Description
Learn q by building a real life application. Q Tips teaches you everything you need to know to build a fully functional CEP engine. Advanced topics include profiling an active kdb+ server, derivatives pricing and histogram charting. As each new topic is introduced, tips are highlighted to help you write better q.
Author: Nick Psaris
Publisher: Vector SIGMA
Published: 03/19/2015
Pages: 314
Binding Type: Paperback
Weight: 1.19lbs
Size: 9.25h x 7.50w x 0.66d
ISBN13: 9789881389909
ISBN10: 9881389909
BISAC Categories:
- Computers | Languages | General
About the Author
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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