Skip to content
/ pluto Public

compute cloud for exploratory financial data analysis

Notifications You must be signed in to change notification settings

shyams80/pluto

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

14 Commits
 
 
 
 

Repository files navigation

What is pluto?

pluto is a compute cloud for exploratory financial data analysis.

Why?

Financial data is expensive and dirty

  • Multiple vendors, different formats, orthogonal assumptions
  • Upfront investment in licensing, database setup and cleaning
  • Time-stamped meta-data is non-existent

Analysis is incomplete

  • Almost all analysis is done by practitioners who may not have a background in statistics
  • Non-replicable
  • Only positive backtests are shared
  • Impossible to share research and solicit feedback

What are the unsolved problems in this space?

Bringing data to code is hard (Quandl, IEX)

  • High bandwidth requirement – piping different data to different endpoints
  • Usage is not predictable – should a dataset be hot/warm/tepid/cold
  • Data needs to be metered

Bringing code to data is harder (Quantopian)

  • Prevent malicious code
  • Prevent data leakage
  • Compute needs to be metered

Defining the user is the hardest

Who are we building for? Academic? Trader? Investor? Student?

Hard Problems + Business Model = Product Design

pluto is primarily built for the academic in you.

What are pluto's design goals and constraints?

  • Data leak-proof
  • Metered database load
  • Metered compute
  • Facilitate collaboration
  • Familiar interface
  • Documented datasets

How does it work?

Jupyterlab is setup on the cloud where users can login with their github account, start a python or R notebook and get started. The homepage, pluto.studio, has recepies and links to working notebooks. If you run into issues, either raise an issue here or post it on slack

Read to give it a whirl? Explore on pluto.studio