Machine Learning and Big Data with kdb+/q
eBook - ePub

Machine Learning and Big Data with kdb+/q

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Machine Learning and Big Data with kdb+/q

About this book

Upgrade your programming language to more effectively handle high-frequency data

Machine Learning and Big Data with KDB+/Q offers quants, programmers and algorithmic traders a practical entry into the powerful but non-intuitive kdb+ database and q programming language. Ideally designed to handle the speed and volume of high-frequency financial data at sell- and buy-side institutions, these tools have become the de facto standard; this book provides the foundational knowledge practitioners need to work effectively with this rapidly-evolving approach to analytical trading.

The discussion follows the natural progression of working strategy development to allow hands-on learning in a familiar sphere, illustrating the contrast of efficiency and capability between the q language and other programming approaches. Rather than an all-encompassing "bible"-type reference, this book is designed with a focus on real-world practicality ­to help you quickly get up to speed and become productive with the language.

  • Understand why kdb+/q is the ideal solution for high-frequency data
  • Delve into "meat" of q programming to solve practical economic problems
  • Perform everyday operations including basic regressions, cointegration, volatility estimation, modelling and more
  • Learn advanced techniques from market impact and microstructure analyses to machine learning techniques including neural networks

The kdb+ database and its underlying programming language q offer unprecedented speed and capability. As trading algorithms and financial models grow ever more complex against the markets they seek to predict, they encompass an ever-larger swath of data ­– more variables, more metrics, more responsiveness and altogether more "moving parts."

Traditional programming languages are increasingly failing to accommodate the growing speed and volume of data, and lack the necessary flexibility that cutting-edge financial modelling demands. Machine Learning and Big Data with KDB+/Q opens up the technology and flattens the learning curve to help you quickly adopt a more effective set of tools.

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Yes, you can access Machine Learning and Big Data with kdb+/q by Jan Novotny,Paul A. Bilokon,Aris Galiotos,Frederic Deleze in PDF and/or ePUB format, as well as other popular books in Business & Financial Engineering. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2019
Print ISBN
9781119404750
eBook ISBN
9781119404736

Table of contents

  1. Cover
  2. Table of Contents
  3. Preface
  4. About the Authors
  5. PART One: Language Fundamentals
  6. PART Two: Data Operations
  7. PART Three: Data Science
  8. PART Four: Machine Learning
  9. Bibliography
  10. Index
  11. End User License Agreement