James Galligan has designed and implemented data capture and analytics platforms for multiple asset classes in tier one investment banks across the world. In that role, he has developed many trading and analytics tools used in both front and middle office.

In this paper, taking trend indicators as an example, he illustrates how many of the required analytics can be efficiently implemented based on core primitives in q. Examples range from simple moving averages to more complex functions like Relative Strength Index and Moving Average Convergence Divergence, as used by quants and traders for gaining deeper market insight and building powerful trading strategies.

The paper also illustrates how KX Analyst, an IDE for creating analytical functions and visualizing their output, can help in their development and visualization

To read the whitepaper and view the associated code please click on this link