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Jan Novotny on Machine Learning in kdb+/q

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Jan Novotny

As the book by Jan Novotny, Paul Bilokon, Aris Galiotos, and Frederic Deleze Machine Learning and Big Data with kdb+/q is now available on, Jan Novotny, PhD, will be giving a Thalesian talk on Machine Learning and Big Data with kdb+/q.

The talk is due to take place on Monday, 9 December, 2019, at Marriott West India Quay, Canary Wharf, London.

You can reserve your place by registering on

Upgrade your programming language to more effectively handle high-frequency data, Machine Learning, and Big Data with kdb+/q. We offer 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 de facto standard.

The 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 the “meat” of q programming to solve practical 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 swathe 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.