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RSS订阅原创 《Compilers: Principles, Techniques, & Tools》读书笔记
CompilerProgramming languages are notations for describing computations to people and to machines.Before a program can be run, it first must be translated into a form in which it can be executed by a computer.The software systems that do this translat..
2021-04-23 20:50:42
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原创 理解流表对偶性duality in database
OverviewFrom [1], DolphinDB天然具备流表对偶性，支持使用SQL语句进行数据注入和查询分析。Duality in MathematicsIn mathematics, a duality translates concepts, theorems or mathematical structures into other concepts, theorems or structures, in a one-to-one fashion, often (but not a..
2021-04-23 20:47:26
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原创 理解auto-tuning in database
OverviewA variety of ongoing industrial research efforts attempt to improve the ablility of a DBMS to make tuning decisions.Database tuningDatabase tuning describes a group of activities used to optimize and homogenize the performance of a database...
2021-04-23 20:45:46
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原创 20210412-20210418房事报告
Overview房住不炒，不改房事重大!以贝壳数据为基础，分析当前二手房数据，一窥房事究竟20210418当日数据截止20210418，国内共有29个省的150个城市公布了二手房在售数据。全国累计在售二手房共3813673套；平均每个城市25424套；其中排名前十的城市为：Items省份城市在售二手房数量0重庆重庆1629171天津天津1433522辽宁沈阳1348943四川成都1294364江苏南京110475
2021-04-20 09:11:35
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原创 20210401-20210411房事报告
Overview房住不炒，不改房事重大!以贝壳数据为基础，分析当前二手房数据，一窥房事究竟20210411当日数据截止20210411，国内共有29个省的149个城市公布了二手房在售数据。全国累计在售二手房共3767055套；平均每个城市25282套；其中排名前十的城市为：Items省份城市在售二手房数量0重庆重庆1636221天津天津1423132辽宁沈阳1322003四川成都1292104江苏南京109776
2021-04-19 09:48:13
283
原创 20210301-20210331房事报告
Overview房住不炒，不改房事重大!以贝壳数据为基础，分析当前二手房数据，一窥房事究竟20210331当日数据截止20210331，国内共有29个省的146个城市公布了二手房在售数据。全国累计在售二手房共3725228套；平均每个城市25515套；其中排名前十的城市为：Items省份城市在售二手房数量0重庆重庆1628211天津天津1407472四川成都1290573辽宁沈阳1279404江苏南京108148
2021-04-17 10:19:27
379
原创 20210201-20210228房事报告
Overview房住不炒，不改房事重大!以贝壳数据为基础，分析当前二手房数据，一窥房事究竟20210228当日数据截止20210228，国内共有29个省的143个城市公布了二手房在售数据。全国累计在售二手房共3658291套；平均每个城市25582套；其中排名前十的城市为：Items省份城市在售二手房数量0重庆重庆1657331天津天津1341772四川成都1290073辽宁沈阳1208004江苏南京105285
2021-04-16 09:12:01
365
原创 20210101-20210131房事报告
Overview房住不炒，不改房事重大!以贝壳数据为基础，分析当前二手房数据，一窥房事究竟20210131当日数据截止20210131，国内共有29个省的141个城市公布了二手房在售数据。全国累计在售二手房共3600920套；平均每个城市25538套；其中排名前十的城市为：Items省份城市在售二手房数量0重庆重庆1676921天津天津1320572四川成都1300573辽宁沈阳1163144江苏南京103700
2021-04-15 09:39:16
346
原创 20201201-20201231房事报告
Overview房住不炒，不改房事重大!以贝壳数据为基础，分析当前二手房数据，一窥房事究竟20201231当日数据截止20201231，国内共有29个省的136个城市公布了二手房在售数据。全国累计在售二手房共3597737套；平均每个城市26453套；其中排名前十的城市为：Items省份城市在售二手房数量0重庆重庆1635341四川成都1329952天津天津1320483辽宁沈阳1144634江苏南京103786
2021-04-14 11:30:18
350
原创 理解Axes&Backend in matplotlib
Axis vs. Axes in matplotlibAxis is the axis of the plot, the thing that gets ticks and tick labels;Axes is the area your plot appears in;Which mean axes is not the plural form of axis, it actually denotes the plotting area, including all axis.Comm..
2021-04-13 13:39:12
324
原创 理解subplot() vs. subplots() in matlabplot
subplotmatplotlib.pyplot.subplot(*args, **kwargs)Add an Axes to the current figure or retrieve an existing Axes.理解Axes in matplotlib
2021-04-13 09:55:50
345
原创 《Database Internals: A Deep-Dive into How Distributed Data System Work》读书笔记
OverviewTerminology can sometimes be ambiguous and hard to understand without a complete context.Distinction among the DBMS in terms of :a storage medium:MemoryIn-memory DBMS (main memory DBMS) store data primarily in memory and use the disk for..
2021-04-12 11:28:53
958
原创 理解fanout in database
OverviewFanout is the maximum allowed number of children per node.Fan-outIn digital electronics, the fan-out is the number of gate inputs driven by the output of another single logic gate.The maximum fan-out of an output measures its load-driving c..
2021-04-12 11:26:41
768
原创 理解slotted page
Overview理解access pointer vs. access memoryA slotted page has a fixed-size header that holds important information about the page and cells.[外链图片转存失败,源站可能有防盗链机制,建议将图片保存下来直接上传(img-V2DpY0S7-1618197840390)(slotted%20page)]Slot in Computer Architectur..
2021-04-12 11:24:47
816
原创 理解overhead&reclaim&layout in computer
OverheadOverhead is any combination of excess or indirect computation time, memory, bandwidth, or other resources that are required to perform a specific task.It is a special case of engineering overhead.Reclaim Wasted SpaceReclaim means retrieve o..
2021-04-12 11:23:32
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原创 理解access pointer vs. access memory
Overview访问指针和直接访问内存有何区别？C and C++ distinguish themselves from many other languages by permitting direct access to memory through the use of pointers.PointerPointer is an object in many programming languages that stores a memory address.Summaryp..
2021-04-12 11:22:18
338
原创 《The Design and Implementation of Modern Column-Oriented Database System》读书笔记
OverviewDatabase system performance is directly related to the efficiency of the system at storing data on primary storage (e.g., disk) and moving it into CPU registers for processing.Data transfer costs from storage are often the major performance bot..
2021-04-12 11:20:15
1038
原创 理解Difference Disk VS. MainMemory & FTL
SectorThe smallest transfer unit of a spinning drive is a sector, so when some operation is performed, at least an entire sector can be read or written. Sector size typically range from 512 bytes to 4 Kb.FTLThe part of a flash memory controller resp..
2021-04-12 11:19:12
279
原创 理解VectorWise about column-oriented database
OverviewMany problems of MonetDB were addressed by a new system, developed in the same research group at CWI, called VectorWise.The main innocatio in VectorWise is its vectorized execution model which strikes a balance between full materialization of i..
2021-04-12 11:17:31
367
原创 理解MonetDB about column-oriented database
OverviewMonetDB is designed from scratch focusing on handling analytical workloads efficiently on modern hardware.Column-at-a-timeMonetDB stores data one column-at-a-time both in memory and on disk and exploits bulk processing and late materializati..
2021-04-12 11:16:32
350
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原创 理解buffer pool in computer
Memory poolMemory pools (also called fixed-size blocks allocation) is the use of pools for memory management that allows dynamic memory allocation comparable to malloc or C++'s operator new.Many real-time operating systems use memory pools.PoolA po..
2021-04-12 11:14:34
251
原创 理解自由现金流
Overview段永平谈价值投资，买股票就是买公司，买公司就是买公司的未来现金流折现。虽说自由现金流是毛估估的起作用，但是学习它是需要准确、定量。自由现金流 Free Cash Flow自由现金流(Free Cash Flow, FCF)作为一种企业价值评估的体系。自由现金流概念的思想先河由Franco Modigliani 和Mertor Miler于1958年提出的关于资本结构的MM理论重新诠释了企业目标是价值最大化，并非新古典经济学所述的“利润最大化”。1986年由美国西北大学的拉..
2021-04-11 17:32:25
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原创 理解C-Store about column-oriented database
OverviewIn C-Store, the primary representation of data on disk is as a set of column files which is called “read optimized store (ROS)”.Each column-file contains data from one column, compressed using a column-specific compression mothod, and sorted ac..
2021-03-31 18:15:40
550
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原创 理解physical page||main memory in Computer
PageA page, memory page or virtual page is a fixed-length contigous block of virtual memory, described by a single entry in the page table.It is the smallest unit of data for memory mangement in a virtual memory OS.A page frame is the smallest fixed-l..
2021-03-31 18:14:45
476
原创 理解projectivity in database
OverviewFrom [1], projectivity is percentage of a tuple that is read.ProjectivityFrom collins, it means the capacity for projection.projection:countable noun: a projection is an estimate of a future amountuncountable noun: The projection of a fi..
2021-03-31 18:13:40
281
原创 理解transfer bandwidth per avaible byte&disk bandwidth & sequential access & random access
Dirve or diskFrom [2], the hard drive is where a computing device stores data for the long term.From techterms, a drive is a computer component used to store data. It may be a static device or may use removable media.Why are computer drives called “dr..
2021-03-31 18:12:21
586
原创 理解run-length encoded&Bit-Vecotr Encoding
OverviewRuns of the same value can be run-length encoded.Run-length encodingRun-length encoding (RLE) is a form of lossless data compression in which runs of data (sequences in which the same data value occurs in many consecutive data elements) are ..
2021-03-31 18:07:46
529
原创 理解array-loops code patterns
OverviewVectorized execution combines pipelining (avoidance of materialization of large intermediates) with the array-loops code patterns that make MonetDB fast.Vectorized primitives which typically perform a tight loop over arrays, are amenable to som..
2021-03-31 18:05:21
277
原创 理解cache misses & instruction misses& cache locality
cacheA CPU cache is a hardware used by the central processing unit (CPU) of a computer to reduce the average cost (time or energy) to access data from the main memory.Most CPUs have a hierarchy of multiple cache levels with separate instruction-specifi..
2021-03-31 18:04:14
874
原创 理解What is Data-Oriented Progamming and ECS
Data Oriented DesignData-oriented design is a program optimization approach motivated by efficient usage of the CPU cache, used in video game development.The approach is to focus on the data layout, separating and sorting fields according to when they ..
2021-03-31 18:00:54
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原创 理解向量化编程Vectorized Implementation
Vectorization“Vectorization” is the process of rewriting a loop so that instead of processing a single element of an array N times.Array ProgrammingArray programming refers to solutions which allow the application of operations to an entire set of v..
2021-03-31 17:59:08
545
原创 理解有向无环图DAG
Directed acyclic graphIn mathematics, particularly graph theory, and computer science, a directed acyclic graph (DAG) is a directed graph with no directed cycles.That is, it consists of vertices and edges, with each edge directed from one vertex to ano..
2021-03-31 17:57:30
415
原创 理解tuple in database
Overview关于database的文献汇中经常会提到tuple这个词。TupleIn the context of relational database, a tuple is one record (one row).The information in a database can be thought of as a spreadsheet, with columns (known as fields or attributes) representing different c..
2021-03-30 19:29:17
848
原创 理解transposed file in database system
Transponsed fileA transposed file is a collection of nonsequential files called subfiles.Each subfile contains selected attribute data for all records.It is shown that transposed file performance can be enhanced by using a proper strategy to process q..
2021-03-30 19:28:34
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原创 理解semi-join in database
Overviewsemi-join是relational algebra的一种具体形式Relational AlgebraIn database theory, relational algebra is a theory that uses algebraic structures with a well-founded semantics for modeling data, and defining queries on it.The theory has been introduce..
2021-03-30 19:28:00
351
原创 理解Jane Street这家公司
Overview听说很牛，得了解Jane Street is a quantitative trading firm with a unique focus on technology and collaborative problem solving.Our growth comes from hiring and training amazing people and giving them the tools they need to innovate.Our cultrue is cas..
2021-03-30 19:27:25
2976
原创 理解Engine in Database
OverviewClickhouse，DolphinDB都对引擎做了专门介绍。那什么是引擎，引擎的作用原理又是什么？From Dr. Richard Hipp, the creator of SQLite, SQL is a peculiar programming language rather a query language, each SQL statement is a program, and SQL descibes what instead of how.An sql datab..
2021-03-30 19:25:29
433
原创 理解database cracking
Overview哈，完全不知道这个概念。database crackingMonetDB was one of the first database to introduce Database Cracking.Database Cracking is an incremental partial indexing and/or sorting of the data. It directly exploits the columnar nature of MonetDB.Cracking..
2021-03-30 19:24:57
487
原创 理解range-predicate&pivoted partitioning in Database
OverviewFrom [1], Predication estimation is used increasingly in the Rdb optimizer to determine the cost and productivity of various index scans.When a particular query is executed, the conditions in the row selection expression, the “where” clause of ..
2021-03-30 19:24:19
387
原创 理解cache-line&tuple-at-a-time&clock cycles
OverviewThose who cannot remember the past are condemned to repeat it - George SantayanaCacheA Cache is a hardware or software component that stores data so that future requests for that data can be served faster.CPU cacheA CPU cache is a hard..
2021-03-30 19:23:20
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1
20171122-招商证券-招商证券因子模型系列之一：基于增量信息逐层解释的因子模型框架搭建.pdf
2019-12-12
20170501-光大证券-光大证券多因子系列报告之三：多因子组合光大Alpha1.0.pdf
2019-08-27
20180106-方正证券-方正证券“星火”多因子系列报告（一）：Barra模型初探，A股市场风格解析.pdf
2019-08-29
Volatility-based technical analysis strategies for trading the invisible
2019-04-07
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