Skip to content
compute cloud for exploratory financial data analysis
Branch: master
Clone or download
Latest commit 6dff7ba Jun 22, 2019
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
media v1 Jun 18, 2019
readme.md readme! Jun 22, 2019

readme.md

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?

The public facing website is a customized JupyterHub that allows you to login through your github account and run either python or R code. To access data-sets provided by pluto, just include some standard headers and get going. When you hit "execute", the entire notebook is executed by a local compute instance and the entire result is sent back. This happens through a mongodb queue. And everything is updated on your github account under a repo called plutons. /media has presentations and a screencast of the POC.

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

You can’t perform that action at this time.