Machine Learning and Big Data with kdb+/q

The kdb+ database and its underlying programming language, q, are the standard tools that financial institutions use for handling high-frequency trading data. Quantitative analysts and programmers can build powerful models for testing hypotheses, identifying patterns and also develop machine learning algorithms. These powerful tools have the potential to enable effective buy- and sell-side trading strategies, but they are less intuitive than more conventional tools. With Machine Learning and Big Data with kdb+/q, readers will learn the fundamentals of the programming language and how to employ it to analyse large datasets. From basic data description to advanced automation techniques, this book provides a thorough, accessible coverage of key concepts and techniques used in high-frequency trading.