Python for Algorithmic Trading Cookbook - Second Edition

5

Build a Quantamental Research Database with Hedge Fund Tools

Modern quantitative research breaks down when datasets grow too large, too slow, or too biased to trust. In this chapter, you'll learn how to use ArcticDB, a high-performance DataFrame database developed by Man Group, to build a professional-grade research data layer that scales to millions of rows while preserving point-in-time correctness. Man Group is one of the world's largest publicly listed systematic hedge fund managers, and ArcticDB reflects decades of institutional experience operating data-intensive trading strategies where performance, reproducibility, and data integrity are critical. Originally built as an internal system to replace fragile flat files and ad hoc databases, ...