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.
Author: Jeffry A. Borror
Release Date: 2008-03-26
Genre: Programming languages (Electronic computers)
Learn the powerful q programming language used in the kdb+ database system developed by Kx Systems, Inc. Based on courses taught by the author at major financial institutions, this tutorial is a tested way to learn the features of q. It assumes no specific programming knowledge and presents this complex language with understandable explanations and many hands-on examples. You will be able to read and write q programs when you finish this book.The q language is both a functional programming language and a vector programming language derived from APL. It is particularly well suited to processing very large time series data.Topics covered include: data types; operations and functions; the basic data structures, lists and dictionaries; tables and keyed tables; joins and queries; commands. There is a special section demonstrating typical queries against trade data. There is also a complete reference to all the built-in functions.
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.
This IBM Redbooks publication describes the fundamental concepts and benefits of message queuing technology. This book is an update of a very popular Redpaper (REDP-0021) based on IBM WebSphere MQ Versions 5.0 to 5.2. This publication provides a design-level overview and technical introduction for the established and reliable WebSphere MQ product. A broad technical understanding of the WebSphere MQ product can improve design and implementation decisions for WebSphere MQ infrastructures and applications. To reduce the time required to gain this understanding, this book summarizes relevant information from across the WebSphere MQ product documentation. We also include hands-on security and troubleshooting sections to aid understanding and provide a reference for common administrative actions performed when building and maintaining WebSphere MQ infrastructures. In the appendix, we provide a summary of the new features in WebSphere MQ Version 6.0.
Through a series of recent breakthroughs, deep learning has boosted the entire field of machine learning. Now, even programmers who know close to nothing about this technology can use simple, efficient tools to implement programs capable of learning from data. This practical book shows you how.
Author: Marcos Lopez de Prado
Publisher: John Wiley & Sons
Release Date: 2018-01-23
Genre: Business & Economics
Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.
For many researchers, Python is a first-class tool mainly because of its libraries for storing, manipulating, and gaining insight from data. Several resources exist for individual pieces of this data science stack, but only with the Python Data Science Handbook do you get them all—IPython, NumPy, Pandas, Matplotlib, Scikit-Learn, and other related tools. Working scientists and data crunchers familiar with reading and writing Python code will find this comprehensive desk reference ideal for tackling day-to-day issues: manipulating, transforming, and cleaning data; visualizing different types of data; and using data to build statistical or machine learning models. Quite simply, this is the must-have reference for scientific computing in Python. With this handbook, you’ll learn how to use: IPython and Jupyter: provide computational environments for data scientists using Python NumPy: includes the ndarray for efficient storage and manipulation of dense data arrays in Python Pandas: features the DataFrame for efficient storage and manipulation of labeled/columnar data in Python Matplotlib: includes capabilities for a flexible range of data visualizations in Python Scikit-Learn: for efficient and clean Python implementations of the most important and established machine learning algorithms
Author: Michael Abrash
Publisher: Coriolis Group
Release Date: 1997
No one has done more to conquer the performance limitations of the PC than Michael Abrash, a software engineer for Microsoft. His complete works are contained in this massive volume, including everything he has written about performance coding and real-time graphics. The CD-ROM contains the entire text in Adobe Acrobat 3.0 format, allowing fast searches for specific facts.
This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the book. This book will be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options.
Author: Edward S. Devlin
Publisher: CRC Press
Release Date: 1997-12-24
Without a disaster recovery plan, there's no second chance. This is a low-cost, turnkey tool to prepare your company for emergencies. Easy-to-follow and concise, Business Resumption Planning is the most up-to-date reference source with answers to the most frequently asked questions about data center recovery, communications recovery, general business operations recovery and more. You'll learn how to: Identify and document critical business processes Determine resource requirements and organize recovery teams Establish, document and test recovery policies and procedures Protect and recover data center, voice and data, communications equipment and business operations Conduct a Technical Vulnerability Analysis of the physical environment Perform a Business Impact Analysis Included with your volume are complete forms and checklists on a CD-ROM to help organize and custom-tailor your own contingency and disaster recovery plan quickly and inexpensively without overlooking details. No one knows what the future will bring, but with Business Resumption Planning you can prepare for it. And, you'll receive an annual update-shipped on approval-to keep you advised of all the latest trends and techniques in this extremely important field. With Business Resumption Planning you can profit from the experiences of professionals like yourself and learn exactly what to do when disaster strikes. You owe it to yourself and to your company to purchase this valuable tool today.
The Wedding Party, first published in 1965 (Michael Joseph), is a collection of short stories evoking both the dark and light, and the comedy and tragedy in human nature. Bates employs a deceptive delicateness of touch in his descriptions and character sketches, here mastering the true essentials of the art of the short story; he says much by saying little, what is left out more poignant than the words on the page. With a host of larger than life characters, we meet the scheming and eccentric Aunt Leonora, who fibs her way through the comic tale 'The Picnic'. The collection also unites two loveable rogues Captain Poopdeck and Uncle Silas, and brings us the farcical tale 'Early One Morning' which provide a sharp contrast with the sombre and haunting tones of pieces like 'The Primrose Place' and 'The Winter Sound', and the lyrical but bitter episode of 'The Wedding Party' itself.