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Machine Learning and Big Data with KDB+/Q : Q, High Frequency Financial Data and Algorithmic Trading.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Newark :
John Wiley & Sons, Incorporated,
2019.
|
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Cover; Title Page; Copyright; Contents; Preface; History of Kdb+ and q; Motivation for this Book; Code Structure; Structure of the Book; Prerequisites; About the Authors; Part One Language Fundamentals; Chapter 1 Fundamentals of the q Programming Language; 1.1 The (Not So Very) First Steps in q; 1.2 Atoms and Lists; 1.2.1 Casting Types; 1.3 Basic Language Constructs; 1.3.1 Assigning, Equality and Matching; 1.3.2 Arithmetic Operations and Right-to-Left Evaluation: Introduction to q Philosophy; 1.4 Basic Operators; 1.5 Difference between Strings and Symbols; 1.5.1 Enumeration
- 1.6 Matrices and Basic Linear Algebra in q1.7 Launching the Session: Additional Options; 1.8 Summary and How-To's; Chapter 2 Dictionaries and Tables: The q Fundamentals; 2.1 Dictionary; 2.2 Table; 2.3 The Truth about Tables; 2.4 Keyed Tables Are Dictionaries; 2.5 From a Vector Language to an Algebraic Language; Chapter 3 Functions; 3.1 Namespace; 3.1.0.1 .quantQ. Namespace; 3.2 The Six Adverbs; 3.2.1 Each; 3.2.1.1 Each; 3.2.1.2 Each-left \:; 3.2.1.3 Each-right /:; 3.2.1.4 Cross Product /: \:; 3.2.1.5 Each-both '; 3.2.2 Each-prior ':; 3.2.3 Compose ('); 3.2.4 Over and Fold /; 3.2.5 Scan
- 3.2.5.1 EMA: The Exponential Moving Average3.2.6 Converge; 3.2.6.1 Converge-repeat; 3.2.6.2 Converge-iterate; 3.3 Apply; 3.3.1 @ (apply); 3.3.2 . (apply); 3.4 Protected Evaluations; 3.5 Vector Operations; 3.5.1 Aggregators; 3.5.1.1 Simple Aggregators; 3.5.1.2 Weighted Aggregators; 3.5.2 Uniform Functions; 3.5.2.1 Running Functions; 3.5.2.2 Window Functions; 3.6 Convention for User-Defined Functions; Chapter 4 Editors and Other Tools; 4.1 Console; 4.2 Jupyter Notebook; 4.3 GUIs; 4.3.1 qStudio; 4.3.2 Q Insight Pad; 4.4 IDEs: IntelliJ IDEA; 4.5 Conclusion; Chapter 5 Debugging q Code
- 5.1 Introduction to Making It Wrong: Errors5.1.1 Syntax Errors; 5.1.2 Runtime Errors; 5.1.2.1 The Type Error; 5.1.2.2 Other Errors; 5.2 Debugging the Code; 5.3 Debugging Server-Side; Part Two Data Operations; Chapter 6 Splayed and Partitioned Tables; 6.1 Introduction; 6.2 Saving a Table as a Single Binary File; 6.3 Splayed Tables; 6.4 Partitioned Tables; 6.5 Conclusion; Chapter 7 Joins; 7.1 Comma Operator; 7.2 Join Functions; 7.2.1 ij; 7.2.2 ej; 7.2.3 lj; 7.2.4 pj; 7.2.5 upsert; 7.2.6 uj; 7.2.7 aj; 7.2.8 aj0; 7.2.8.1 The Next Valid Join; 7.2.9 asof; 7.2.10 wj
- 7.3 Advanced Example: Running TWAPChapter 8 Parallelisation; 8.1 Parallel Vector Operations; 8.2 Parallelisation over Processes; 8.3 Map-Reduce; 8.4 Advanced Topic: Parallel File/Directory Access; Chapter 9 Data Cleaning and Filtering; 9.1 Predicate Filtering; 9.1.1 The Where Clause; 9.1.2 Aggregation Filtering; 9.2 Data Cleaning, Normalising and APIs; Chapter 10 Parse Trees; 10.1 Definition; 10.1.1 Evaluation; 10.1.2 Parse Tree Creation; 10.1.3 Read-Only Evaluation; 10.2 Functional Queries; 10.2.1 Functional Select; 10.2.2 Functional Exec; 10.2.3 Functional Update; 10.2.4 Functional Delete