TinTO A Tool for the ViewBased Analysis of Streams of Stock Market Data.pdfVIP

TinTO: A Tool for the View-Based Analysis of Streams of Stock Market Data Andreas Behrend, Christian Dorau, and Rainer Manthey University of Bonn, Institute of Computer Science III Roemerstr. 164, D-53117 Bonn, Germany {behrend,dorau,manthey}@cs.uni-bonn.de Abstract. TinTO is an experimental system aiming at demonstrating the usefulness and feasibility of applying conventional SQL queries for analyzing a wide spectrum of data streams. As application area we have chosen the analysis of streams of stock market data, mainly because this kind of application exhibits sufficiently many of those characteris- tics for which relational query technology can be reasonably considered in a stream context. TinTO is a technical investor tool for computing so-called technical indicators, numerical values calculated from a cer- tain kind of stock market data, characterizing the development of stock prices over a given time period. In contrast to other approaches, TinTO computes indicator values directly over the database by means of SQL queries/views. 1 Technical Analysis of Stock Market Data Technical analysis is concerned with the prediction of future developments of stock market prices. In contrast to fundamental analysis, it is solely based on the trading history while ignoring the nature of the company or commodity in question. Technical analysis uses so-called technical indicators, numerical values derived from the past development of prices of a certain stock. In principle, indicators are functions applied to the price history of a certain stock and a point in time. A technical analyst is usually interested in the change of indicator