Ask Computer Engineering Expert

QUESTION 1. What are some typical uses for complex event processing applications? Give examples and elaborate on the possibilities.

QUESTION 2. Find the date of the BTC stock when closing price is greater than 0.1 and less than 20.

QUESTION 3. What is the difference between doing aggregated queries (AVG/SUM/MAX/ETC) in standard databases and stream databases?

QUESTION 4. For each non-overlapping 100 tick interval of the BTC stock, find the minimum and maximum weighted price in the interval.

QUESTION 5. Extend the previous query so that it now also shows the difference between the minimum and maximum weighted price for each interval.

QUESTION 6. Find the total weighted price of all stock tick events in each non-overlapping 100 tick interval of the BTC stock.

QUESTION 7. Find the dates and minimum weighted price for the BTC stock for each, non-overlapping 30 tick interval. Be aware that this is trickier than anticipated. (Double check that prices corresponds to correct dates!)

QUESTION 8. What are patterns and pattern operators? What does the every and followed-by (->) patterns do? Explain the difference between the following:

every A -> B
A -> every B
every A -> every B
every (A -> B)

QUESTION 9. Find all the start and stop dates with volume, when the weighted price of the BTC stock increases more than 100 times and volume increases by 40%.

QUESTION 10. What is technical analysis? What is algorithmic trading?

QUESTION 11. We claim that a good buying date for the BTC stock is the date after which the stock has a lower weighted price than a date before it (not necessarily right before), and the volume has increased by 70% as that same earlier date. Vice versa, a good selling date is when the stock has three times increased weighted price than a date before it (not necessarily right before) and a 70% increase in volume. Find the buy dates and closing prices and the sell dates and closing prices to test this hypothesis. Was the trading algorithm successful? Assume you always buy 1 and sell 1 share, and that you always have enough shares to sell even if you did not buy all of them, how much did this algorithm earn or loose? HINT: OR, not AND

QUESTION 12. This question is an extension to question 11, therefor you should solve question 11 before you solve this.
We will now try a different algorithm for buying and selling BTC stocks. This algorithm will be based on trend following, which is an investment strategy based on technical analysis of market prices, rather than on of the fundamental strengths of the companies. We will try to take
advantage of the market trends by observing the current direction and using this to decide whether to buy or sell. The strategy is simple: If we see that the weighted price and closing prices are going up over three days, we buy. Example: If we have an event of three days (not necessarily adjacent days), Monday, Tuesday and Wednesday. If we see that the weighted price has increased from Monday to Tuesday and
then again from Tuesday to Wednesday, and in addition the closing price on Wednesday is larger than Monday, we buy. And vice versa for selling, if we see that the weighted price has gone down from Monday to Tuesday and then again from Tuesday to Wednesday, and in addition the closing price on Wednesday is larger than the closing price on Monday, we sell

QUESTION 13. What are pattern guards? Why cannot the timer:within pattern guard be used in simulated environments? What alternatives exist to control time and dates?

QUESTION 14. Find the start date, stop date and weighted prices when the BTC stock value has decreased by three times within a 15 day period, e.g. suppose from 2014-06-09 to 2014-06-24 the weighted price has gone down from 15 to 5.

QUESTION 15. What are variables in Esper and how can they be used to hold and change state? Give examples!

QUESTION 16. Write your own trading algorithm and use it to find buy and sell dates. No hard-coding of dates or numbers are allowed! Use the knowledge you have on Esper to write your query of choice. If you want to change the Java files, you are allowed to, but you do not have to (e.g. needed for multiple queries).

QUESTION 17. What did you struggle with during this exercise? Was it the provided code's fault, Esper's or your own fault? What was different from working with regular database systems?

Computer Engineering, Engineering

  • Category:- Computer Engineering
  • Reference No.:- M91402056
  • Price:- $40

Priced at Now at $40, Verified Solution

Have any Question?


Related Questions in Computer Engineering

Does bmw have a guided missile corporate culture and

Does BMW have a guided missile corporate culture, and incubator corporate culture, a family corporate culture, or an Eiffel tower corporate culture?

Rebecca borrows 10000 at 18 compounded annually she pays

Rebecca borrows $10,000 at 18% compounded annually. She pays off the loan over a 5-year period with annual payments, starting at year 1. Each successive payment is $700 greater than the previous payment. (a) How much was ...

Jeff decides to start saving some money from this upcoming

Jeff decides to start saving some money from this upcoming month onwards. He decides to save only $500 at first, but each month he will increase the amount invested by $100. He will do it for 60 months (including the fir ...

Suppose you make 30 annual investments in a fund that pays

Suppose you make 30 annual investments in a fund that pays 6% compounded annually. If your first deposit is $7,500 and each successive deposit is 6% greater than the preceding deposit, how much will be in the fund immedi ...

Question -under what circumstances is it ethical if ever to

Question :- Under what circumstances is it ethical, if ever, to use consumer information in marketing research? Explain why you consider it ethical or unethical.

What are the differences between four types of economics

What are the differences between four types of economics evaluations and their differences with other two (budget impact analysis (BIA) and cost of illness (COI) studies)?

What type of economic system does norway have explain some

What type of economic system does Norway have? Explain some of the benefits of this system to the country and some of the drawbacks,

Among the who imf and wto which of these governmental

Among the WHO, IMF, and WTO, which of these governmental institutions do you feel has most profoundly shaped healthcare outcomes in low-income countries and why? Please support your reasons with examples and research/doc ...

A real estate developer will build two different types of

A real estate developer will build two different types of apartments in a residential area: one- bedroom apartments and two-bedroom apartments. In addition, the developer will build either a swimming pool or a tennis cou ...

Question what some of the reasons that evolutionary models

Question : What some of the reasons that evolutionary models are considered by many to be the best approach to software development. The response must be typed, single spaced, must be in times new roman font (size 12) an ...

  • 4,153,160 Questions Asked
  • 13,132 Experts
  • 2,558,936 Questions Answered

Ask Experts for help!!

Looking for Assignment Help?

Start excelling in your Courses, Get help with Assignment

Write us your full requirement for evaluation and you will receive response within 20 minutes turnaround time.

Ask Now Help with Problems, Get a Best Answer

Why might a bank avoid the use of interest rate swaps even

Why might a bank avoid the use of interest rate swaps, even when the institution is exposed to significant interest rate

Describe the difference between zero coupon bonds and

Describe the difference between zero coupon bonds and coupon bonds. Under what conditions will a coupon bond sell at a p

Compute the present value of an annuity of 880 per year

Compute the present value of an annuity of $ 880 per year for 16 years, given a discount rate of 6 percent per annum. As

Compute the present value of an 1150 payment made in ten

Compute the present value of an $1,150 payment made in ten years when the discount rate is 12 percent. (Do not round int

Compute the present value of an annuity of 699 per year

Compute the present value of an annuity of $ 699 per year for 19 years, given a discount rate of 6 percent per annum. As