When you use Windows OS, including a VPS as discussed here you do need a valid Microsoft license. Some companies charge it explicitly because they...
Insightful, do you have a link to the SocGen piece? Thanks
Well, I would not want to wait for minutes or hours to download tick based data through an sdk for backtesting. I can specify symbols and a start...
That's how things are done in the scientific community. In sample training data. Model choosing and hyper parameter optimizations on validation...
It did not work out or why did you stop what you described doing?
The same could be said about Linux, developed and improved in an open source community ecosystem giving Microsoft a hard time ;-) Clickhouse is...
Very good points and I agree with you on everything. Just to clarify, I am not using the database for any execution related work. My algorithms...
I do not quite understand why you want to optimize hyperparameters in a forward test. This is done on historical data, otherwise how do you want...
Market dynamics in different time frames can and often are very different. There should not be a surprise that results greatly differ. Not just...
SQL is not the underlying engine, it is just the query language. Clickhouse for example offers SQL-like query capabilities but has nothing...
Fair, Hetzner is probably not a fair comparison with your service. They are targeting different clientele. Having said that I do not believe in...
I can't disagree more. Most all senior traders in prop teams at banks spend a majority of their time talking to mates at different banks,...
Your servers appear incredibly expensive especially given they are vps instances. Hetzner charges a fraction for their offerings. Screen based...
That idea does not work for me because I use multiple language bindings for different projects such as one in c#, and pandas dfs and c# don't...
Got it, and that may make sense for your use case. What I worry about is that if I added an additional column that denotes the instrument Id then...
Hello everyone, my first post. I am an algorithmic trader and have so far stored my temporal sequence data in my own binary file data store. I am...
Separate names with a comma.