
Advanced Q for Smarties for Cap Gemini

This 24 hour class to be given over four or five days (customer
decides) will cover the following topics:

1. Accelerated review of Q for Smarties, focussing on array extensions
to SQL, nulls, and join types.
This will make strong use of questions that have come up on the k list.

2. System design for a scalable fault tolerant backend.
Scalable means that new processors can be dropped in, data will be
rebalanced, and performance should improve. This should occur without
disruption.
We will sketch the design and build selected components that can
be expanded upon after the course.
The components will include:
distributed hash tables with support for redundancy, 
statistics gathering to determine how best to rebalance the data,
a set of tests to see how well the result works.

3. System design for a multi-database data warehouse with
query processing based on size and index information from various sites.
The idea of this module is to create a single system view of multiple
databases and to allow linking operations across them.
Those linking operations should be cost-based.
For example, if a small table from database D1 is to be linked
to a large table from database D2, then it may be worthwhile
to bring all of D1 to some central site and then bring in 
D2 in portions.

4. Data analytics for statistical arbitrage. 
The idea of this module is to construct mean reversion-based 
strategies based on financial instrument performance to create
beta-neutral methods.
We will implement fast sliding correlation on returns, co-integration,
and possibly other methods.
We will test on data that we have available.

Logistics: Cap Gemini will handle my travel and lodging.
Travel should be arranged in such a way that I have one day
before the course begins to rest and adjust to the time difference.

Ownership:
Whereas Shasha is developing the course for Cap Gemini,
Shasha will be able to teach the course content at other venues
provided there is no Cap Gemini specific information being taught there.



Price: $55,000 plus travel and lodging expenses.
I would want to arrive two days before the start of the course
and leave on the evening on which the course ends or early the next day.

