Let’s Build a Compact, High-Performance Compute Cluster – Planning

Let’s motivate taking up parallel computing and putting in the research time, taking the Coursera and Udemy courses, learning new cluster compute paradigms and frameworks, assembling a physical hardware machine, and yeah, spending thousands of dollars on the hardware with a fun little problem: 1. Motivation: All-Pairs Financial Time Series Correlations Say we have historic […]

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 […]