[jjmunro]

100% makes sense, it depends what you're looking for.

There are however lots of time-series that do change in Finance, e.g. valuations, estimates, alt-data (an obvious one is weather predictions). The time-travel feature can being super useful outside of external data changing as well, as an audit-log, and as a way to see how your all-time evaluations have changed (say backtests).

[nzjrs]

Id be interested to hear how often you have your team use this to also store historical backtest results as people iterate on strategies.

[dnadler]

I’ve never seen it used for backtests personally. Generally backtested results are saved as a batch of variants following some naming convention as different symbols.

[jjmunro]

So, yes, separating the use-cases out...

You would use some convention for naming and parametrising backtests, 'different' backtests would get stored separately. But once you start updating backtests, running them in a loop with changing data, that's when the time-travel feature starts to be useful.

[dnadler]

Yeah, that’s fair, and something you basically get for free.

Also, hi James! :)

[jjmunro]

It's a primary use-case.