Kx Whitepaper: Implementing Trend Indicators in kdb+

19 May 2020 | ,
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James Galligan has designed and implemented data capture and analytics platforms for multiple asset classes in tier one investment banks across the world. In that role, he has developed many trading and analytics tools used in both front and middle office.

In this paper, taking trend indicators as an example, he illustrates how many of the required analytics can be efficiently implemented based on core primitives in q. Examples range from simple moving averages to more complex functions like Relative Strength Index and Moving Average Convergence Divergence, as used by quants and traders for gaining deeper market insight and building powerful trading strategies.

The paper also illustrates how Kx Analyst, an IDE for creating analytical functions and visualizing their output, can help in their development and visualization

To read the whitepaper and view the associated code please click on this link


Top tier bank achieves nearly 10x speed improvement using Kx kdb+ v4.0 and Optane Memory

29 May 2020 | ,

by Lillian Hughes   As data volumes increase, many applications must resort to offloading data from memory to long term storage media (SSD/NVMe/HDD/NFS), but subsequently suffer a performance hit when analysing it from those inherently slower media. The introduction of Optane DC Persistent memory (Optane) from Intel provides a solution by introducing a new category that […]