DolphinDBdolphindb.hashnode.devยทOct 30, 2024Optimal Storage for Trading Factors Calculated at Mid to High FrequenciesMaintaining a large number of factors is a common challenge in quantitative analysis. In many cases, the volume factor data can far exceed that of high-frequency market data. For example, calculating factor data for a year across 5,000 securities can...factorAdd a thoughtful commentNo comments yetBe the first to start the conversation.
