Setting up analytics : technology choices

jfrayit

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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
 
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