SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by ktang
October 22nd, 2014, 3:50 pm
Forum: Programming and Software Forum
Topic: Which language for
Replies: 2
Views: 3895

Which language for

choose kdb+
by ktang
June 22nd, 2014, 12:11 am
Forum: Programming and Software Forum
Topic: KDB+/Q
Replies: 3
Views: 5368

KDB+/Q

I dont think he knows anything about kdb+/q.And yes you can use kdb+ both as a db and as a numerical computing environment.Kim
by ktang
June 17th, 2014, 12:57 am
Forum: Programming and Software Forum
Topic: Functional programming
Replies: 49
Views: 174575

Functional programming

<t>>>> How widespread is the use of functional languages like Haskell and OCaml in quant finance? I can only say for kdb+. It is widely used in electronic trading as a time series database for capturing market data, cep engine, trading system, backtesting, paper whitetrading,... .The language Q itse...
by ktang
April 3rd, 2014, 6:56 pm
Forum: Programming and Software Forum
Topic: What language should I learn? (Beginner)
Replies: 31
Views: 14310

What language should I learn? (Beginner)

I would rather learn q/kdb+. It is more or less the same as APL but some more advanced features are integrated.Kim
by ktang
October 20th, 2013, 2:24 pm
Forum: Trading Forum
Topic: Algorithmic trading project
Replies: 6
Views: 7690

Algorithmic trading project

by ktang
July 12th, 2012, 1:26 pm
Forum: Programming and Software Forum
Topic: Real time Strategy - R vs MATLAB
Replies: 19
Views: 17712

Real time Strategy - R vs MATLAB

kdb+
by ktang
June 18th, 2012, 6:23 am
Forum: Programming and Software Forum
Topic: KDB Table being flipped to list
Replies: 1
Views: 12772

KDB Table being flipped to list

<t>Hmmm,most q mortals are in the kdb google group or in the k4 list. Perhaps the next time you should post your question in one of these to lists to get more response.As you know the return type of a function in q can be different in run time. Can you build type o to see the type of o ?If you refer...
by ktang
May 4th, 2012, 11:02 am
Forum: General Forum
Topic: Social Finance Sentiment Analysis (Twitter, StockTwits, Estimize, Wordpress...)
Replies: 16
Views: 14988

Social Finance Sentiment Analysis (Twitter, StockTwits, Estimize, Wordpress...)

<t>QuoteOriginally posted by: LDrogenWhat are the general thoughts around utilizing new sets of social finance data, specifically coming from Twitter, StockTwits, Estimize, Wordpress and the like to inform sentiment analysis models? How many out there are interested in utilizing this data?A quick qu...
by ktang
February 23rd, 2012, 7:54 am
Forum: Programming and Software Forum
Topic: crtp vs virtual functions
Replies: 9
Views: 17597

crtp vs virtual functions

What is crtp?Where is it used?What is the alternative?What is the advantage?
by ktang
February 13th, 2012, 1:09 pm
Forum: Programming and Software Forum
Topic: Hello World in all Languages, post here
Replies: 121
Views: 135042

Hello World in all Languages, post here

kdb:0N! "Hello World"
by ktang
January 31st, 2012, 10:07 am
Forum: Programming and Software Forum
Topic: FPGAs vs GPUs for high frequency?
Replies: 13
Views: 18642

FPGAs vs GPUs for high frequency?

<r>This might be of interest to you.<URL url="http://www.wpi.edu/Pubs/E-project/Available/E-project-102708-102708/unrestricted/MQP__Financial_Computations_on_the_GPU.pdf"><LINK_TEXT text="http://www.wpi.edu/Pubs/E-project/Avail ... he_GPU.pdf">http://www.wpi.edu/Pubs/E-project/Available/E-project-10...
by ktang
December 15th, 2011, 7:24 am
Forum: Trading Forum
Topic: cointegration based pair trading
Replies: 28
Views: 24186

cointegration based pair trading

<t>QuoteOriginally posted by: MarineQuoteJust because you think a process is stationary does not mean you should invest money in it. Correct, even when you know that the process is mean reverting you should also not invest. IMHO you need to calculate the value function of your portfolio and decide a...
by ktang
December 13th, 2011, 11:28 am
Forum: General Forum
Topic: Correlation and pairs trading
Replies: 7
Views: 20154

Correlation and pairs trading

<t>QuoteOriginally posted by: chicagokidI don't quite know how to get to the bottom of this, so any advice would be greatly appreciated. Doing a cointegration test would probably be useless since we're intraday only.I also dont understand this point. What you can do is to calculate the value functio...
by ktang
December 6th, 2011, 12:31 pm
Forum: General Forum
Topic: Technical knowledge required for portfolio trading
Replies: 6
Views: 16222

Technical knowledge required for portfolio trading

<t>Portfolio Trading means that you want to minimize the implementation shortfalls for a given risk. Normally you need to know when to use a limit order or a market order.You need to understand what is market data? If you see trades on the market what was the side that was hit?What does it mean that...
by ktang
November 23rd, 2011, 7:41 am
Forum: Programming and Software Forum
Topic: Historical Order Book/Depth of Market Data
Replies: 1
Views: 17108

Historical Order Book/Depth of Market Data

As far as i know there is only sirca provides you the asx tick data. So if you or your uni is a member then the data is for free.
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