Learn SQL

[Ken Abbott]

I keep seeing people asking what courses they need to get jobs in finance. It's not about courses. It's about skills. Want to get the attention of an interviewer? Tell him or her that you're a SQL expert.

My department takes in billions of records per week. The analytics are the dessert. The meat-and-potatoes is the data sifting/cleaning. Come in knowing SQL and you can be useful on day 1.

 

[euroazn]

I was just at a Technical Job fair the other day here at Carnegie Mellon and Bloomberg was having on the spot interviews. One candidate was asked if he knew SQL, and he replied that he didn't know what that is. You should have seen the look on the poor recruiter's face...

 

[Andy Nguyen]

True story and good advice, Ken.
I can trace the majority of my contribution at work to SQL, which I had to learn on the first day at work. I know at least one job at a trading desk at one major IB where you support traders and the first question they ask on the phone is how do you rate your SQL skill.
Maybe we can put up a database online and run a query contest or something.

 

[Abdel]

Thanks for the info Mr. Abbott

 

[amanda.jayne]

One of the best online resources I've come across is www.sqlzoo.net

They provide interactive tutorials/problems for all the major flavors of SQL encompassing all the main building blocks to get you going

 

[arjunsgupta]

Ken: Thanks!

 

[nkabir]

Another excellent resource:

...

SQL indexing is the most effective SQL tuning method and requires the same care as schema design. Yet it is neglected during development. Use The Index, Luke explains SQL indexing form the source code perspective—covering ORM tools like Hibernate or Doctrine.

...

http://use-the-index-luke.com/

 

[Andy Nguyen]

I keep seeing people asking what courses they need to get jobs in finance. It's not about courses. It's about skills. Want to get the attention of an interviewer? Tell him or her that you're a SQL expert.

What are the percentage of MFE students you teach over the years know SQL? What other skills would you suggest your students?

 

[MSFHQ]

Is SQL something you can learn right out the gate or should you learn a base language first?

 

[bansalmohit]

Is SQL something you can learn right out the gate or should you learn a base language first?

if you know other computer language then it is better as you can grasp it more quickly but being a query language it is very different from others and is lot easier too . You would not need to learn another base language bit you should spend some time grasping the structure of the language and way it is different from others

 

[Andy Nguyen]

Is SQL something you can learn right out the gate or should you learn a base language first?

Here is a SQL query to find the total number of posts made on a specific Quantnet forum during a period of time, and display the result, ordered by date

SELECT COUNT(*) AS posts, FROM_UNIXTIME(post.post_date, '%Y-%m-%d') AS date
FROM xf_post AS post
LEFT JOIN xf_thread AS thread ON (thread.thread_id = post.thread_id)
WHERE thread.node_id = 10
AND post.post_date BETWEEN UNIX_TIMESTAMP('2011-09-19 00:00:00') AND UNIX_TIMESTAMP('2011-09-25 00:00:00')
GROUP BY date
ORDER BY date

See, easy as pie

 

[pandyajwalin]

Where do I learn SQL.. Will a strong know how in C/C++ help or can I start fresh?

 

[Andy Nguyen]

MS SQL Server Express is free http://www.microsoft.com/sqlserver/en/us/editions/express.aspx
mySQL is also free http://www.mysql.com/downloads/

You can get some free financial database set off the internet (download from Yahoo Finance for example), import into the database and play with it.

SQL is a way of thinking of how data is structured and their relationship so it's different from say, learning C++. There are books but you will find everything you want online.

 

[pandyajwalin]

Thanks Andy!

 

[daleholborow]

I'd also suggest SQLite, there are some very good little libraries to access it in C#, and I believe its also well supported in C++. I *think* several of the iphone apps use an sqlite database (your text messages, for example, are stored in an sqlite db), its effectively a single database file, very fast, but only good for one use at a time (i.e. not multi user simultaneous hits on a db).

 

[Tsotne]

I'd also suggest SQLite, there are some very good little libraries to access it in C#, and I believe its also well supported in C++. I *think* several of the iphone apps use an sqlite database (your text messages, for example, are stored in an sqlite db), its effectively a single database file, very fast, but only good for one use at a time (i.e. not multi user simultaneous hits on a db).

SQLite is a file database and is well suited when you are developing a standalone software apps which can only run with limited capabilities like you mentioned above. e.g. if you want to develop a software like MS Excel to do some calculations and save the results in a small database rather than in a file with unique extension.

 

[Shantanu Kumar]

Stanford online course is open for enrollment
http://www.db-class.org/course/auth/welcome

 

[Barny]

I thought kdb+ is where all the database action is these days?

 

[euroazn]

Here is a SQL query to find the total number of posts made on a specific Quantnet forum during a period of time, and display the result, ordered by date

SELECT COUNT(*) AS posts, FROM_UNIXTIME(post.post_date, '%Y-%m-%d') AS date
FROM xf_post AS post
LEFT JOIN xf_thread AS thread ON (thread.thread_id = post.thread_id)
WHERE thread.node_id = 10
AND post.post_date BETWEEN UNIX_TIMESTAMP('2011-09-19 00:00:00') AND UNIX_TIMESTAMP('2011-09-25 00:00:00')
GROUP BY date
ORDER BY date

See, easy as pie

Doesn't sort by time?

 

[Andy Nguyen]

Doesn't sort by time?

The ORDER BY date part sorts by time as well since the date column contains timestamp. You can add ORDER BY date ASC or ORDER BY date DESC to sort them by ascending or descending order.