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 challenges of visualizing tremendous data flows and an approach for simplifying the problem. Read more here.
Kx Product Insights: Front Running Alerts
16 Jan 2019
By Ricky Chang and David Crossey Kx has a broad list of products and solutions built on the time-series database platform kdb+ that capitalize on its high-performance capabilities when analyzing very large datasets. Kx for Surveillance is a robust platform widely used by financial institutions for monitoring trades for regulatory compliance. The Surveillance platform instantly detects […]