KX Events
Discover exclusive insights, expert discussions, and the latest trends shaping your industry.
On-Demand
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Inside KDB-X GPU Acceleration: How GPU Acceleration Speeds Core q Workloads
See how KDB-X GPU Acceleration speeds joins, sorts, aggregations, and TCA workflows through selective CPU and GPU processing in this technical webinar.
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Trade Surveillance in 2026: Navigating AI, tokenization and a fragmenting regulatory landscape
Explore findings from the 2026 Trade Surveillance Benchmark, including AI adoption, model explainability, tokenized assets, data quality, and regulatory divergence.
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Is Your Trading Data Platform Ready for What’s Next?
See how unified infrastructure and KDB-X can help capital markets teams manage growing data volumes and support real-time analytics, research, and AI.
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Access On-Demand Historical Market Data From KDB-X
See how quantitative teams can query historical tick data, NBBO data, order book depth, and futures from OneTick Market Data, with results returned to KDB-X as q tables for research and analysis.
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US Book Depth: Market Microstructure Analysis with OneTick Cloud
How cloud, data, and AI are changing front-office technology in capital markets, including real-time analytics, historical context, and AI-ready infrastructure.
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Rewiring the Front Office: Cloud, Data, and AI in Action
How cloud, data, and AI are changing front-office technology in capital markets, including real-time analytics, historical context, and AI-ready infrastructure.
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Adapting to Market Data Changes: The Impact of US SIP including Odd Lots, Minimum Tick Sizes, and 24/7 Trading
Learn about US SIP changes, odd lot reporting, fractional shares, half-penny tick sizes, and how OneTick Cloud supports changing market data requirements.
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When Markets Never Sleep: Extended Hours, Odd Lots, and the Infrastructure Implications of Always-On Markets
Exploring why traditional market data architectures are under pressure and how KDB-X supports always-on analytics at scale.
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Navigating the Build vs. Buy Dilemma With OneTick Market Data
From research to execution, explore how AI systems are being deployed in capital markets using agentic workflows and time-aware data.
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From signal to strategy: Unlock alpha with AI-powered research and trading
From research to execution, explore how AI systems are being deployed in capital markets using agentic workflows and time-aware data.
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Why KDB-X is the next step for real-time data and AI in capital markets
Learn why KDB-X is the next step for real-time data and AI in capital markets. Reduce complexity, unify workloads, and accelerate time-to-value.
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Research velocity playbook: Closing the research–execution gap
This session examines how hedge funds are responding to signal decay and why the ability to understand change quickly has become a decisive factor in maintaining alpha.
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Signal Decay: Why Alpha Half-Lives Are Shrinking and How Leading Funds Keep Up
This session examines how hedge funds are responding to signal decay and why the ability to understand change quickly has become a decisive factor in maintaining alpha.
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Optimize your execution: Trading research best practice
In this session we invite industry peers from both buy and sell side financial institutions to address real-world challenges in trading research and execution performance.
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Three innovative quant trading apps and three ideas everyone should steal
This one-hour session with Conor Twomey and Mark Palmer explores the innovative ways Wall Street is leveraging high-frequency data in applications such as: Trade ideation, Trade execution, and Continuous risk management.
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Optimize your algo trading models: Tick data best practices
We’re excited to host this webinar alongside ICE, a global leader in cross asset market data, pricing and analytics. We’ll discuss different approaches to optimizing your algo trade models using real-time & historical data analytics .
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