ISBN: 9798190129922 - high-performance quantitative finance: building fast data pipelines with polars and duckdb (6 Ergebnisse)

Taschenbuch. Zustand: Neu. Neuware - Reactive PublishingHigh-Performance Quantitative Finance provides a practical, hands-on framework for financial engineers, quantitative analysts, and data scientists building modern analytical pipelines. As financial datasets continue to scale, legacy tools like Pandas and Excel often become primary bottlenecks in execution speed and memory management. This book demonstrates how to leverage Polars and DuckDB to process multi-gigabyte market datasets efficiently.What You Will Learn: - High-Speed In-Memory Processing: Utilize Polars' lazy evaluation, query optimization, and native multi-threading for backtesting and signal generation.- Embedded Analytics with DuckDB: Execute fast, SQL-native analytical queries directly on local vector storage, Parquet files, and market data archives.- Memory-Efficient Data Architecture: Eliminate memory overhead and Out-Of-Memory (OOM) errors when handling tick data, order books, and time-series records.- Hybrid Workflows: Combine vector-based operations with relational queries to build resilient, maintainable quantitative software.Whether you are optimizing risk metrics, executing high-throughput simulations, or modernizing legacy analytical scripts, this guide delivers the practical code patterns required for high-performance financial data engineering.…

PAP. Zustand: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback. Zustand: new. Paperback. Reactive PublishingHigh-Performance Quantitative Finance provides a practical, hands-on framework for financial engineers, quantitative analysts, and data scientists building modern analytical pipelines. As financial datasets continue to scale, legacy tools like Pandas and Excel often become primary bottlenecks in execution speed and memory management. This book demonstrates how to leverage Polars and DuckDB to process multi-gigabyte market datasets efficiently.What You Will Learn: High-Speed In-Memory Processing: Utilize Polars' lazy evaluation, query optimization, and native multi-threading for backtesting and signal generation.Embedded Analytics with DuckDB: Execute fast, SQL-native analytical queries directly on local vector storage, Parquet files, and market data archives.Memory-Efficient Data Architecture: Eliminate memory overhead and Out-Of-Memory (OOM) errors when handling tick data, order books, and time-series records.Hybrid Workflows: Combine vector-based operations with relational queries to build resilient, maintainable quantitative software.Whether you are optimizing risk metrics, executing high-throughput simulations, or modernizing legacy analytical scripts, this guide delivers the practical code patterns required for high-performance financial data engineering. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Zustand: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Zustand: New. Print on Demand.

Paperback. Zustand: new. Paperback. Reactive PublishingHigh-Performance Quantitative Finance provides a practical, hands-on framework for financial engineers, quantitative analysts, and data scientists building modern analytical pipelines. As financial datasets continue to scale, legacy tools like Pandas and Excel often become primary bottlenecks in execution speed and memory management. This book demonstrates how to leverage Polars and DuckDB to process multi-gigabyte market datasets efficiently.What You Will Learn: High-Speed In-Memory Processing: Utilize Polars' lazy evaluation, query optimization, and native multi-threading for backtesting and signal generation.Embedded Analytics with DuckDB: Execute fast, SQL-native analytical queries directly on local vector storage, Parquet files, and market data archives.Memory-Efficient Data Architecture: Eliminate memory overhead and Out-Of-Memory (OOM) errors when handling tick data, order books, and time-series records.Hybrid Workflows: Combine vector-based operations with relational queries to build resilient, maintainable quantitative software.Whether you are optimizing risk metrics, executing high-throughput simulations, or modernizing legacy analytical scripts, this guide delivers the practical code patterns required for high-performance financial data engineering. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…