5 Comments
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Rachit S.'s avatar

Excellent writeup really appreciate you sharing the process and how you think about this stuff. 🙏

Yaacov's avatar

Recently started working with historical data and initial round to crunch data took hours on laptop but then was able to add the new day or week in short order. Are you storing data or pulling fresh every time?

Brent @Blacklioncta's avatar

It caches the daily price data. The price update takes minute or two for the week’s worth of data for 3 indexes. Computing the breadth measure takes 1-2 hours.

Yaacov's avatar

Are you running scripts from scratch each week for full time period or just adding incremental? Just wondering what the compute crunch is from?

Brent @Blacklioncta's avatar

I am not sure, but the math and compute to construct the charts in the background and assess their trend and signal is substantial. It is all run inside Updata Analytics.