Re: Need some tips on query generating averages on time series data

Am 23.10.2013 04:35, schrieb TomGar:
> I need to generate average hold times for various stock of companies as follows:
>
> The data looks like:
>
> stock timestamp (sec) quantity
> ----- ---------------- ---------
> GOOG 12459.6 -100 <-- SELL
> GOOG 12634.0 +100 <-- BUY
> GOOG 12636.2 +200
> GOOG 12464.8 -100
> GOOG 12568.3 -300
> GOOG 12678.0 +200
> ....
> ....
> The rules are

[...]

> Any tips on how to go about calculating this? I have looked at various analytic functions, but still not sure.

Sorry for my sarcasm, but...

If people working on implementing a trading system or whatever alike need to go ask on usenet groups about how to do their job, then it's no wonder that banks, stock markets and financial industry are crashing all the time...

Regards
Peter

-- 
Climb the mountain not to plant your flag, but to embrace the challenge,
enjoy the air and behold the view. Climb it so you can see the world,
not so the world can see you.                    -- David McCullough Jr.