Q Tips: Fast, Scalable and Maintainable Kdb+

Psaris, Nick

ISBN 10: 9881389909 / ISBN 13: 9789881389909

Verlag: Vector Sigma, 2015

Like New. Bestandsnummer des Verkäufers ERICA79698813899096

Inhaltsangabe:

Learn q by building a real lifeapplication. Q Tips teaches youeverything you need to know to build a fully functional CEPengine. Advanced topics include profiling an active kdb+server, derivatives pricing and histogram charting. As each new topicis introduced, tips are highlighted to help you write betterq.

Über die Autorin bzw. den Autor: 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.

Bibliografische Details

Titel: Q Tips: Fast, Scalable and Maintainable Kdb+
Verlag: Vector Sigma
Erscheinungsdatum: 2015
Einband: Paperback
Zustand: Like New
Art des Buches: book