I've been talking with some person I know that works at a major bank in London. He's been talking to me about Q which is a programming language I've never heard of before.
that's the KDB language. K, J, Q are all sibblings out of Arthur Whitney's mind. He is very bright computer scientist. KDB is lightning fast for what's supposed to do but when you look at the code, IMHO, it's horrendous!!! however, after you get the hang of it you might like it (I don't).
The ancestor of all this alphabet soup is APL. There has been massive criticism of APL. Dijkstra (of the Dijkstra algorithm) said:
APL is a mistake, carried through to perfection. It is the language of the future for the programming techniques of the past: it creates a new generation of coding bums.
I work with the language on a regular basis. Alain is right, the coding style is very terse and can be disconcerting to the un-initiated. Once you get a hang of it though, it's enjoyable. Excellent choice in case you plan to work with large volumes of tick data/ other time series analytics stuff. There is a very supportive user group as well , over-seen at large by the makers of kdb themselves. Very little documentation available otherwise though.
Yes, this person with whom I've been in contact works on high frequency trading. I've read the information the site, apparently this language is perfect for handling time series data and such, hence, the utilisation in HFT.
Hi,
Has anyone used Q (Q - Equational Programming Language) for financial analytics? I wanted to know what are the language has to offer in terms of analyzing time series data. Is it better than python or R and why? Could someone please highlight some of its features?
thanks,
Sam
---------- Post added at 07:49 PM ---------- Previous post was at 05:55 PM ----------
you might check out the book "Term-Rewriting Programming Languages: Mathematica, Clean, Maude System, Refal, Pure, Q, Stratego|xt, Asf+sdf Meta Environment" at Amazon. I remember Arthur Whitney. he and i once met at an APL conference in Toronto and on the flight back to the States, we sat next to one another, doing speed test comparisions on a mac laptops, of his then, new language K (as in 'Key to the Kingdom' according to Arthur) and Mathematica. Arthur developed A+ for Morgan Stanley, wad involved in the initial development of J (a functional programming variant of APL, using ASCII characters). one heck of great computer language developer.
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