langreiter.com plain, simple: 2005-03-01-q

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2005-03-01-q

CREATED BY chris • LAST EDITED BY chris 7206 days AGO

Last week I had the opportunity of participating in the yearly Kx/First Derivatives European customer workshop (& cocktail party!) again. It's been a great time; I can only thank the inviting companies and my brave co-traveller; going to London, learning about Q/Kdb+ and then flying back in the (very ...) early morning was quite an adventure.

Of the Kx crew, Arthur Whitney quickly (what else?) traced the roots of Q back to Ken Iverson's work in the 1950s and continued with arraying a series of milli-, micro- and (increasingly) nano-second timings for assorted Q operations; Simon Garland presented the Kdb+ access control machinery, at the same time providing proof that slide construction is yet another art form pushed to new limits by that company.

Steve Wirts showed the most recent incarnation of his GUI toolkit - built by having Q communicate with - of all things - VNC ("I just wanted to do more programming in Q", which is an understandable endeavour indeed).

Charlie Skelton demonstrated the ever-slick Kdb+ Studio product (now taken off the market for the time being).

Deutsche Bank trader Mark Sykes let the audience have a peek at an automated arbitrage trading system built "in an afternoon" while suceeding at conveying his deep fascination with derivative instruments despite (or maybe because?) me having recently finished [create When Genius Failed]. This was my favourite presentation, especially because it drove home the point that an integrated engine like Kdb+ (capable of supporting historical as well as real-time data, ultra-high-performance analytics and general-purpose programming) can boost productivity tremendously vis-a-vis a melange of distinct tools which will always lead to impedance mismatches.

A true highlight was that we got to know the xrnd folks; Niall Dalton has been a fountain of insight on Q-L. They do some very interesting things and have ... er ... even more interesting plans. (Next beer goes on me.)

Some more reports: