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.

About the Author

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.

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