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漫步量化

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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 18:15:40 404 1

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 18:14:45 396

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 18:13:40 225

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 18:12:21 496

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 18:07:46 439

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 18:05:21 214

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 18:04:14 697

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 18:00:54 326 2

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 17:59:08 421

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 17:57:30 336

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 19:29:17 668

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 19:28:34 202

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 19:28:00 273

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 2266

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 19:25:29 318

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 19:24:57 398

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 19:24:19 291

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 19:23:20 462 1

原创 理解amortize in database

Amortized analysisAmortized analysis is a method for analysing a given algorithm’s complexity, or how much a resource, especially time or memory, it takes to execute.The motivation for amortized analysis is that looking at the worst-case run time per o..

2021-03-30 19:22:36 197

原创 理解code specialization

OverviewCode specialization is a well-known technique used to produce more efficient code from a generic one.It works by substituting a formal input value by an effective value, and can be done either staticallyu or dynamically.Static specialization..

2021-03-30 19:21:58 453

原创 初识OCaml

OverviewJane Street采用OCamlOCamlOCaml is a general purpose industrial-strength programming language with an emphasis on expressiveness and safety.It is the technology of choice in comapanies where a single mistake can cost millions and speed matters..

2021-03-29 10:45:26 389

原创 理解Haskell Brooks Curry & lambda calculus

Haskell Brooks CurryHaskell Brooks Curry was a mathematician who made significant to logic and computer science.Three programming languages are named after him: Haskell, Brooks, Curry.Lambda CalculusThe lambda calculus is a formal system in mathema..

2021-03-29 10:42:49 274

原创 初识Flink

Overview听过Flink可以计算高频因子,所以需要了解一下。FlinkApache Flink is an open-source, unified stream-processing and batch-processing framework developed by the Apache Software Foundation.The core of Apache Flink is a distributed streaming data-flow engine written ..

2021-03-29 10:41:26 324

原创 理解unbounded||bounded data stream

OverviewAny kind of data is produced as a stream of events. Credit card transaction, sensor measurement, machine logs, or user interactions on a website or mobile application, all of these data are generated as a stream.Data can be processed as unbound..

2021-03-29 10:40:28 724

原创 理解stream-processing & batch-processing

Overview批流一体。Stream ProcessingStream processing is a computer programming paradigm, equivalent to dataflow programming, event stream processing, and reactive programming, that allows some applications to more easily exploit a limited form of paralle..

2021-03-29 10:39:27 583

原创 理解stateful computation有状态计算

OverviewStreaming computation can be either stateless or stateful.A stateless program looks at each individual event and creates some output based on that last event;A stateful program creates output based on multiple events taken together.stateful 用..

2021-03-29 10:38:34 320

原创 理解部分应用Partially Application

Partial ApplicationPartial Applicaiton (or partial function application) refers to the process of fixing a number of arguments to a function, producing another function of smaller arity.Partial application is sometimes incorrectly called currying, whic..

2021-03-29 10:36:10 376 2

原创 初探The History of Database

Overview越来越多的用到数据库,各种数据库各种类型,感觉有必要了解一下数据库的发展历史,特别是每一种数据库之所以出现的那个当时已有数据库解决不了的痛点是什么?DatabaseA database is an organized collection of data, generally stored and accessed electronically from a computer system.The database management system (DBMS) is th..

2021-03-29 10:34:04 391 2

原创 理解History of Standard SQL

SQLStructured Query Language is a domain-specific language used in programming and designed for managing data held in a relational database management system (RDBMS), or for stream processing in a relational data stream management system (RDSMS).Hist..

2021-03-29 10:31:55 168

原创 (20210317Solved) Catch the IntegrityError about PostgreSQL in Python

Overview通过python api向postgresql存入数据出现重复数据,会报错IntegrityError,如何捕捉?Solution通过sqlalchemy使用Python API。The sqlalchemy wraps the psycopg2 exception to its own exception.from sqlalchemy.exc import IntegrityErrortry: ...except IntegrityError as e: ..

2021-03-29 10:30:26 175

原创 再看Exception in Python

Exceptions versus Syntax ErrorsSyntax errors occur when the parser detects an incorrect statement.Exception errors occurs whenever syntactically correct Python code results in an error.Raising an ExceptionWe can use raise to throw an exception if a..

2021-03-27 10:48:15 193 1

原创 初识PostgreSQL常用命令

PostgreSQLPostgreSQL is a pwerful, open source object-relational database system with over 30 years of active development that has earned it a strong reputation for reliability, feature roubustness, and performance.Object-Relational DatabaseAn objec..

2021-03-27 10:47:20 350 1

原创 (20210316已解决)docker-compose创建postgresql容器exited with code 1

Overview通过docker-compose创建postgresql容器总是失败,log显示为containerName exited with code 1Exit Code 1: Indicates failure due to application errorSolutiondocker-compose.yaml文件中添加environment变量:environment: POSTGRES_USER: example POSTGRES_PASSWORD: ..

2021-03-27 10:42:29 1724

原创 (20210316已解决)postgresql cannot execute CREATE TABLE in a read-only transation

Overview如题,在一个postgresql 的docker container里创建数据库出现上述错误。SolutionNormally the most plausible reasons for this kinde of error are:trying create statements on a read-only replica (the entire instance is read-only)<username> has default_transact..

2021-03-27 10:39:51 4047

原创 初识回归分析Regression Analysis

Regression AnalysisIn statistical model, regression analysis is a set of statistical processes for estimating the relationship between a dependent variable (often called the “outcome variable”) and one or more independent variables (often called “predic..

2021-03-27 10:38:56 783

原创 理解difference between Regression Analysis and Machine Learning

Overview查看Regression Analysis的定义时发现,Regression analysis is a set of statistical processes for estimating the relationship between a dependent variable and one or more independent variables.那这不就是机器学习嘛?再看一下Machine Learning的定义,Machine Learning (ML) is th..

2021-03-27 10:37:42 207

原创 理解What is Unity and Game Engine and Sandbox

Game EngineA game engine, also known as a game framewokr, is a software-development environment designed for people to build video games.The core functionality typically provided by a game engine includes:a rendering engine for 2D or 3D graphicsa ph..

2021-03-27 10:36:32 257

原创 理解Sphinx about Python docstring

OverviewFrom numpydoc, Numpy’s documentation uses several custom extensions to Sphinx, these are shipped in this numpydoc package, in case you want to make use of them in third-party projects.SphinxA sphinx is a mythical creature with the head of a ..

2021-03-27 10:32:50 163

原创 理解Shebang line: #!/usr/bin/python3

OverviewFrom google styleguide, Most .py files do not need to start with a #! line.Start the main file of a program with #!/usr/bin/env python3 (to support virtualenvs) or #!/usr/bin/python3 per PEP-394.This line is used by the kernel to find the Pyth..

2021-03-27 10:31:51 433 2

原创 理解version of Python Package

OverviewMaybe the question in English is :How to define the version information about a Python package?Other questions to be favor for understanding:What is module and How to publish module in Python?There are many different schemes that can be ..

2021-03-27 10:31:04 227

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

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

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

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

20170428-光大证券-光大证券多因子系列报告之二:因子测试全集.pdf

20170428-光大证券-光大证券多因子系列报告之二:因子测试全集.pdf

2019-08-27

20170410-光大证券-光大证券多因子系列报告之一:因子测试框架.pdf

20170410-光大证券-光大证券多因子系列报告之一:因子测试框架.pdf

2019-08-27

美世:2019全球医疗趋势报告(中英双语)-2019.6-80页.pdf

全球医疗趋势报告,了解行业各方动向,辅助投资思考。

2019-06-25

Optimization for Machine Learning.pdf

优化问题比较一般化,这本书介绍机器学习理论中的优化问题。优化达人在期权一定赚钱

2019-06-14

2019年人工智能投资市场研究报告--2019.6.pdf

非常及时的一个资源,2019年最新的人工智能投资市场研究报告

2019-06-13

Volatility-based technical analysis strategies for trading the invisible

关于量化交易的一本书。 R-Breaker的作者richard sandenberg在其中有一段代码

2019-04-07

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