new databases for institutional and professional users:

Dry Bulk Freight Forwards Rates

We now offer dry bulk freight forward rates for the major vessel classes. Published by MP Maritime, this database is powered by feeds from FIS sourced continuously from traders all over the world.  This data is valuable, exceptionally difficult to get and the daily update time of 18.45 GMT means it is also extremely timely.  History to 2008.

US Corporate Bonds

Quandl now provides fair-value EOD prices, yields, spreads, DV01s and other metrics for over 13,000 corporate bonds sourced directly from FINRA TRACE by our newest premium vendor, DelphX.  9 years of history means this database can be used as a definitive reference for research or auditing.  The timely 4pm ET update schedule gives institutions an MTM solution at a price 5 to 10 times lower than other providers.  You have trial access»
Point-in-time Earnings Estimates

Quantopian contestants and other alpha-seeking quants take note:  Zack’s newest database offers point-in-time earnings estimates for 5000 companies on a quarter-by-quarter basis back to 2009.  Whatever signals are buried in consensus earnings estimates and their trends can be gleaned from this unbiased historical database.  You have trial access»

Open Data News We have 9 brand new, beautifully organized and completely free cross-country databases from the United Nations Statistical Division, covering Commodity Production, Commodity Trade, Energy, Environment, Food & Agriculture, Gender Statistics, Pollution, Information + Communication Technology, and World Tourism.  We will be adding more databases from UNSD soon.

Around the Web:

– Denes Csala built an interactive data plotter using Quandl and NVD3.
– Aakash Gupta built a Shiny app for technical charting of the Indian stock market.
– Derek Braid built a Meteor app with working ticker search, for the Canadian market.
– Ari Lamstein used Shiny to build boxplots, maps and graphs of violent crime in the US.
– Lekker Logic created and easy-to-use commodity charter using Charts.js and PHP.
– Quinn-Curtis have built a powerful and comprehensive charting package with Quandl as a core data source.
If you’ve built something interesting using Quandl data, please do share!
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Questions for databases tonight: NOSQL vs SQL database smackdown, which one for what?

Questions for databases tonight: NOSQL vs SQL database smackdown, which one for what?

All related about high speed access, throughput for housing tick/bar market time series data in very high volume.

SQL:

Who uses Oracle for high speed live trading and data store? Feedback??

Who uses SQL Server for high speed live trading and data store? Feedback??

Anyone ever do apple to apple comparison between SQL Server and Oracle?

Upper limits of performance hit with MYSQL or Prestgres?

NOSQL:

Who used Cassandara? Anyone still using it?

Overall perspectives of the NOSQL solution?

NOSQL:

Anyone use Redis? Try out the clustering or message queuing?

Anyone see limitation on MongoDB insert throughput? Does it cluster at higher transaction volume? Does it corrupt data?

Anyone ever look other solutions like Aerospike or Cassandra? Looking for same info on the above.

Anyone have any luck with the above limitation NOSQL options:

Roll your own solution:

Which language? Which design patterns? How do you handle message queueing? Clustering? Fail over? Redundancy?]

Anyone ever work with flat files? What language? Any compression algo techniques? Performance issues? How do you manage all of them?

Ever look at a solution like TEA Files in C#?

Performance better overall?

Remember that there is no public playback for this event.  You will only be able to get access here

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LIVE Event: NOSQL vs SQL database smackdown, which one for what?

Monday, Dec 15, 2014, 7:00 PM

Oline via GotoMeeting
GotoMeeting Toronto, ON

11 Members Went

Online Meetup LIVE Event: NOSQL vs SQL database smackdown, which one for what?There are so many databases usedbut what for what reason. I really want to investigate this with others online. If you are interested in our poll on this on popularity, please, visit:http://quantlabs.net/surveys/tick-db/This should also cover the experience with pros a…

Check out this Meetup →

LIVE Event: NOSQL vs SQL database smackdown, which one for what?

Monday, Dec 15, 2014, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

23 Researching Traders Went

Online Meetup LIVE Event: NOSQL vs SQL database smackdown, which one for what?There are so many databases usedbut what for what reason. I really want to investigate this with others online. If you are interested in our poll on this on popularity, please, visit:http://quantlabs.net/surveys/tick-db/This should also cover the experience with pros a…

Check out this Meetup →

LIVE Event: NOSQL vs SQL database smackdown, which one for what?

Monday, Dec 15, 2014, 7:00 PM

13 Members Went

Check out this Meetup →

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

How does Aerospike compare vs Redis and other NOSQL databases?

How does Aerospike compare vs Redis and other NOSQL databases?

From their business manager:

http://stackoverflow.com/questions/24482337/how-is-aerospike-different-from-other-key-value-nosql-databases

Thanks to him for sending

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Here are some further thoughts of comparison of Redis vs Erlang NOSQL databases: Couchbase Mnesia Riak

Here are some further thoughts of comparison of Redis vs Erlang NOSQL databases: Couchbase Mnesia Riak

These are even more confusing but helps for resolution here:

Couchbase vs Redis

Couchbase master to master replication unique and also has no locking concepts!

http://db-engines.com/en/system/Couchbase%3BRedis

SImple for Redis:

For example, if you were working on a high performance algorithmic trading and you were pulling ticker prices out of a firehose and needing to store them at an insane rate so they could be processed, Redis is exactly the kind of datastore you would want to turn to for that — definitely not Mongo, CouchDB or MySQL.

http://rick-hightower.blogspot.ca/2014/04/well-put-when-should-you-use-mongodb-vs.html

This is also outdated

 

Booto Couchbase:

Memcached vs. Couchbase:
We compared the performance of a standard Memcached (1.4.x) server with a Couchbase server (not version 2) and saw ~40% performance degradation with Couchbase.  This is mainly because Couchbase doesn’t not serve all the items from in-memory.

Yeh to Redisl

But Memcached can also run over a multi-threaded architecture, so unless you shard your Redis dataset, Memcached should have performance advantages here.
That said, Redis supports pipelining, which is ~x5 faster than without pipelining, and Memcached doesn’t support pipelining capability.

Memory is cheap for this via a local server:

The one downside of Redis is the memory overhead. You need 2X RAM to store X data. Memcached is a little more efficient & transparent with memory organization – you can examine the slabs, etc.

http://www.quora.com/Performance/Does-Redis-or-Couchbase-noSQL-have-total-higher-throughput-when-used-as-a-memcached-replacement

This article could resell you on Couchbase:

http://www.computing.co.uk/ctg/news/2330148/viber-explains-why-it-ditched-mongodb-and-redis-in-favour-of-couchbase

It sounds like a NO to Mnesia:

  • Erlang only interface
  • Tables limited to 2GB
  • Deadlock prevention scales poorly
  • Network partitions are not automatically handled, must recombine tables automatically

http://nosql.mypopescu.com/post/711855931/all-erlang-riak-and-mnesia

Confused? Maybe I should start with Couchbase for the Erlang since it SHOULD be easier to integrate. I also like the lockless capability and they do cover all the major language bindings I want.

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How to install Redis into Erlang

 

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Redis could be better choice for tradng over MongoDB NOSQL if you using Erlang but they got databases to (call me extra confused)

Redis could be better choice for tradng over MongoDB NOSQL if you using Erlang but they got databases to (call me extra confused)

The weakness could be overcome as you run multiple instances on this for Redis
http://redis.io/topics/partitioning

The deal breaker for Redis over Mongo:

Maybe Redis is better due to MongoDB Erlang drivers are community driven

http://docs.mongodb.org/ecosystem/drivers/

Erlang database options but never tested:

Why big companies use Mnesia instead of using Riak or CouchDB – Stack Overflow

http://stackoverflow.com/questions/23180484/why-big-companies-use-mnesia-instead-of-using-riak-or-couchdb

3 database for Erlang Mnesia Riak and CouchDB
https://www.erlang-solutions.com/products/riak-nosql-database

(looking for opinions here)

historical trend of the popularity ranking of database management systems

http://db-engines.com/en/ranking_trend

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Vitesse: Using LLVM To Speed Up Databases like my PostGres SQL

Vitesse: Using LLVM To Speed Up Databases like my PostGres SQL

This was sent in by Skype user so thanks to him for sending

Vitesse: Using LLVM To Speed Up Databases

I call my solution SQL Server 2014 which is fast and professional for future use.

http://www.phoronix.com/scan.php?page=news_item&px=MTgxNzI

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Are key databases like FlockDB from Twitter Goldman Sachs SecDB or TEAFiles key to your high speed trading system aka HFT ?

Check out these projects which massively helped out these operations:

Twiiter:  http://en.wikipedia.org/wiki/FlockDB https://github.com/twitter/flockdb

This is respected database that couild be used fpr trading but don’t count on it

This could be a secret weapon for Goldman Sachs:

Is success of Goldman Sachs in HFT and quant development with Slang/SecDB no different than Erlang/Oracle Berkeley DB?

I little birdie told me they moved to Ruby on Rails but I would asume that is the front but still with SecDB on the back end.

Where do you think high speed kdb came from? Uh. Morgan Stanley: http://en.wikipedia.org/wiki/K_%28programming_language%29

In essenvce Redis will not cut it where a homegrown version is need with graph and NOSQL with a query language is needed. Being C and cross platform helps.

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Webinar on using Matlab Production Server for Financial Application with financial analytics into Excel SAS databases, and Hadoop big data , and web applications

 

Webinar on using Matlab Production Server for Financial Application with financial analytics into Excel SAS databases, and Hadoop big data , and web applications

Here is the best sample use for this powerful product:

http://www.mathworks.com/videos/matlab-production-server-for-financial-applications-81937.html

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TONIGHT SQL Databases with MYSQL SQL Server NOSQL MongoDB with Automated Trading Systems webinar with quant and HFT potential

HI there

Here are the details for tonite’s Workshop event on :
I have my last LIVE workshop event for 2013 for tonight at 7 PM Eastern Time:

Quant Members Workshop schedule for Trading Infrastructure: Databases like MYSQL or SQL Server for automated trading systems – See more at: https://quantlabs.net/blog/2013/11/quant-members-workshop-schedule-for-trading-infrastructure-databases-like-mysql-or-sql-server-for-automated-trading-systems/#sthash.3huP3TVZ.dpuf

 

Login details at:

….

Hope you can make it out!

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Bryan

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Details for this week including Tonite on Visualization Charting and Thursday Dec 19 on SQL Databases in Automated Trading Systems

Details for this week including Tonite on Visualization Charting and Thursday Dec 19 on SQL Databases in Automated Trading Systems

 

Visualization in Automated Trading Systems

 

1.  Please join my meeting, Monday, December 16, 2013 at 7:00 PM Eastern Standard Time.

 

2.  Use your microphone and speakers (VoIP) – a headset is recommended.  Or, call in using your telephone.

 

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Online Meetings Made Easy®

 

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——-

SQL Databases with Automated Trading Systems

1.  Please join my meeting, Thursday, December 19, 2013 at 7:00 PM Eastern Standard Time.

 

—-

2.  Use your microphone and speakers (VoIP) – a headset is recommended.  Or, call in using your telephone.

 

—-

 

Not at your computer? Click the link to join this meeting from your iPhone®, iPad® or Android® device via the GoToMeeting app.

 

Replay videos will be after the LIVE sessions

Thanks Bryan

Wan access? Join here

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!