Windowed Aggregates in SciDB

SciDB’s array model is ideally suited for storing, managing, and analyzing financial time series. Windowed aggregates performed natively in SciDB provide an efficient and versatile way of converting raw data into a format suitable for exploratory data analysis, algorithmic trading system development and downstream modeling workflows.

This Technical Brief Includes...

  1. Why Windowed Aggregates
  2. Fixed & Variable Window Aggregates
  3. Mult-Timeframe Analysis
  4. Multi-Attribute, Multi-Dimensional Aggregates
  5. Combining Grids & Windows