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Countdown to alpha: How leading hedge funds turn backtesting into edge
16 December, 2025
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Tutorial: Integrating Parquet format data with KDB-X
15 December, 2025
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KDB-X webinar recap: Build, analyze, and innovate on the next generation of kdb+
11 December, 2025
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Insights from the KX Capital Markets Data Report 2026
11 December, 2025
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Tutorial: Tutorial analyzing data with KDB-X SQL
9 December, 2025
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Empowering innovation at ADSS with PyKX
5 December, 2025
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Inside KDB-X: Modules, performance, and next-gen developer experience
1 December, 2025
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How do hedge funds stay ahead in the great quant convergence?
21 November, 2025
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KDB-X: The next era of kdb+ for AI-driven markets
17 November, 2025
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KDB-X: Next-gen kdb+ is here – and it’s built different
17 November, 2025
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Benchmarking KDB-X vs QuestDB, ClickHouse, TimescaleDB and InfluxDB with TSBS
14 November, 2025
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GPU acceleration in KDB-X: Supercharging as-of joins and sorting
6 November, 2025
Benchmarking KDB-X and KDB-X Python against Polars, DuckDB, ClickHouse, and Pandas
What the KX NYSE TAQ benchmark numbers actually say about memory need, query expressiveness and speed, and what we learned implementing 84 capital markets queries in six engines