{"product_id":"9781119404750","title":"Machine Learning and Big Data with kdb+\/q","description":"\u003ch3\u003eWiley Finance\u003c\/h3\u003e\u003ch1\u003eMachine Learning and Big Data with kdb+\/q\u003c\/h1\u003e\u003ch3\u003eJan Novotny | Paul A. Bilokon | Aris Galiotos | Frederic Deleze\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Finance \/ Financial Engineering\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003e\u003cb\u003eUpgrade your programming language to more effectively handle high-frequency data \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eMachine Learning and Big Data with KDB+\/Q\u003c\/i\u003e 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.\u003c\/p\u003e \u003cp\u003eThe 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.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eUnderstand why kdb+\/q is the ideal solution for high-frequency data\u003c\/li\u003e \u003cli\u003eDelve into “meat” of q programming to solve practical economic problems\u003c\/li\u003e \u003cli\u003ePerform everyday operations including basic regressions, cointegration, volatility estimation, modelling and more\u003c\/li\u003e \u003cli\u003eLearn advanced techniques from market impact and microstructure analyses to machine learning techniques including neural networks\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThe 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.”\u003c\/p\u003e \u003cp\u003eTraditional 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. \u003ci\u003eMachine Learning and Big Data with KDB+\/Q\u003c\/i\u003e opens up the technology and flattens the learning curve to help you quickly adopt a more effective set of tools.   \u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e  \u003cp\u003e\u003cb\u003eJAN NOVOTNY\u003c\/b\u003e is an eFX quant trader at Deutsche Bank. Previously, he worked at the Centre for Econometric Analysis on high-frequency econometric models. He holds a PhD from CERGE-EI, Charles University, Prague. \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003ePAUL A. BILOKON\u003c\/b\u003e is CEO and founder of Thalesians Ltd and an expert in algorithmic trading. He previously worked at Nomura, Lehman Brothers, and Morgan Stanley. Paul was educated at Christ Church College, Oxford, and Imperial College. \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eARIS GALIOTOS\u003c\/b\u003e is the global technical lead for the eFX kdb+ team at HSBC, where he helps develop a big data installation processing billions of real-time records per day. Aris holds an MSc in Financial Mathematics with Distinction from the University of Edinburgh. \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eFRÉDÉRIC DÉLÈZE\u003c\/b\u003e is an independent algorithm trader and consultant. He has designed automated trading strategies for hedge funds and developed quantitative risk models for investment banks. He holds a PhD in Finance from Hanken School of Economics, Helsinki. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e08 January 2020\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781119404750\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e640\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e43.2\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44379058438284,"sku":"9781119404750","price":79.2,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781119404750.jpg?v=1780205226","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781119404750","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}