Blog - KX: Vector Database, Time Series And Real Time Analytics

Beyond execution: How time-series analytics transforms post-trade analysis

The effectiveness of your trading strategy isn’t just about execution—it’s quantified in the granular post-trade analysis that informs future decisions.

By Daniel Tovey • 5 February, 2025

Financial services

Six ways kdb+ drives quantitative success at B2C2

Discover how kdb+ powers B2C2’s high-performance quantitative research and trading systems.

By Daniel Tovey • 27 January, 2025

Multi-index retrieval for optimized RAG Thumbail

Developer

Boost your LLM’s IQ with multi-index RAG

By Ryan Siegler • 20 January, 2025

Why real-time analytics wins in capital markets

Financial services

Why real-time analytics win in capital markets

Discover how real-time analytics empower capital markets firms to optimize execution, manage risk, and stay competitive with high-performance data platforms.

By Daniel Tovey • 9 January, 2025

Modernizing infrastructures that mix Python and q

The ultimate guide to choosing embedding models for AI applications

Seven innovative trading apps (and seven best practices you can steal)

11 insights to help quants break through data and analytics barriers

PyKX 3.0: Easier to use and more powerful than ever

Supercharging your quants with real-time analytics

Webinar: Six best practices for optimizing trade execution

Beyond execution: How time-series analytics transforms post-trade analysis

Six ways kdb+ drives quantitative success at B2C2

Boost your LLM’s IQ with multi-index RAG

Why real-time analytics win in capital markets

Sign up for our newsletter

KX Community Newsletter Signup