KxCon2016

Kx Systems held KxCon2016 at Gurney’s Resort in Montauk, New York, May 19-22, 2016.

SPEAKERS

Arthur WhitneyArthur Whitney – KEYNOTE SPEAKER
Arthur Whitney is a serial creator of programming languages, including A+, k, q and kdb+. Prior to founding Kx in 1993 Arthur was a Managing Director of Union Bank of Switzerland (UBS) in New York, where he led an internal team that developed global trading and risk management systems using the k language. Earlier, at Morgan Stanley, he developed the A+ programming language, used to build trading systems, databases, and analytics for equities and fixed income. Arthur studied set theory, foundations, and computational complexity at the University of Toronto and Stanford University.

Aaron DaviesAaron Davies
Aaron Davies discovered q at Bank of America almost ten years ago and has never looked back. Since then, he has used q at Tudor Investment Corp. in Singapore and Morgan Stanley in New York, where he currently works. Aaron has written kdb+ systems for both equity and fixed-income. He received a B.S. in Computer Engineering from Columbia University and occasionally writes about q at his blog q-ist. Aaron enjoyed solving programming puzzles in q in his spare time, back when he had any.

Attila VrabeczAttila Vrabecz
Attila Vrabecz learned k and q as a hobby during his PhD studies in Theoretical Chemistry at Eötvös Loránd University in Budapest. He got hooked on using the languages because they were so different and succinct. Attila considers himself very lucky to have been able to use kdb+ in finance during the last ten years to build lots of different projects on the buy and sell side, from analytics to databases to trading and risk systems. Attila frequently gives talks and training courses in kdb+. He is currently based in London.

Benjamin JefferyBenjamin Jeffery
Benjamin Jeffery is a q and web developer living in Ottawa and working at Kx Labs (previously Bedarra Research Labs), where he has been for the past five years. His work there has included both formal and natural language processing. He graduated with a Bachelor of Computer Science from Carleton University. He enjoys writing software for working with natural language, with a focus on programs for interacting with, exploring, and generating prose text for both applications and games. The more experimental, the better.

Dave ThomasDave Thomas
Dave Thomas is chief scientist at Kx Labs and was cofounder of Bedarra Research Labs. Dave is known for his contributions to Object Technology including IBM VisualAge and Eclipse IDEs, Smalltalk and Java virtual machines. He is a thought leader in large-scale software engineering and a founding director of the Agile Alliance. Dave is an adjunct research professor at Carleton University in Canada. Dave is founder and chairman of the YOW! Australia and Lambda Jam conferences, and is a GOTO Conference Fellow.

Fintan QuillFintan Quill
Fintan Quill came to kdb+ programming with a math/engineering background. He is expanding his kdb+ horizons these days to include IoT applications. Prior to joining Kx in 2012 he worked extensively with quantitative teams at a variety of Wall Street investment banks, hedge funds, and trading shops building high-performance Big Data applications. Fintan moved to the U.S. to work for FD plc and worked at Nomura, Barclays Capital, and other investment banks. Fintan is a graduate of Trinity College in Dublin with a specialization in Computing and Microelectronic Engineering.

Jeff BorrorJeffry Borror
Jeffry Borror has been building complex systems in kdb+ for financial firms for many years. He is the author of an essential kdb+ book, Q for Mortals. Jeffry has been developing technology solutions for Financial Services for 30 years. After completing his doctorate in mathematics at Columbia University and an initial stint at IBM, Jeffry began a managerial career on Wall Street and has worked for a number of major firms in the financial sector. Jeffry has taught q to over 500 programmers at Morgan Stanley using this book.

Joe LandmanJoe Landman
Joe Landman has been working with high performance computing systems for over 20 years as an end-user, product developer and vendor. He is the founder and CEO of Scalable Informatics. In previous roles Joe worked at the IBM Watson research center and built and developed a number of systems and tools at Silicon Graphics and MSC Software. He developed an open-source automated installation tool for Irix before open source software was popular. Joe holds a BS in Physics from Stony Brook, an MS in Physics from Michigan State University, and a PhD in Computational Physics from Wayne State University.

Joel LemayJoel Lemay
Joel Lemay started working with q/kdb+ when he joined Kx Systems in November 2015. Prior to this, he obtained his Ph.D. in pure mathematics from the University of Ottawa, where his research focused on areas such as algebra, geometry, and representation theory. In his time at Kx, he has worked on projects relating to sensor and billing data, as well as using q to solve problems in applied mathematics.

Joel KaplanJoel Kaplan
Joel Kaplan is co-founder of 1010data and has been working with array processing languages, including APL, A and k, for much of his 40-year career. Joel was head of research and technology for all non-equity trading at UBS North America. Before that Joel was head of Global Fixed Income Research and Technology at Morgan Stanley after having led their Analytical Proprietary Trading Group. Joel gave Arthur Whitney his first job on Wall Street.

Kevin HolsgroveKevin Holsgrove
Kevin Holsgrove has been a kdb+ consultant with Kx since 2012, after obtaining a BSc in Physics with Medical Applications from Queen’s University Belfast. Currently based in New York, Kevin has taken the lead on developing data and analytics systems in a range of asset classes for some of the world’s largest financial institutions. He has also recently published a whitepaper in the Q for Gods Lecture Series.

Matthew MaynesMatthew Maynes
Matthew Maynes is a fourth year software engineering student at Carleton University in Canada’s capital city, Ottawa. Matthew joined Kx Labs (formerly Bedarra Research Labs) in the summer of 2014, developing in q and kdb+ as well as front end development in JavaScript. Currently, his research focus is on visual data transformation tools and techniques. Most notably, Matthew has built a table transformer tool that allows users to build and compile extraction, transformation, and loading (ETL) operations into single, executable q functions.

Max TsunoMax Tsuno
Max Tsuno was introduced to q and kdb+ when he joined Kx in November 2015. He comes from an electrical engineering background with a Master’s from University of Toronto and a Bachelor’s from Queen’s University in Ontario. During his Master’s degree, he focused on energy systems. Currently, Max is based at the Kx Systems office in Mississauga, Ontario, working on q/kdb+ projects related to utility, sensors, and marketing analytics.

Nick PsarisNick Psaris
Nick Psaris, has been using q to develop backtesting and production trading systems since 2006. He has a B.S. in Physics and Chinese from Duke University, a M.S. in Computational Finance from Carnegie Mellon University and is a CFA charter holder. Nick merged his interests in finance and programming in his popular book Q Tips: Fast, Scalable and Maintainable Kdb+. He enjoys using q to solve programming challenges.

Seetaram SrungaramSeetaram Srungaram
Seetaram Srungaram has been working for Schonfeld Group for the past 15 years, and has been using kdb+ for the past six years. He has been involved in RDBMS solutions supporting the firm’s risk monitoring, management, reporting and proprietary trading systems. He also has built a scalable, robust research data warehouse in kdb+. Prior to joining Schonfeld Group he worked in application development for Citigroup International and Prudential Securities. Seetaram graduated from Nagarjuna University, India with a degree in Electrical & Electronics Engineering.

Simon GarlandSimon Garland
Simon Garland is a life-long array programmer who got his start during the period when APL was used in big data systems and the term was lower case. Prior to joining Kx in 2002, Simon worked at a database search engine company. Before that he worked at Credit Suisse in risk management. Simon has developed software using kdb+ and q, going back to when the original k and kdb were introduced. Simon received his degree in Mathematics from the University of London and is currently based in Europe.

Stevan ApterStevan Apter
Stevan Apter has a long history as a programmer, including using Fortran, APL and Assembler for the US Antarctic Research Program in the 70’s. He joined Morgan Stanley in 1988, along with Arthur Whitney, and was the co-author with Arthur of A+, a proprietary APL interpreter. He was on the k language design team and is the author of “K: Remarks on Style, the industry standard style-guide for K programmers.” Since leaving Morgan Stanley he has held a number of senior programmer positions in financial services, most recently at 1010data.

Terry LynchTerry Lynch
Terry Lynch is a lead kdb+ developer at Schonfeld Securities where he has been building tools and systems to complement, optimize and enhance a big data warehouse, as well as helping internal quants and traders gain maximum use and efficiency from the kdb+ platform. Prior to joining Schonfeld in 2014 Terry worked as a consultant for FD in top tier banks and trading firms around the world. A published author of mathematical monographs and papers in scientific journals, Terry is also a virtuoso creator of simple games in q. Terry has a B.S. in Financial and Actuarial Mathematics and a Ph.D. in Applied Mathematics from Dublin City University.

AGENDA

Thursday, May 19, 2016

  • 8:00pm – Dinner at Gosman’s Dock at Montauk Harbor

Friday, May 20, 2016

  • 8:00am to 2:45pm – Outdoor activities sponsored by Intel®
  • 2:00pm to 4:00pm – Conference Registration
  • 3:00pm to 6:00pm – Hands-on user-led technical sessions in the Great Hall
    • 3:00pm to 4:00pm
      How to Extend Traditional RDBMS Data Encapsulation Concepts to kdb+
      Seetaram Srungaram
      and
      Tools for Automated Data-persistence and Quality Control
      Terry Lynch
    • 4:00pm to 5:00pm – Kdb+ in the Modern World: A review of kdb+ in Containers and Demo of kdb+ DTrace Functionality
      Jake Loveless
    • 5:00pm to 6:00pm – Advanced kdb+ Workshop
      Jeffry Borror
  • 7:00pm – Cocktail Reception in the Tented Deck at Gurney’s Resort
    • Welcoming Remarks from Mark Sykes
    • Announcement of the KxCon2016 puzzle by Nick Psaris
  • 8:00pm to 10:00pm – BBQ dinner
  • 9:30pm to Midnight – Bonfire with s’mores

Saturday, May 21, 2016

  • 8:00am – Breakfast & Conference Registration
  • 8:50am to 9:00am – Opening Remarks in the Great Hall
  • 9:00am to 9:40am – Democratizing k: The Opportunity and The Challenge
    Dave Thomas
  • 9:40am to 10:20am – The Changing Landscape of CPUs, Memory, and Storage, and the Opportunities for Kx Users
    David O’Shea and Jack Zhang
  • 10:20am to 10:30am – Kdb+ v. 3.4.0
    Simon Garland
  • 10:30am to 10:50am – Refreshments Break
  • 10:50am to 11:25am – Natural Language Processing in q
    Benjamin Jeffrey
  • 11:25am to 12:00pm – Machine Learning in q
    Nick Psaris
  • 12:00pm to 12:40pm – K6 – Keynote by Arthur Whitney
  • 12:40pm to 2:00pm – Lunch and Kx Poster Sessions
    • Linear Programing in q
      Joel Lemay and Max Tsuno
    • Intro to implementing Neural Networks
      James Neill
    • Query Routing in kdb+
      Kevin Holsgrove
  • 2:00pm to 4:00pm – Concurrent hands-on technical sessions in breakout rooms
    • TRACK 1
      • 2:00pm to 2:45pm – Hands-on Coding Discussion Forum
        Joel Kaplan, Stevan Apter, and Aaron Davies
      • 3:10pm to 4:00pm – Hands-on Raspberry Pi and kdb+ Demo
        (A handful of Raspberry Pi’s and accessories will be available, please bring your own as well)
        Fintan Quill
    • TRACK 2
      • 2:00pm to 2:45pm – Dashboards for Kx Demo
      • 3:15pm to 4:00pm – Visual Data Transformation and Techniques in kdb+
        Matt Maynes
  • 5:00pm to 7:00pm – Free time (beach, spa, pool, fitness, etc.)
  • 7:00pm – Clambake on the beach
  • 9:00pm – Whiskey tasting and party at The Regent Cocktail Club

Sunday, May 22, 2016

  • 9:00am to 11:00am – Buffet Breakfast in the Great Hall
  • 9:30am to 10:00am – KxCon Puzzle Solution
    Nick Psaris
  • 10:00am to 10:40am – Tools, Tips & Techniques of the Trade
    Attila Vrabecz
  • 10:40am to 11:20am – Extreme Performance Analytics: NVMe platforms for kdb+
    Joe Landman
  • 11:20am to 12:00pm – Kdb+ v. 3.4.1
    Simon Garland