Hands-On Machine Learning for Algorithmic Trading

Database systems

Data storage implies the use of databases, historically dominated by relational database management systems (RDBMS) that use SQL to store and retrieve data in a well-defined table format with commercial providers like Oracle and Microsoft and open-source implementations like PostgreSQL and MySQL. More recently, alternatives have emerged that are often collectively labeled NoSQL but are quite diverse, namely:

• Key-value storage: Fast read/write access to objects. We covered the HDF5 format in Chapter 2, Market and Fundamental Data that facilitates fast access to a pandas DataFrame.
• Columnar storage: Capitalizes on the homogeneity of data in a column to facilitates compression and faster column-based operations such as aggregation. ...