In early 2013 I came across PDL and was surprised at its quality and applicability to large data sets which exist in the finance/trading world if you consider intra-day data which is stored tick by tick. You can easily run into 100,000 or more ticks in a few hours and tools like R and Excel become really slow for performing complex analysis and researching models.

I finally found time to learn PDL and to learn to use it to perform ="http://en.wikipedia.org/wiki/Technica…