Great work, thank you! Would love to read more about technical analysis and sql. Or even better: portfolio theory and sql. BTW: does someone know if using MDX / Analysis Server makes sense here (query performance wise)? I guess it could make sense if all you need is the most recent moving average, but I know too little about AS to really have an idea. I was thinking about trying to use AS to calculate securities price correlations. Maybe someone knows if it makes sense to try this at all. After all you need to import the daily securities data into the data mart every day (I hope it is possible to add only the most recent day after an initial import). If someone has any hands on experience about (ten thousands of) time series in AS, I would be most interested...

Regards

Tim