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2011 Year in Review: Market Tackles Soaring Data Volumes as Volatility Spikes

2011 Year in Review: Market Tackles Soaring Data Volumes as Volatility Spikes 2011 Year in Review: Market Tackles Soaring Data Volumes as Volatility Spikes Start a 4 week free trial Try WatersTechnology.com’s premium content for a limited period. Register now for your FREE 4 week trial. *not available to previous trialists or subscribers. Receive WatersTechnology’s …

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Tick Data Storage, Treatment (NaNs, Spikes, Missing Data) for Quant Analysis

Tick Data Storage, Treatment (NaNs, Spikes, Missing Data) for Quant Analysis Anyone out here use MATLAB and kdb+ for investigating algo-trading? I’d like some tips about treating tick data. What are the dangers of downsampling, smoothing and handling missing data, are there any — I have done a lot of work in tick level analysis. …

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Tick Data Storage, Treatment (NaNs, Spikes, Missing Data) for Quant Development and Analysis

Tick Data Storage, Treatment (NaNs, Spikes, Missing Data) for Quant Development and Analysis Anyone out here use MATLAB and kdb+ for investigating algo-trading? I’d like some tips about treating tick data. What are the dangers of downsampling, smoothing and handling missing data, are there any best practices to follow? I have done a lot of …

Tick Data Storage, Treatment (NaNs, Spikes, Missing Data) for Quant Development and Analysis Read More »

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