Re: When and when not to put information in a database.

From: --CELKO-- <>
Date: 28 Feb 2003 13:14:15 -0800
Message-ID: <>

>> Various historical statistics are calculated for ~200,000 financial
instruments. From these statistics, a monte carlo simulation is run, producing 10,000 simulated market moves. <<

That sounds like a simulation model. Those are best done with an OO database or a specialized data store for whatever the simulation tools are (SAS datasets? Something even more proprietary?). If you want to spool the data over to SQL for more "static" analysis, that would be fine. But SQL was meant for data retrieval, and not for heavy number crunching. Received on Fri Feb 28 2003 - 22:14:15 CET

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