excel addin for relational algebra

[mtsm]

I am looking for excel addin libraries exposing relational algebra to excel. I know that a lot of shops have in house software to do that kind of thing and it is a fairly big deal in these firms in that a lot of their analytics is based and exposed through tables and relations. I wonder if something like that is available publicly somewhere?



Thanks for any pointers.

[athletico]

Can you be more specific?  From your first sentence, I thought you might be looking for something from academia and the theory of databases.  Any SQL query can be cast into relational algebra w/arcane operators for selection, projection, join, etc. but is that what you want?  Your second sentence made me think you want something closer to an Excel pivot table, not an add-in.

[mtsm]

Yes, an addin that will allow you to create a table with arbitrarily typed columns and that supports relational operations (join, selection, projection, pivoting, lookups, ordering of rows, columns, function application).



With this you can do pretty much anything you want. Plus the transition between excel and scripted environements is more seemless.

[jslade]

MTSM: can you or someone else tell me what relational algebra gets used for in HFT phunds? I keep hearing about this in various guises; I always thought it was a misinterpretation of something someone heard.



I can only come up with very vague ideas about order book dynamics as a possible application of this.

[mtsm]

I am not qualified to make any comments about high frequency funds. Also, leaving models and applications aside entirely here and thinking only in terms of infrastructure, programming model, etc..., relational or table based processing is a very fruitful approach in conjunction with functional programming. If you have a container that allows arbitrary types and functions to operate on container elements, you can do almost anything, at least anything that I can think of. You never again have to write or even think about writing another loop in your life. It's a little bit like the transition from plain C array operations to C++ STL algorithms, except that C++ containers lack flexibility compared to a relational structure.

[lando]

haskell+excel -> hsexcel

http://neilmitchell.blogspot.com/2007/03/hsexcel.html



.. the horror..

[jslade]

Thanks mtsm!

I guess I was confusing relational algebra with this rumor on ordinal collapsing functions:

http://christianmarks.wordpress.com/2010/05/25/mathematical-logic-finds-unexpected-application-on-wall-street/



Relational ... ordinal ... kind of different, but somehow my brain confounded them when I read your post.