World Business StrategiesServing the Global Financial Community since 2000


Day 1: Thursday 27th June 2019

  • Big and High-Frequency Data in kdb+/q
Day 2: Friday 28th June 2019

  • Machine Learning in kdb+/q

q is a programming language for array processing, developed by Arthur Whitney on the basis of Kenneth E. Iverson’s APL. The kdb+ database built on top of q is a de facto standard technology for dealing with rapidly arriving, high-frequency, big data.

kdb+/q has taken the world of electronic, including algorithmic, trading by storm. It is used by numerous sell-side and buy-side institutions, including some of the most successful hedge funds and electronic market makers.

Beyond the world of electronic trading, kdb+/q is used in retail, gaming, manufacturing, telco, IoT, life sciences, utilities, and aerospace industries.

Your course will take you through the foundations of kdb+/q and explain why it is a language of choice for Big Data, high-frequency data, and real-time event processing.

We shall explain how to work with tables and q-sql effectively, how to set up tickerplants, real-time, and historical instances, and how to apply kdb+/q to machine learning problems.

We shall consider advanced applications to tree-based regression and classification, random forests, deep learning, Google DeepMind and Monte Carlo search, producing demonstrations on real-life data examples.

This event is in conjunction with The Thalesians.

The Thalesians are a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics and computer science, not necessarily in that order.

The Thalesians Homepage

  • Discount Structure
  • Special Offer
    When two colleagues attend the 3rd goes free!

  • Multi day discount
    For each day a delegate attends receive an additional £250 discount

  • 50% Academic Discount
    (FULL-TIME Students Only)

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