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100% makes sense, it depends what you're looking for. There are however lots of time-series that do change in Finance, e.g. valuations, estimates, alt-data (an
by jjmunro 2y ago
100% makes sense, it depends what you're looking for.
There are however lots of time-series that do change in Finance, e.g. valuations, estimates, alt-data (an obvious one is weather predictions). The time-travel feature can being super useful outside of external data changing as well, as an audit-log, and as a way to see how your all-time evaluations have changed (say backtests).
- nzjrs 2y agoId be interested to hear how often you have your team use this to also store historical backtest results as people iterate on strategies.
- dnadler 2y agoI’ve never seen it used for backtests personally. Generally backtested results are saved as a batch of variants following some naming convention as different symbols.
- jjmunro 2y agoSo, yes, separating the use-cases out... You would use some convention for naming and parametrising backtests, 'different' backtests would get stored separately. But once you start updating backtests, running them in a loop with changing data, that's when the time-travel feature starts to be useful.
- dnadler 2y agoYeah, that’s fair, and something you basically get for free. Also, hi James! :)
- jjmunro 2y agoIt's a primary use-case.