SKU: 9889771500

Machine Learning and Big Data with kdb+/q

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Description

Machine Learning and Big Data with kdb+/qCondition: BRAND NEW ISBN: 9781119404750 Year: 2019 Publisher: John Wiley & Sons (UK) Pages: 640 Description: 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

Condition: BRAND NEW
ISBN: 9781119404750
Year: 2019
Publisher: John Wiley & Sons (UK)
Pages: 640


Description:


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 ev
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SKU: 9889771500

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