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Also, consider overhead per row. You really need to take this into mind to keep your storage concerns in mind. I'm talking about things like this: https://dev.mysql.com/doc/refman/5.5/en/innodb-physical-record.html...

You're arguing against an *if statement*. Please show me your code that has no if statements (or other conditionals) in it. You either handle multiple conditions or you don't and if your code doesn't then it's trivial. If it's all hidden behind an API or another layer of abstraction then they're...

I honestly think you should just change your timeframe. I don't know if you're trading intraday but if you are and you're also undergoing chemo I would stop trading on anything lower than the daily. IMO the other things going on outside of trading probably have a far stronger effect then the...

Not really. You're simply representing flaggable states as class variables. If you want it to be better you'd have the class user register callbacks for each particular event and dispatch as the events arrive. This is old hat stuff man. This is false. A switch statement results in a jump table...

HDF5 is basically a portable Btree format that's optimized for interchangeability. If you don't need to send the data to other people but want the benefits of a Btree you should use something like BerkeleyDB which will outperform hdf5 and also automatically maintain its Btree space. There's a...

The idiomatic way of handling different events is to have events be enumerated values and use a switch statement. Sure modern compilers will undoubtly optimize that if cascade to a jump stable but a switch/case statement is more clear.

You're asking for a portable standard or generic study API within a space that doesn't even remotely consider portability to be important. It can be done, but not without writing the entire API and wrapper libraries yourself and it'll suffer from implementation holes where one platform supports...

For shits and grins, here's the ratio spread on the monthly: I think the late 2017 shift might be related to this: https://www.bloomberg.com/news/articles/2017-09-12/vanguard-reit-etf-gets-a-new-index-but-nobody-knows-what-s-next

Everyone here knows how you feel. Use this as an opportunity to remind yourself that if you do see something that looks too good to be true you should assume a bug somewhere until proven otherwise :D

Are you the old fart here? :) I'll say this: if you're still at the point that a filesystem based structure continues to scale then you're probably not at the point where you need an industrial grade solution. This isn't a bad thing, it's actually a good thing because it means your dataset (or...

I have experience with this given my own custom solutions using opensource software. 1. How much data are talking and at what resolution/update interval? 2. Do you need transactionality on updates? 3. How will you query the data? Adhoc random access for backtesting and the like or bulk...

Please run my MA-CROSS-784 system Gambit. If it makes money I will need you to pay me 5000$ per contract from your profits. If it doesn't, my apologies and happy holidays.

And when it comes down to it GAT isn't even selling something black-box. He's selling a book for people to learn techniques from, not an opaque money printing machine.

The "last word" of course. He of course completely forgets about the fact that any potential customers will do their due diligence and potentially factor that in their decisions to do business with him.

The problem here is that while there may be differing classes of posters (admins, sponsors, general users) each class is supposed to be held to a higher standard of behavior. I have no issue whatsoever with sponsors debating/arguing with non-sponsor users - that's healthy and expected. I do have...

I suggest you banish this term from your cranium.

You sure must enjoy working.

First, during the period from January 2014 to April 2014, two traders employed by DV Trading rapidly created a position and then liquidated that position opposite each other at the same price. Second, during the period from June 2014 through July 2015, a single trader repeatedly entered opposing...

The problem with sugar vs rate spreads is that the sugar spreads referred to are intramarket and the rate spreads are inter-market with ratios that can change. This is a total hairshirt to deal with if the ratios change mid-timeframe somewhere (let alone if someone were simply just charting it...

You and me both. I'm waiting for the same thing you are but so far it's been a bastard to me more than once the past couple of years.