IMPORTANT COVID-19 UPDATES
9781119404750

Machine Learning and Big Data With Kdb+/Q

  • ISBN 13:

    9781119404750

  • ISBN 10:

    1119404754

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 12/31/2019
  • Publisher: Wiley

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

Extend Your Rental at Any Time

Need to keep your rental past your due date? At any time before your due date you can extend or purchase your rental through your account.

Rental Options

List Price $75.00 Save

Free Shipping Free Shipping On Every Order
Usually Ships in 3-4 Business Days

Summary

Upgrade your programming language to more effectively handle high-frequency data

Machine Learning and Big Data with KDB+/Q offers quants, programmers and algorithmic traders a practical entry into the powerful but non-intuitive kdb+ database and q programming language. Ideally designed to handle the speed and volume of high-frequency financial data at sell- and buy-side institutions, these tools have become the de facto standard; this book provides the foundational knowledge practitioners need to work effectively with this rapidly-evolving approach to analytical trading.

The discussion follows the natural progression of working strategy development to allow hands-on learning in a familiar sphere, illustrating the contrast of efficiency and capability between the q language and other programming approaches. Rather than an all-encompassing “bible”-type reference, this book is designed with a focus on real-world practicality ­to help you quickly get up to speed and become productive with the language.

  • Understand why kdb+/q is the ideal solution for high-frequency data
  • Delve into “meat” of q programming to solve practical economic problems
  • Perform everyday operations including basic regressions, cointegration, volatility estimation, modelling and more
  • Learn advanced techniques from market impact and microstructure analyses to machine learning techniques including neural networks

The kdb+ database and its underlying programming language q offer unprecedented speed and capability. As trading algorithms and financial models grow ever more complex against the markets they seek to predict, they encompass an ever-larger swath of data ­– more variables, more metrics, more responsiveness and altogether more “moving parts.”

Traditional programming languages are increasingly failing to accommodate the growing speed and volume of data, and lack the necessary flexibility that cutting-edge financial modelling demands. Machine Learning and Big Data with KDB+/Q opens up the technology and flattens the learning curve to help you quickly adopt a more effective set of tools.   

Author Biography

Read more

Table of Contents

Read more

Write a Review