A Stock Price Correlation Matrix
Building a Stock Price Correlation Matrix Using TVPs, a CROSS JOIN and the PIVOT Function
2012-05-14
7,055 reads
Building a Stock Price Correlation Matrix Using TVPs, a CROSS JOIN and the PIVOT Function
2012-05-14
7,055 reads
In finance, when pricing data isn't available on last day of week, month or year, calculating returns is tricky. This article addresses the issue.
2011-10-18
8,798 reads
It’s been forgotten about and neglected for few years but I’ve decided to dust...
I am honored to announce that I have been renewed as a Microsoft MVP...
By Rohit Garg
🔍 Demystifying KTLO: A Deep Dive into Keep The Lights On Work in IT...
Comments posted to this topic are about the item How a Legacy Logic Choked...
Comments posted to this topic are about the item Navigating Multi Platform Realities in...
I have tried a number of times to export and then import my SSMS...
For the Question of the day, I am going to go deep, but try to be more clear, as I feel like I didn't give enough info last time, leading folks to guess the wrong answer... :) For today's question: You’re troubleshooting a performance issue on a critical stored procedure. You notice that a previously efficient query now performs a full table scan instead of an index seek. Upon investigating, you find that an NVARCHAR parameter is being compared to a VARCHAR column in the WHERE clause. What is the most likely cause of the query plan regression?
See possible answers