Q Tips: Fast, Scalable and Maintainable Kdb+ - Tapa blanda

Psaris, Nick

 
9789881389909: Q Tips: Fast, Scalable and Maintainable Kdb+
Tapa blanda
ISBN 10: 9881389909 ISBN 13: 9789881389909
Editorial: Vector Sigma, 2015

Sinopsis

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.

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Acerca del 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.

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Editorial
Vector Sigma
Año de publicación
2015
Idioma
Inglés
ISBN 10 
9881389909
ISBN 13 
9789881389909
Encuadernación
Tapa blanda
Número de páginas
313
Contacto del fabricante
no disponible
Persona responsable
no disponible