Collaboration: The Dominant Trend in Finance
13 Dec 2017
In December we are re-blogging some of our favorite content from Kx partners and affiliated companies, starting with this article on the ChartIQ blog. ChartIQ is an agile FinTech company that sells an advanced HTML5 charting library used in technical data analysis, trading configurations and for charting in the capital markets industry. Kx offers a ChartIQ integration as an addition to our Dashboards. In Collaboration: The Dominant Trend in Finance, ChartIQ's Hanni Chehak writes about the rise of FinTech companies, and the role collaboration plays as FinTech companies are increasingly disrupting the traditional banking sector.
Kdb+ Use Case: Machine Learning Water System Maintenance Application
6 Dec 2017
Kdb+ is being used much more widely in machine learning applications today. Its ability to quickly ingest and process data, particularly large, fragmented datasets, is one way that developers are adding kdb+ to their technology stack of artificial intelligence and machine learning tools.
For Australian kdb+ developer Sherief Khorshid, who also develops machine learning systems, incorporating kdb+ into a predictive maintenance application gave him the edge in a hackathon win that landed him a cash prize and a contract with the Water Corporation of Western Australia.
Kdb+ FFI: Access external libraries more easily from q
22 Nov 2017
Following on from the hugely popular Python library and interface embedPy and PyQ, Kx has released an FFI as part of the Fusion for kdb+ interfaces. As with embedPy and PyQ, this FFI is open-sourced under the Apache 2 license.
The kdb+ FFI is a foreign function interface library for loading and calling dynamic libraries from q code. It has been adapted and expanded upon from a library originally written by Alex Belopolsky of Enlightenment Research. With the kdb+ FFI you can now call your favorite C/C++ libraries directly from q without the overhead of having to compile shared objects and load into q using the 2: command.
Kdb+ and Python: embedPy and PyQ
15 Nov 2017
In September, Kx announced a range of initiatives to put machine learning (ML) capabilities at the heart of future technology development. The first library to be released as part of this initiative is embedPy, which exposes powerful Python functionality to q developers. EmbedPy is the mirror image of PyQ, a set of software components that simplify the running of a Python interpreter alongside a kdb+ server, the rights to which Kx has acquired. Developed by Alexander Belopolsky of Enlightenment Research, PyQ covers all Python libraries, with a primary focus on numerical libraries such as NumPy and SciPy.
Analysis of EU market liquidity & collateral haircuts using kdb+
9 Nov 2017
Haircuts are supposed to increase in periods of raising volatility and decrease in periods of declining volatility on a micro-prudential level. However, the pro-cyclical tendencies of haircuts and their significant consequences to market-wide liquidity are subject to an ongoing discussion among academics and regulatory authorities. A paper written by Florian Glaser and Sven Panz for the European Systemic Risk Board examines the relationship between market wide illiquidity and collateral haircuts.
Kx Technical Whitepaper: Disaster recovery planning for kdb+ tick systems
2 Nov 2017
This whitepaper discusses disaster recovery and failover concepts from the perspective of the gateway layer accessing a typical kdb+ tick system used in capital markets applications. The end goal of constructing this plan is to ensure high availability of the application via the gateway where possible, considering all conceivable failure scenarios and outlining any actions required to prevent data loss, minimize any downtime and keep the application accessible.