Machine Learning and Big Data With Kdb+/q (Wiley Finance)

Upgrade your programming language to more effectively handle highfrequency dataMachine Learning and Big Data with KDB+/Q offers quants, programmers and algorithmic traders a practical entry into the powerful but nonintuitive kdb+ database and q programming language. Ideally designed to handle the speed and volume of highfrequency financial data at sell and buyside institutions, these tools have become the de facto standard; this book provides the foundational knowledge practitioners need to work effectively with this rapidlyevolving approach to analytical trading.The discussion follows the natural progression of working strategy development to allow handson learning in a familiar sphere, illustrating the contrast of efficiency and capability between the q language and other programming approaches. Rather than an allencompassing bibletype reference, this book is designed with a focus on realworld practicality to help you quickly get up to speed and become productive with the language. Understand why kdb+/q is the ideal solution for highfrequency 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 networksThe 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 everlarger 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 cuttingedge 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.