Reference no: EM13832204

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?