Archive for the 'Uncategorized' Category

kdb+ London User Group Meeting 2013

The Annual kdb+ London User Group Conference has been scheduled for Tuesday November 12th 2013. The speaker Line up includes:

  • Simon Garland – Kx -Things you might have missed in 3.1
  • NYSE Technologies – Tick as a Service & Data Dispatch
  • David Fallon – Credit Agricole – Using kdb+ for FX Trade Analysis
  • Andy Wisbey –First Derivatives plc – Using kdb+ for Real-Time Surveillance

FD kdb+ Consultants

  • Efficient portfolio analysis using linked columns in kdb+
  • Permissions in kdb+
  • Multi-threading in kdb+: performance optimisations and use cases

kdb+ 3.1 new STAC Benchmarks

http://www.kx.com/press-releases-130610.php

Palo Alto (10 Jun 2013) – Kx Systems, the leader in high-performance database and time-series analysis, has announced today the release of kdb+ v3.1 as well as its latest benchmark results for the STAC (Securities Technology Analysis Center) summit in Chicago. The results of the STAC M3™ vendor-independent market data benchmark suite demonstrate very significant performance improvements in v3.1, with results up to 8x faster than any previous STAC M3 benchmarks.

STAC ReportThe tests highlighted Kx’s unparalleled performance in such real-world calculations as generating the complete NBBO (National Best Bid and Offer) for one day, on thousands of symbols. Compared to previous best results, v3.1 runs over 4x faster, taking about half a minute to read, calculate, and write the entire table. In other benchmarks, calculations such as VWAPs (Volume Weighted Average Prices) on tick data were more than 8x faster….

It’s great to see kx continue to make speed improvements.

q kdb math library 0.4 released

Andrey Zholos announced a new version of q Math Library:

qml 0.4 is out:
http://althenia.net/qml

Now compatible with kdb+ 3.0 and whatever implementation of LAPACK your
distro provides.

Thanks to everyone who prompted me to continue working on this, and
especially to Jim Schmitz for his invaluable ideas, Kim Kuen Tang
for providing an interim version, and Kx for making a binary-
incompatible change to the interface

If there’s a permissively-licensed numerical library you’d like to see
included in the next version, let Andrey know. Or just submit a patch.