{"slug":"event-driven-vs-vectorized-backtesting","qid":"print_size","label":"Median shares per executed print, 2024","post_title":"Event-Driven vs Vectorized Backtesting","post_url":"/blog/event-driven-vs-vectorized-backtesting#q-print_size","columns":["ticker","median_shares_per_print"],"rows":[{"ticker":"NVDA","median_shares_per_print":164},{"ticker":"SPY","median_shares_per_print":117},{"ticker":"KO","median_shares_per_print":94},{"ticker":"AAPL","median_shares_per_print":82},{"ticker":"MSFT","median_shares_per_print":51}],"shape":"ranking","sql":"WITH daily AS\n(\n    SELECT\n        ticker,\n        date,\n        toFloat64(any(volume))       AS volume,\n        toFloat64(any(transactions)) AS transactions\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO')\n      AND date >= '2024-01-01'\n      AND date <  '2025-01-01'\n    GROUP BY ticker, date\n)\nSELECT\n    ticker,\n    round(quantileDeterministic(0.5)(volume / transactions, toUInt32(toRelativeDayNum(date))), 0) AS median_shares_per_print\nFROM daily\nWHERE transactions > 0\nGROUP BY ticker\nORDER BY median_shares_per_print DESC","computed_at":"2026-10-04T15:20:28.964357+00:00","elapsed":0.012152818}