Machine Learning and Big Data with kdb+/q

<p><b>Upgrade your programming language to more effectively handle high-frequency data </b></p> <p><i>Machine Learning and Big Data with KDB+/Q</i> 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.</p> <p>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.</p> <ul> <li>Understand why kdb+/q is the ideal solution for high-frequency data</li> <li>Delve into “meat” of q programming to solve practical economic problems</li> <li>Perform everyday operations including basic regressions, cointegration, volatility estimation, modelling and more</li> </ul> <ul> <li>Learn advanced techniques from market impact and microstructure analyses to machine learning techniques including neural networks</li> </ul> <p>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.”</p> <p>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. <i>Machine Learning and Big Data with KDB+/Q</i> opens up the technology and flattens the learning curve to help you quickly adopt a more effective set of tools.   </p>