jjmunro

6 ms·

1. 1.▲
   by jjmunro 2y ago

   Will improve.
2. 2.▲
   by jjmunro 2y ago

   We do have a specialist time-series index, optimised for things like tick-data. It compresses fairly well but we generally optimise for read-time. Not all over the place random-access, but slicing out date-ranges. There are two layers of
3. 3.▲
   by jjmunro 2y ago

   So, 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
4. 4.▲
   by jjmunro 2y ago

   It's a primary use-case.
5. 5.▲
   by jjmunro 2y ago

   That's fair feedback. A direct parquet comparison in the presentation would have been useful.
6. 6.▲
   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 su
7. 7.▲
   by jjmunro 2y ago

   Hi. I'm the presenter. Thanks for the interest. Opinions here are my own. I'll put in a TLDR as the presentation is quite long. The other thing I'd like to say was that QCon London impressed me, the organisers spent time ensu