Q For Mortals: A Tutorial In Q Programming

Learn the powerful q programming language used in the kdb+ database system developed by Kx Systems, Inc. Based on courses taught by the author at major financial institutions, this tutorial is a tested way to learn the features of q. It assumes no specific programming knowledge and presents this complex language with understandable explanations and many hands-on examples. You will be able to read and write q programs when you finish this book. The q language is both a functional programming language and a vector programming language derived from APL. It is particularly well suited to processing very large time series data. Topics covered include: data types; operations and functions; the basic data structures, lists and dictionaries; tables and keyed tables; joins and queries; commands. There is a special section demonstrating typical queries against trade data. There is also a complete reference to all the built-in functions.

Jeffry Borror has been developing technology solutions in Financial Services for 30 years. After completing his doctorate in mathematics at Columbia University and an initial stint at IBM, Jeff began a managerial career on Wall Street and has worked for a number of major firms in the financial sector. After the 9/11 tragedy he took a year off to perform volunteer work at a not-for-profit organization in lower Manhattan and then founded the consulting firm, Continuux LLC. He began writing a tutorial for the q programming language in 2006, which evolved into the current book. It is the basis of training in q and kdb+ offered by Continuux LLC.