SQL is All You Need: ML with LightGBM and SQLite in Production Daytrading

Welcome to our next Python Meetup! Whether you're a seasoned developer or just beginning your Python journey, this event is designed to help you dive deeper into the language, meet fellow enthusiasts, and share insights. We’ve lined up an exciting main technical talk that will showcase innovative ideas in Python, followed by lightning talks where community members present quick, interesting projects or tips. It’s a great opportunity to learn, network, and collaborate.

Feel free to grab some refreshments, get comfortable, and get ready for an engaging evening of Python!

Date: 17 March, 2026
Time: 6pm-8pm
Location: Improving, 10111 Richmond Ave. # 100, Houston, TX 77042

### Welcome and Networking

• Time: 6:00 PM – 6:30 PM
• Description: Attendees check in, grab refreshments, and network with fellow Python enthusiasts.

### Opening Remarks

• Time: 6:30 PM – 6:40 PM
• Speaker: Dillon Niederhut
• Description: Brief introduction to the event, agenda rundown, and announcements.

### Main Technical Talk

• Time: 6:40 PM – 7:20 PM
• Title: SQL is All You Need: High-Performance ML with LightGBM and SQLite in Production Daytrading
• Speaker: Kai Zhu
• Description: Most machine learning workflows involve the "Data Shuffle" - pulling data from a database, converting it to a DataFrame, and passing it to a model. But what if your database was the model?
• In this session, we’ll dive into sqlmath (https://pypi.org/project/sqlmath/), a Python/Node.js C-extension that bridges the gap between SQLite and LightGBM’s C-API. We'll demo a live, end-to-end quantitative trading use-case: parallel-backtesting 200,000 rows of intraday SPY ticks/features in near-realtime.
• What we’ll cover:
• Low-Latency ML: How to pass SQL-tables directly into LightGBM's train and predict C-API using SQL-queries.
• Parallelism with SQLite: Running multiple, simultaneous train/predict backtests using multi-threaded SQL-queries.
• The Quantitative Workflow: Moving from 1-minute raw-ticks to 15-minute future-predictions with confidence-intervals derived from backtest-accuracy.
• Whether you're a Python dev, a Data Scientist, or a SQL enthusiast, you'll see how to push SQLite far beyond traditional database operations.
• Bio: Kai Zhu’s interest in autonomous trading-systems started in college. He currently runs one in the cloud with minimal user-input – and admits to making many programming-mistakes getting it off the ground. Using math and statistics he think he knows (but probably not), its highly like many more mistakes will be made in the future. He also enjoys traveling the world, and playing Mechwarrior Online with friends.

### Lightning Talks

• Time: 7:30 PM – 8:00 PM
• Description: 5-minute talks on various Python-related topics. Lightning talks are meant to be quick and informal, showcasing small projects, tools, or quick tips. Lightning talk sign-ups are at the event!
• Format: Each speaker has 4 minutes to present, followed by 1 minute for questions.