PDQ ATS research system

  • Users new to R
  • Mostly TAQ level II data
  • Running in Amazon EC2
  • Research focused on transaction costs

Support diverse exploratory research programs…

…involving all tickers over days to months or so…

…lightweight software footprint, easy to use

You know how this goes

  • Some data, maybe a lot of data
  • Maybe a database
  • Complicated modeling and research; need R or Python to be productive
  • Then, maybe throw even more analysis tools into the mix
  • You find yourself adding more computing horsepower
  • Before you know it, you end up with…