Hi Rene and Eddy, > Thanks for this posting. I should have mentionned your option of > having Trees in parallel, of course the best solution. That's what we call mafia in Russia :) Anton PS. Of course this is the best solution but only if you can not modify entries :)) http://www.smartquant.com ----- Original Message ----- From: Rene Brun <Rene.Brun@cern.ch> To: Eddy Offermann <eddy@rentec.com> Cc: <anton.fokin@smartquant.com>; <roottalk@pcroot.cern.ch> Sent: Monday, February 26, 2001 5:34 PM Subject: Re: [ROOT] TTree modification > > 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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