The KX Blog

Building GPU Accelerated Agentic Financial Research The KX NVIDIA AIQ Blueprint

Building GPU-accelerated agentic financial research: The KX-NVIDIA AIQ blueprint

Explore how the KX-NVIDIA AIQ blueprint enables scalable, trustworthy AI in capital markets with GPU acceleration and MCP-driven analytics.

By Ryan Siegler • 16 February, 2026

The Signal Factory From Fragmented Data To Continuous Intelligence (1)

Financial services

The signal factory: From fragmented data to continuous intelligence

Discover how advanced signal generation architectures unify data, AI, and GPU acceleration to continuously uncover alpha in today’s markets.

By Ashok Reddy • 6 January, 2026

Countdown To Alpha How Leading Hedge Funds Turn High Velocity Backtesting Into Edge

Financial services

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

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

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From documents to insights: Advanced PDF parsing for RAG

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Why high-fidelity, timely data drives better hedge fund analytics

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Eight common mistakes in vector search and how to avoid them

27 March, 2025
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How leading hedge funds turn real-time data into alpha: 6 key capabilities quants need today

27 March, 2025
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Why hedge funds need a unified data layer

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Survival of the fastest: Why firms must break the AI ‘sound barrier’

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Five rules for building apps with streaming data

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GPU accelerated deep learning: Real-time inference

17 March, 2025

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