Re: [ROOT] TTree modification

From: Rene Brun (Rene.Brun@cern.ch)
Date: Mon Feb 26 2001 - 17:34:59 MET


Hi Eddy,
Thanks for this posting. I should have mentionned your option of
having Trees in parallel, of course the best solution.

Rene Brun

Eddy Offermann wrote:
> 
> Hi Anton,
> 
> Over the weekend I saw that you used an example of data mining in the financial
> environment to argue your point of view concerning insertion/deletion
> of tree entries.
> Well let's persue that a little bit more. So data is coming from providers
> like Reuters, Bloomberg. CantorFitz, GL ...... The list can be extended quite
> a bit. Now the first thing to wonder about is why so many. Well many
> will provide tick data on the same commodity/equity/option but unfortunately
> not agree/ have data missing.
> 
> That is the real-time aspect of it. In addition you want to store historical
> data which will come from again other vendors.
> 
> If you want to build the "perfect" database for commodity x, you will most
> likely use statistical tests to decide which feed is right and store its
> entry in your "perfect" database (who is right is time dependent).
> 
> To make a long story short:
> 1) You will have to store all the incoming information as is, you do not
>     want to alter the "raw" data
> 2) Your data used for simulation / prediction is a combination of the
>     different sources. You might change the selection algorithm over time.
> 3) Records from vendors changing previous data constitute only a small
>     part of your data. So why not have besides your usual tree another
>     tree containing "corrections". Each time you load data from the tree
>     you check if corrections are available. If the number gets too large
>     you will create a new tree incorporating them.
> 
> I have seen you raise again the point of manpower on the ROOT project but in the
> same breath you mention inefficient management of these large-scale experiments.
> So what do you want ?
> 
> It is only natural that the ROOT team listens closely to the wishes of the
> physics community. An easy way to put your mark on the project is to open
> a can with programmers at Fortis-bank and implement your vision. Because
> let's face it at the moment you and I have a free ride using the ROOT team.
> 
> Eddy Offermann
> Renaissance Technologies Corp.
> Route 25A, East Setauket NY 11733
> e-mail: eddy@rentec.com
> http://www.rentec.com



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