KDB+ for Electronic Trading : Q, High Frequency Financial Data and Algorithmic Trading

Cover -- Title Page -- Copyright -- Contents -- Preface -- History of Kdb+ and q -- Motivation for this Book -- Code Structure -- Structure of the Book -- Prerequisites -- About the Authors -- Part One Language Fundamentals -- Chapter 1 Fundamentals of the q Programming Language -- 1.1 The (Not So Very) First Steps in q -- 1.2 Atoms and Lists -- 1.2.1 Casting Types -- 1.3 Basic Language Constructs -- 1.3.1 Assigning, Equality and Matching -- 1.3.2 Arithmetic Operations and Right-to-Left Evaluation: Introduction to q Philosophy -- 1.4 Basic Operators -- 1.5 Difference between Strings and Symbols -- 1.5.1 Enumeration -- 1.6 Matrices and Basic Linear Algebra in q -- 1.7 Launching the Session: Additional Options -- 1.8 Summary and How-To's -- Chapter 2 Dictionaries and Tables: The q Fundamentals -- 2.1 Dictionary -- 2.2 Table -- 2.3 The Truth about Tables -- 2.4 Keyed Tables Are Dictionaries -- 2.5 From a Vector Language to an Algebraic Language -- Chapter 3 Functions -- 3.1 Namespace -- 3.1.0.1 .quantQ. Namespace -- 3.2 The Six Adverbs -- 3.2.1 Each -- 3.2.1.1 Each -- 3.2.1.2 Each-left \: -- 3.2.1.3 Each-right /: -- 3.2.1.4 Cross Product /: \: -- 3.2.1.5 Each-both ' -- 3.2.2 Each-prior ': -- 3.2.3 Compose (') -- 3.2.4 Over and Fold / -- 3.2.5 Scan -- 3.2.5.1 EMA: The Exponential Moving Average -- 3.2.6 Converge -- 3.2.6.1 Converge-repeat -- 3.2.6.2 Converge-iterate -- 3.3 Apply -- 3.3.1 @ (apply) -- 3.3.2 . (apply) -- 3.4 Protected Evaluations -- 3.5 Vector Operations -- 3.5.1 Aggregators -- 3.5.1.1 Simple Aggregators -- 3.5.1.2 Weighted Aggregators -- 3.5.2 Uniform Functions -- 3.5.2.1 Running Functions -- 3.5.2.2 Window Functions -- 3.6 Convention for User-Defined Functions -- Chapter 4 Editors and Other Tools -- 4.1 Console -- 4.2 Jupyter Notebook -- 4.3 GUIs -- 4.3.1 qStudio -- 4.3.2 Q Insight Pad -- 4.4 IDEs: IntelliJ IDEA -- 4.5 Conclusion.