KDB+/Q/Python Financial Data Ananlysis Training Course

Duration

21 hours (usually 3 days including breaks)

Requirements

Understanding of Database and statistics

Overview

Audience

*KDB+/Q developer

Format of the course

50% lectures, 40% labs, 10% tests

Course Outline

Backgrounds:

KDB+ is widely used in Financial industry and others. It is in-memory, column based, efficient especially procient tp process Financial data set. Many investbanks, hedged funds and prop-trading hours emploited KDB+ to many data analytics and data services. KDB+ play a significant role in analysis in back testing and daily trading, find out root cause and improve trading quality and efficiency.?Python is also widely used in Finiancial industry and it can manipulte KDB+ easily, provide many libs to do analysis.

In this course, will introduce how Q/KDB+/Python are used in Financial industries(how to store data, how is the data API used, how is gateway exploited to support concurrent connnections, trouble shooting and??support on KDB+ and etc) and many senarios and relevant solutions.

What’s the advantage of KDB+ in financial analysis?

– Senarios

– Performance & Efficiency

– which kind of financial dataset

KDB+ fundamentals

– type definiation & cast

– functional select/update/delete

– functions/lamda, sync/async function invocation

– web socket support

– file compression

– sym enumeration and denumeration

– splay table and partition

How can we deploy KDB+

– tickplant

– RDB/HDB

– gateway/API

– Reporting

How can we access KDB+

– Q

– Python

– R

– Java

– C/C++

How can import data from other data source into KDB+?

– txt/csv

– html/web page

– SQL Server

kdb+ and q: Analyze Time Series Data Training Course

Duration

21 hours (usually 3 days including breaks)

Requirements

  • An understanding of statistics
  • Experience in the financial industry is helpful
  • An understanding of relational databases
  • Some experience with programming is helpful, but not required

Overview

kdb+ is an in-memory, column-oriented database and q is its built-in, interpreted vector-based language. In kdb+, tables are columns of vectors and q is used to perform operations on the table data as if it was a list. kdb+ and q are commonly used in high frequency trading and are popular with the major financial institutions, including Goldman Sachs, Morgan Stanley, Merrill Lynch, JP Morgan, etc.

In this instructor-led, live training, participants will learn how to create a time series data application using kdb+ and q.

By the end of this training, participants will be able to:

  • Understand the difference between a row-oriented database and a column-oriented database
  • Select data, write scripts and create functions to carry out advanced analytics
  • Analyze time series data such as stock and commodity exchange data
  • Use kdb+’s in-memory capabilities to store, analyze, process and retrieve large data sets at high speed
  • Think of functions and data at a higher level than the standard function(arguments) approach common in non-vector languages
  • Explore other time-sensitive applications for kdb+, including energy trading, telecommunications, sensor data, log data, and machine and network usage monitoring

Audience

  • Developers
  • Database engineers
  • Data scientists
  • Data analysts

Format of the course

  • Part lecture, part discussion, exercises and heavy hands-on practice

Course Outline

To request a customized course outline for this training, please contact us.