Big Data Backup to S3 Glacier via Java SDK with Spend Evaluation

Why use AWS Glacier for big data backup? It’s exceedingly inexpensive to archive data for disaster recovery on Glacier. AWS Glacier is only US$0.004 per GB/mo, and their SDK is beautiful. Here I outline a pricing matrix for cloud storage providers, and I take a look at the Java SDK for working with AWS Glacier to effectively archive 200GB a week.

Cluster Computing – Benchmarking Local Storage

Given a cluster computing rig of twenty-eight processors, each can have either a USB 2.0 or microSD local flash storage. Which type of flash and maker is the fastest? Make the wrong choice and the cluster is painfully slow. Not all microSD cards or USB drives are made the same, and interestingly random read and write speeds vary wildly. Here I test several storage configurations with striking benchmark results.

Experience with Inexpensive MicroSD Cards

For the cluster computing project I’m working on, I need 28 microSD cards. There was an AliExpress sale with good reviews, so I ordered a batch of 30 microSD cards, and at a great price point at the time. As long as the cards are Class 10 and work then we should be good, right? Results: Half are fake or defective. The rest are painfully slow. No refunds.

Cleaning Raw Candle Data for Time-Series Analysis

Problem: How to clean the raw OHLCV candle data from the broker for time series analysis? Suppose we have an autonomous program that prioritizes and continually downloads the latest minute and day candles, as well as periodically gets new symbols from the broker. The problem is that the candles are not guaranteed to be full-period […]

Acquiring Candle Data for Quantitative Financial Analysis Research

This would make a good interview question: There are about 120,000 public North American securities, bonds, rights, and index symbols. You have a paid API that can access all of them in OHLCV format if they are quotable. There are two critical API constraints: 15,000 calls per hour 20 calls per second Napkin math Minute […]