F. Michael Waas

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The integration of historical data has become one of the most pressing issues for the financial services industry: trading floors rely on real-time analytics of ticker data with very strong emphasis on speed, not scale, yet, a large number of critical tasks, including daily reporting and back-checking of models, simultaneously put emphasis on scale. As a(More)
Wall Street's trading engines are complex database applications written for time series databases like kdb+ that uses the query language Q to perform real-time analysis. Extending the models to include other data sources, e.g., historic data, is critical for backtesting and compliance. However, Q applications cannot run directly on SQL databases. Therefore,(More)
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