Hi,
I am in the process of setting up my own little analytics database for generating some technical
indicators as well as for options Greek. I wrote the initial technical analysis part in Perl which I found
was too slow when more than one day needs to be processed. So re-wrote it into Octave (clone of
Mat lab) which was faster but querying the result from Octave native files was a pain. So yet again
decided to use a database system to keep the data and chose kdb (trail version for now). However
Octave does not seem to have any interface to kdb, once again I had to go back to Perl and write it
for kdb - which is now fast enough.
As you may realize Perl is not really handy for modeling ( while Octave is ), so although I am done for
now I am realizing this is not perfect for future expansion considering that I have not yet started with
the Options pieces. I was considering the "q" language which works with kdb as a script which seem
to be quite different from any other scripting languages I have used in the past and not as much
readable. I am sure a few of you out there have tacked similar problem as me with the wide choice of
languages out there. Any suggestions which one of these (or something not mentioned here) could
be a winner long term?
Tx
I am in the process of setting up my own little analytics database for generating some technical
indicators as well as for options Greek. I wrote the initial technical analysis part in Perl which I found
was too slow when more than one day needs to be processed. So re-wrote it into Octave (clone of
Mat lab) which was faster but querying the result from Octave native files was a pain. So yet again
decided to use a database system to keep the data and chose kdb (trail version for now). However
Octave does not seem to have any interface to kdb, once again I had to go back to Perl and write it
for kdb - which is now fast enough.
As you may realize Perl is not really handy for modeling ( while Octave is ), so although I am done for
now I am realizing this is not perfect for future expansion considering that I have not yet started with
the Options pieces. I was considering the "q" language which works with kdb as a script which seem
to be quite different from any other scripting languages I have used in the past and not as much
readable. I am sure a few of you out there have tacked similar problem as me with the wide choice of
languages out there. Any suggestions which one of these (or something not mentioned here) could
be a winner long term?
Tx
