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kdb+/q is commonly used in the financial world for these types of problems. They have a 32bit for free, and you can ask them about pricing on the 64bit version

kdb+/q is commonly used in the financial world for these types of problems. They have a 32bit for free, and you can ask them about pricing on the 64bit version. http://kx.com/ http://kx.com/

bduerst 12y ago
Is this just your typical columnar OLAP database, like Vertica or Big Query?
sgdread 12y ago
Yep, banks heavily use these to store tickers (currencies, instruments) and do calculations of VWAP, etc. Pretty much standard in the industry for these kind of applications.