Time-Series Simplification in kdb+

1 Mar 2015 | ,
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Sean Keevey and Kevin Smyth, kdb+ developers at First Derivatives, have written a new edition to the “q for Gods” white paper series, titled: Time series simplification in kdb+: A method for dynamically shrinking big data. They discuss the challenges of visualizing tremendous data flows and an approach for simplifying the problem. Read more here.


Kx insights: powering business knowledge with kdb+

Kx Insights: Powering Business Decisions with Bitemporal Data

29 Jun 2017 | , , , ,

In order to be able to gain business insights in today’s rapidly changing business environments, organizations have to represent data from their assets and operations across many dimensions of time. In particular, the ability to go back in history and replay streaming data, like, for instance, trading activity, can materially impact going-forward business decisions. This paper draws on real world examples and how Kx technology has been applied to address them.

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SQL and the Problem with Time Series

1 Jul 2002 | , ,

SQL isn’t keeping pace with the demand to quickly analyze large amounts of data by Joe Celko and Arthur Whitney (July 1, 2002) • Inside Market Data Vol 17 No 39 • July 1, 2002 (New York – London) “Time is what keeps everything from happening all at once.” —George Carlin In the real world, […]