Blog | KX

Countdown to alpha: How leading hedge funds turn backtesting into edge

Discover how high-velocity backtesting helps quants validate ideas faster, improve model fidelity, and accelerate time-to-alpha in volatile markets.

By Daniel Tovey • 16 December, 2025

Tutorial: Integrating Parquet format data with KDB-X

In this tutorial, you’ll learn how to integrate Parquet data with KDB-X, build virtual tables across multiple files, and run high-performance time-series analytics using q.

By Laura Kerr • 15 December, 2025

KDB-X webinar recap: Build, analyze, and innovate on the next generation of kdb+

A recap of the KDB-X webinar covering architecture, modules, Parquet support, AI workflows, and the roadmap. Learn how to start building with KDB-X today.

By KX • 11 December, 2025

Insights from the KX Capital Markets Data Report 2026

Explore key insights from the KX Capital Markets Data Report, revealing how quants and CIOs can align to scale AI, reduce friction, and gain a market edge.

By Daniel Tovey • 11 December, 2025