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EVENT

Using BigQuery to build and back-test trading strategies on Google cloud Platform

 

Date - 12 November 2020

Time - 15:00  GMT/ 16:00 CET/ 10:00 ET (Duration 60 min)

 

Financial models don’t only need vast data - they also need deep past data to test historic scenarios. Learn how to derive quality insights with a smarter workflow so you can focus your time on formulating strategies instead of getting data ready for analysis. 
The combination of Refinitiv managed service database and GCP’s managed compute cluster allows for customers to work across large datasets remotely and in a fraction of the time that they would typically experience. 
You will learn:

  • Modeling Tick History Data with Google BigQuery
  • How to model Tick History Data in Google BigQuery and achieve your market insights with maximum efficiency at a fraction of the time it would take outside of GCP