Day 1

Hours worked/Total: 1/1

Day Recap

Outcome: Stepping back into algo trading after a decade, I’ve started with the foundational task: data collection. A lot has changed since I was deep into it—new programming languages, assets classes, APIs, brokers, and even AI research, that are transforming the landscape.

What I Did

• Researched cutting edge time-series databases suitable for high throughput streaming.

Top 5 Databases I Considered:

1. QuestDB: Built for speed and optimized for financial time-series data.

2. DuckDB + S3: A lightweight low latency option for small data sets.

3. TimescaleDB: PostgreSQL-based analytics database used in marketing startups.

4. PostgreSQL: Reliable and versatile for general-purpose use.

5. ClickHouse: A columnar database designed for high-speed analytics on large datasets.

Remarks

Time series databases have evolved significantly. Traditional row based DBs like MySQL just can’t do it anymore. 

For anyone building a micro hedge fund or doing serious quantitative analysis, these are the kinds of technology that will help you scale!

Next Goals

Set up Quest DB locally and think through data ingestion architecture.