The 2nd new market to consider is stream processing. On Wall Street everyone is doing electronic trading. A feed comes out of the wall and you run it through a workflow to normalize the symbols, clean up the data, discard the outliers, and then compute some sort of secret sauce. An example of the secret sauce would be to compute the momentum of Oracle over the last 5 ticks and compare it with the momentum of IBM over the same time period. Depending on the size of the difference, you want to arbitrage in one direction or the other. This is a fire hose of data. Volumes are going through the roof. It’s business analytics of the same sort we see in databases. You need to compute them over time windows, however, in small numbers of milliseconds. So, again, a specialized architecture can just clobber the relational elephants in this market. I also believe the same statement can be made, believe it or not, about OLTP (online transaction processing). I’m working on a specialized engine for business data process- ing that I think will be about 30x than the elephants on the TPC-C benchmark.

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