Markets Media: Corralling ‘Big Data’
13 Dec 2016
Kx’s DaaS expert Dan Seal is quoted in the latest edition of Markets Media in Corralling ‘Big Data,’ the third in their three-part series on The New Age of Analytics. Terry Flanagan of Markets Media writes: “The value proposition of making the leap from possession to utilization [of big data] is twofold. One, a proper harnessing of big data complies with increasingly ponderous and data-hungry financial regulation, most prominently Markets in Financial Instruments Directive II. Two, big data can be used to improve pre-trade, at-trade and post-trade analysis, and by extension, trading performance.”
Inside HPC: Kx Streaming Analytics Crunches 1.2 Billion NYC Taxi Data Points using Intel Xeon Phi
5 Dec 2016
The latest edition of Inside HPC features a video and article about the Kx demo featured at the Intel Discovery Zone during SC16 in Salt Lake City. The Kx development team put together a proof of concept for streaming analytics on a standard Intel Xeon Phi architecture using the 1.2 billion data points (roughly 200GB) of taxi data that represents all of the taxi trips taken in New York City between 2005 and 2015. Powered by kdb+, analytics were run with millisecond response times, compared to minutes or hours with other software.
International Business Times: How can finance catch up with other intelligent real-time systems?
1 Dec 2016
Kdb+ and the q programming language are cited in Ian Allison’s article about machine learning and finance in the International Business Times: “Advances in optimisation are being driven by techniques like Bayesian Learning, complemented by technological advances in terms of infrastructure; projects like Apache Spark; kdb+ and q language.”