Machine Learning and Big Data with kdb+/q by Paul A. Bilokon, Hardcover, 9781119404750 | Buy online at The Nile
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Machine Learning and Big Data with kdb+/q

Q, High Frequency Financial Data and Algorithmic Trading

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RRP$136.95

$98.99

  • Hardcover

    640 pages

  • Release Date

    21 November 2019

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Summary

Upgrade your programming language to more effectively handle high-frequency data

Machine Learning and Big Data with KDB+/Q 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 kn…

Book Details

ISBN-13:9781119404750
ISBN-10:1119404754
Author:Paul A. Bilokon, Jan Novotny, Aris Galiotos, Frederic Deleze
Publisher:John Wiley & Sons Inc
Imprint:John Wiley & Sons Inc
Format:Hardcover
Number of Pages:640
Release Date:21 November 2019
Weight:1.23kg
Dimensions:41mm x 168mm x 246mm
Series:Wiley Finance
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B-Format
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Machine Learning and Big Data with kdb+/q by Paul A. Bilokon - ISBN: 9781119404750
168 × 246 mm
A4
mm / in
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About The Author

Paul A. Bilokon

JAN NOVOTNY 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.

PAUL A. BILOKON 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.

ARIS GALIOTOS 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.

FRÉDÉRIC DÉLÈZE 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.

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