Download Q Tips: Fast, Scalable and Maintainable Kdb+, by Nick Psaris
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Q Tips: Fast, Scalable and Maintainable Kdb+, by Nick Psaris
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Learn q by building a real life application. Q Tips teaches you everything you need to know to build a fully functional CEP engine. Advanced topics include profiling an active kdb+ server, derivatives pricing and histogram charting. As each new topic is introduced, tips are highlighted to help you write better q.
- Sales Rank: #476291 in Books
- Published on: 2015-03-19
- Original language: English
- Number of items: 1
- Dimensions: 9.25" h x .71" w x 7.50" l, 1.19 pounds
- Binding: Paperback
- 314 pages
About the Author
Nick Psaris has been developing automated trading systems for over 15 years. After graduating Duke University with a degree in Physics and Chinese, he began his career in finance at Morgan Stanley in New York. He obtained his CFA charter in 2003, and a Masters in Computational Finance from the Tepper School of Business at Carnegie Mellon University in 2006. Nick then moved to Hong Kong and built an equity portfolio trading and backtesting system in q. After spending three years at Liquid Capital Markets Hong Kong building a high frequency automated market making system in q, he is now building an inventory optimization platform in q at a top tier American investment bank. Q Tips is based on his years of practical experience developing production trading systems in q.
Most helpful customer reviews
7 of 8 people found the following review helpful.
Excellent, Long-Needed Book for People Interested in KDB+
By Stephen H. Kim
This book is outstanding.
KDB+ is a very powerful system, but newcomers can be intimidated by two things: its steep learning curve and the seeming lack of organized introductory material. When I was learning KDB, I considered two resources to be indispensable: First Derivatives "KDB+ Reference Manual" and Boror's "Q for Mortals." Psaris' new text is a VERY welcome addition to that collection.
Psaris' book will gently start you with the basics, and then lead you into more powerful examples. The book is very well organized, and I especially enjoyed his explanations as to the rationale as to why KDB does things the way it does. KDB's error messages ("`type"?) can be cryptic, but Psaris' book helped my understanding quite a bit.
I bought a copy for myself, but I also bought a copy for my colleague because this book is a godsend for people new to Q. If you're in the same position I was in - experienced in C/C++/Java (but not in any array programming languages); some development/DBA experience in Oracle or MySQL and you think KDB will be more of that same (it most certainly will not); and you have to learn KDB+ - this book will help you immensely.
2 of 2 people found the following review helpful.
I found it very hard to learn KDB and Q ...
By Marie Ann Turner
I found it very hard to learn KDB and Q purely from the wiki as the provided tutorials focus on low level language details and not how to approach or structure a project.
If you are serious about learning KDB, "Q Tips" will be a worthwhile investment.
1 of 1 people found the following review helpful.
Excellent book!!!
By Sachin
Book content is excellent.. No doubt about it.. 5 stars for the content..
one star less because of paper n overall binding quality.
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