After a long and painful process, I have finally achieved this.   Was it worth it, would I do it again?  Absolutely.  But please don’t call me Master Bob, Microsoft Bob is fine…

I am doing quite a bit more work with my simulation database this weekend and finally creating some reports to show some startling correlations in equity trading strategies achieved through amazing throughput of SQL in these simulations.  We’re talking 10 million rows being queried, correlated and ranked through 15,000 queries in a 4 hour period in order to leverage over 1,000 permutations including continuous-adaptation containing an average of 2,000 rows per simulation on modest hardware.  The techniques rely heavily on optimal indexing strategies and large queries that perform transformations on thousands of rows at one time using CTE-type queries.  This approach has proven to have far better performance than an iterative looping approach typically of a step-by-step programmatic solution rather than declarative-type set-based operations.  Stay tuned…

Here’s my SQL Master intro http://blogs.technet.com/themasterblog/