DolphinDB articles - 23 total
Introduction to backtesting strategy: Historical data replay in DolphinDB
In DolphinDB, we can import historical data into a stream table in chronological order as “real-time...
Helpful Tools for Quant丨Efficiently Calculate Transaction Costs from Tick Data
The calculation of transaction costs from tick data often involves two tables: trade and nbbo. As...
Mastering Pairwise Correlations Calculation of Securities Through Coding
Calculating pairwise correlations of securities sheds light on the relationship between different...
Accelerating Data Analysis: Embracing the Efficient Query and Aggregation Calculations
Efficient query and calculation capabilities play a pivotal role in handling large-scale datasets,...
High Frequency Data Analysis: Converting High-frequency Signals to Discrete Buy/Sell Signals
In high-frequency trading, we generate high-frequency signals from trade and quote tick data and...
How to Downsample Your Data Efficiently
Tired of spending countless mintues downsampling your data? Look no further! In this article,...
A Simpler Way to Calculate WorldQuant 101 Alphas
The formulas of 101 quantitative trading alphas used by WorldQuant were presented in the paper 101...
DolphinDB to Offer Access to ICE Consolidated Feed and Historical Tick Data
In March 2023, DolphinDB, Inc., a leading provider of time-series databases, and Intercontinental...
Integrating Crypto Market Data From Multiple Sources
Cryptocurrency trading professionals typically use Python, Java, Rust, or C++ for exchange API...
Unified Stream and Batch Processing of WorldQuant 101 Alphas in DolphinDB
In 2015, the formulas of 101 quantitative trading alphas used by WorldQuant were presented in the...
Helpful Tools for Quant丨Efficiently Calculate Transaction Costs from Tick Data
The calculation of transaction costs from tick data often involves two tables: trade and nbbo. As...
Time Zones in DolphinDB
This tutorial introduces how to address time zone-related issues when storing and importing temporal...
Mastering Pairwise Correlations Calculation of Securities Through Coding
Calculating pairwise correlations of securities sheds light on the relationship between different...
Synchronizing Basic Product Data from MySQL with DolphinDB Cached Tables
DolphinDB is a high-throughput distributed time-series database, specially designed for big data...
High Frequency Data Analysis: Working with Pivoting
For high frequency data in financial markets, each record typically holds the information of a stock...
High Frequency Data Analysis: Converting High-frequency Signals to Discrete Buy/Sell Signals
In high-frequency trading, we generate high-frequency signals from trade and quote tick data and...
Accelerating Data Analysis: Embracing the Efficient Query and Aggregation Calculations
Efficient query and calculation capabilities play a pivotal role in handling large-scale datasets,...
What is the Most Efficient Way to Calculate ETF IOPV?
Indicative Optimized Portfolio Value (IOPV, aka iNAV) represents a near real-time view of the net...
Helpful Tools for Quant丨Efficiently Calculate Transaction Costs from Tick Data
The calculation of transaction costs from tick data often involves two tables: trade and nbbo. As the...
A Simpler Way to Calculate WorldQuant 101 Alphas
The formulas of 101 quantitative trading alphas used by WorldQuant were presented in the paper 101...
How to Downsample Your Data Efficiently？
Tired of spending countless mintues downsampling your data? Look no further! In this article, you’ll...
Stream for DolphinDB
The advantages of Stream for DolphinDB over other streaming analytics systems are: High throughput...
DolphinDB Partitioned Database Tutorial
What is DolphinDB? DolphinDB is a super-fast distributed time-series database that offers powerful...