Investment research and trading

Discussion of how data management and analytic technologies are used in trading and investment research. (As opposed to a discussion of the services we ourselves provide to investors.) Related subjects include:

May 20, 2015

MemSQL 4.0

I talked with my clients at MemSQL about the release of MemSQL 4.0. Let’s start with the reminders:

The main new aspects of MemSQL 4.0 are:

There’s also a new free MemSQL “Community Edition”. MemSQL hopes you’ll experiment with this but not use it in production. And MemSQL pricing is now wholly based on RAM usage, so the column store is quasi-free from a licensing standpoint is as well.

Read more

May 2, 2015

Notes, links and comments, May 2, 2015

I’m going to be out-of-sorts this week, due to a colonoscopy. (Between the prep, the procedure, and the recovery, that’s a multi-day disablement.) In the interim, here’s a collection of links, quick comments and the like.

1. Are you an engineer considering a start-up? This post is for you. It’s based on my long experience in and around such scenarios, and includes a section on “Deadly yet common mistakes”.

2. There seems to be a lot of confusion regarding the business model at my clients Databricks. Indeed, my own understanding of Databricks’ on-premises business has changed recently. There are no changes in my beliefs that:

However, I now get the impression that revenue from such relationships is a bigger deal to Databricks than I previously thought.

Databricks, by the way, has grown to >50 people.

3. DJ Patil and Ruslan Belkin apparently had a great session on lessons learned, covering a lot of ground. Many of the points are worth reading, but one in particular echoed something I’m hearing lots of places — “Data is super messy, and data cleanup will always be literally 80% of the work.” Actually, I’d replace the “always” by something like “very often”, and even that mainly for newish warehouses, data marts or datasets. But directionally the comment makes a whole lot of sense.

Read more

December 31, 2014

Notes on machine-generated data, year-end 2014

Most IT innovation these days is focused on machine-generated data (sometimes just called “machine data”), rather than human-generated. So as I find myself in the mood for another survey post, I can’t think of any better idea for a unifying theme.

1. There are many kinds of machine-generated data. Important categories include:

That’s far from a complete list, but if you think about those categories you’ll probably capture most of the issues surrounding other kinds of machine-generated data as well.

2. Technology for better information and analysis is also technology for privacy intrusion. Public awareness of privacy issues is focused in a few areas, mainly: Read more

September 21, 2014

Data as an asset

We all tend to assume that data is a great and glorious asset. How solid is this assumption?

*”Our assets are our people, capital and reputation. If any of these is ever diminished, the last is the most difficult to restore.” I love that motto, even if Goldman Sachs itself eventually stopped living up to it. If nothing else, my own business depends primarily on my reputation and information.

This all raises the idea – if you think data is so valuable, maybe you should get more of it. Areas in which enterprises have made significant and/or successful investments in data acquisition include:  Read more

May 6, 2014

Notes and comments, May 6, 2014

After visiting California recently, I made a flurry of posts, several of which generated considerable discussion.

Here is a catch-all post to complete the set.  Read more

March 23, 2014

DBMS2 revisited

The name of this blog comes from an August, 2005 column. 8 1/2 years later, that analysis holds up pretty well. Indeed, I’d keep the first two precepts exactly as I proposed back then:

I’d also keep the general sense of the third precept, namely appropriately-capable data integration, but for that one the specifics do need some serious rework.

For starters, let me say: Read more

February 2, 2014

Some stuff I’m thinking about (early 2014)

From time to time I like to do “what I’m working on” posts. From my recent blogging, you probably already know that includes:

Other stuff on my mind includes but is not limited to:

1. Certain categories of buying organizations are inherently leading-edge.

Fine. But what really intrigues me is when more ordinary enterprises also put leading-edge technologies into production. I pester everybody for examples of that.

Read more

April 25, 2013

Analytic application themes

I talk with a lot of companies, and repeatedly hear some of the same application themes. This post is my attempt to collect some of those ideas in one place.

1. So far, the buzzword of the year is “real-time analytics”, generally with “operational” or “big data” included as well. I hear variants of that positioning from NewSQL vendors (e.g. MemSQL), NoSQL vendors (e.g. AeroSpike), BI stack vendors (e.g. Platfora), application-stack vendors (e.g. WibiData), log analysis vendors (led by Splunk), data management vendors (e.g. Cloudera), and of course the CEP industry.

Yeah, yeah, I know — not all the named companies are in exactly the right market category. But that’s hard to avoid.

Why this gold rush? On the demand side, there’s a real or imagined need for speed. On the supply side, I’d say:

2. More generally, most of the applications I hear about are analytic, or have a strong analytic aspect. The three biggest areas — and these overlap — are:

Also arising fairly frequently are:

I’m hearing less about quality, defect tracking, and equipment maintenance than I used to, but those application areas have anyway been ebbing and flowing for decades.

Read more

April 23, 2013

MemSQL scales out

The third of my three MySQL-oriented clients I alluded to yesterday is MemSQL. When I wrote about MemSQL last June, the product was an in-memory single-server MySQL workalike. Now scale-out has been added, with general availability today.

MemSQL’s flagship reference is Zynga, across 100s of servers. Beyond that, the company claims (to quote a late draft of the press release):

Enterprises are already using distributed MemSQL in production for operational analytics, network security, real-time recommendations, and risk management.

All four of those use cases fit MemSQL’s positioning in “real-time analytics”. Besides Zynga, MemSQL cites penetration into traditional low-latency markets — financial services (various subsectors) and ad-tech.

Highlights of MemSQL’s new distributed architecture start: Read more

April 1, 2013

Some notes on new-era data management, March 31, 2013

Hmm. I probably should have broken this out as three posts rather than one after all. Sorry about that.

Performance confusion

Discussions of DBMS performance are always odd, for starters because:

But in NoSQL/NewSQL short-request processing performance claims seem particularly confused. Reasons include but are not limited to:

MongoDB and 10gen

I caught up with Ron Avnur at 10gen. Technical highlights included: Read more

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