OLAP Cube in SSAS for Stock Market Analysis

• rbroas

  SSC Journeyman

  Points: 77

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  September 8, 2008 at 9:23 pm

  #197915

  I am designing an application for financial analysis and am stuck on a few things. Hopefully someone here has a suggestion or two. I would really appreciate it.

  I have historical values for open, high, low, close ,volume, symbol and I will be calculating certain measures such as moving averages, chart patterns, candlestick patterns, harmonic patterns etc...All measures will be precalculated for all stock symbols (10,000) and for each day over a 20 year period. I have these dimensions and their corresponding dimension tables:

  Stocks

  Funds

  Indices

  Date

  Chart Patterns

  Harmonic Patterns

  Candlestick Patterns

  etc...

  Ultimately I want to compare % price increase/decrease for groups of stocks (per industry for instance) for combinations of certain measures. Certain technical indicators such as moving averages, MACD, accumulation/distribution etc... are only related to one another insofar as they are all called technical indicators. They are computed completely differently so I dont know whether these should reside in ONE dimension table. Also, I have 20 million rows in my fact table. Should I take the measures that I have yet to calculated and put them in a new table or leave in the main fact table? In essence, this table will then be a fact and dimension table.

  Thanks in advance

  Bob