Re: CL vs. K/KDB or efficient analysis of financial time series

>Suppose I have a stock price time series of a million or more entries.
>I'm looking to backtest a trading strategy over all these price points.
>
>...
>
>Apparently,
>simple table scans on over one billion trades (e.g. select max price
>from trades) can be done in less than a second with K.

I assume you will spend more than a second thinking of a new trading
strategy and describing it with sufficient precision for your program
to be able to test it. If it takes several minutes for you to do your
part, is it so important for the program to do its part in under a
second?

Write your program. Use it. If it's too slow, you can always change its
scanning method later.

.

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