Smart meter research with kdb+

26 May 2015 | , ,
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smart meterA team of researchers at the Database Research Group at Waterloo University led by Xiufeng Liu, have published a paper, Benchmarking Smart Meter Analytics. They built a simulated smart meter database and used open source software and kdb+ to perform a set of standard analytics.

The results are quite interesting. Check the paper out here, and note, the pseudonym “System C” refers to kdb+.

You can find Xiufeng Liu’s benchmarking code on GitHub here.


kdb+ and Python

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.

Bitcoin derivatives exchange with kdb+

Use Case: Kdb+ integral to BitMEX Bitcoin derivatives exchange growth strategy

27 Sep 2017 | , , ,

The Bitcoin Mercantile Exchange, or BitMEX, was launched in 2014 as one of the first Bitcoin derivatives exchanges. The founders of BitMEX, experienced securities traders and engineers, understood that investing in the right technology at the start would be key to their success. Anticipating fast growth, their trading infrastructure needed to be robust, flexible and scalable. That’s why BitMEX built their trading system in kdb+. Today, BitMEX is the world’s most advanced Bitcoin derivatives exchange and API. After three years BitMEX’s monthly trading volume exceeds US$4,000,000,000 of derivatives products, and continues to expand at a high rate. They anticipate $1 billion average daily volume by the end of their fourth year of operations.