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 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.