Jan Novotny - Machine learning and Big Data with KDB+/Q

The Thalesians
The Thalesians
Public group

Level39

Canary Wharf · London

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Note Event Location Has Changed Close By: Level39 in One Canada Square, Canary Wharf, London E14 5AB It is a few minutes from Canary Wharf Jubilee Line Station and DLR Station

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Details

Abstract (Please note below about the change of location to Level39, One Canada Square, Canary Wharf)

Jan will be talking about the new Wiley book "Machine learning and Big Data with KDB+/Q" which he wrote with Paul Bilokon, Aris Galotos and Frederic Delize. Upgrade your programming language to more effectively handle high-frequency data Machine Learning and Big Data with KDB+/Q offers quants, programmers and algorithmic traders a practical entry into the powerful but non-intuitive kdb+ database and q programming language. Ideally designed to handle the speed and volume of high-frequency financial data at sell- and buy-side institutions, these tools have become the de facto standard; this book provides the foundational knowledge practitioners need to work effectively with this rapidly-evolving approach to analytical trading. The discussion follows the natural progression of working strategy development to allow hands-on learning in a familiar sphere, illustrating the contrast of efficiency and capability between the q language and other programming approaches. Rather than an all-encompassing "bible"-type reference, this book is designed with a focus on real-world practicality to help you quickly get up to speed and become productive with the language.

Understand why kdb+/q is the ideal solution for high-frequency data Delve into "meat" of q programming to solve practical economic problems Perform everyday operations including basic regressions, cointegration, volatility estimation, modelling and more Learn advanced techniques from market impact and microstructure analyses to machine learning techniques including neural networks The kdb+ database and its underlying programming language q offer unprecedented speed and capability. As trading algorithms and financial models grow ever more complex against the markets they seek to predict, they encompass an ever-larger swath of data - more variables, more metrics, more responsiveness and altogether more "moving parts." Traditional programming languages are increasingly failing to accommodate the growing speed and volume of data, and lack the necessary flexibility that cutting-edge financial modelling demands. Machine Learning and Big Data with KDB+/Q opens up the technology and flattens the learning curve to help you quickly adopt a more effective set of tools.

Brief Bio

Jan is an eFX Quant Trader at Deutsche Bank. Prior his current role, he was a front office quant at HSBC in the electronic FX markets working. Before joining HSBC team, he was working in the Centre for Econometric Analysis on the high-frequency time series econometric models and was visiting lecturer at Cass Business School, Warwick Business School and Politecnico di Milano. He co-authored a number of papers in peer-reviewed journals in Finance and Physics, contributed to several books, and presented at numerous conferences and workshops all over the world. During his PhD studies, he co-founded Quantum Finance CZ. He is a Machine Learning enthusiast and explores kdb+/q for this purpose.