Machine Learning and Big Data with kdb+/q¶ by Jan Novotny, Paul A. Bilokon, Aris Galiotos, and Frederic Deleze Offers quants, programmers and algorithmic traders a practical entry into the powerful but non-intuitive kdb+ database and q programming language.

kdb+ is a powerful database that can be used for streaming, real-time and historical data. Q is the SQL-like, general-purpose programming language built on top of kdb+. It offers high-performance, in-database analytic capabilities.

Q expressions can be entered and executed in the q console, or loaded from a q script, which is a text file with extension .q. You need at least some familiarity with q to use kdb+. Try following the examples here in the q console interface.

Documentation, white papers and developer resources for kdb+ and the q programming language from KX

q)3 /atom 3 q)enlist 3 / 1-item list ,3 Vector notation¶ Lists in which all the items have the same datatype play an important role in kdb+. Q gives vector constants a special notation, which varies by datatype.

Default values and type checks for command-line arguments parsed with .Q.opt.Q.def[x;y] Where x is a dictionary of default parameter names and values, and y is the output of .Q.opt. Types are inferred from the default values provided, which must be an atom type. $ q -abc 123 -xyz 321 q).Q.def[`abc`xyz`efg!(1;2.;`a)].Q.opt .z.x abc| 123 xyz ...

.Q (utils)¶ Utilities: general, environment, IPC, datatype, database, partitioned database state, segmented database state, file I/O, debugging, profiling. .z (environment, callbacks) ¶

os QHOME ----- Linux ~/q macOS ~/q Windows c:\q You can install kdb+ anywhere as long as you set the path in QHOME . Open a command shell and cd to your downloads directory.

A simple introduction by examples to the q programming language. Q by examples¶ Simple arithmetic¶ q)2+2 / comment is ' /': left of /: whitespace or nothing 4 q)2-3 / negative numbers -1 q)2*3+4 / no precedence, right to left 14 q)(2*3)+4 / parentheses change order 10 q)3%4 / division 0.75 q){x*x}4 / square 16 q)sqrt 4 / square root 2.0 q)reciprocal 4 / 1/x 0.25

In this chapter we provide an introduction to kdb+, which is the database offering from KX. Roughly speaking, kdb+ is what happens when q tables are persisted and then mapped back into memory for operations. Of course, things are more complicated than that.