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www.gbkr.com - Participation 2
Participation strategy - part 2
This series looks at building a near full-scale application in q and, in the process, tries to answer questions on the amount of code a q application requires, and how ...
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www.gbkr.com - Market trials
Market trials
This series looks at building a near full-scale application in q and, in the process, tries to answer questions on the amount of code a q application requires, and how that code can be o...
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gbkr.com
The pages above use information on market structure which has been coded into a JSON
file, markets.json. This structural information
can be read and used in a variety of languages.
With Javascript:
...
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www.gbkr.com - Specification
A participation strategy
This series looks at building a near full-scale application in q and, in the process, tries to answer questions on the amount of code a q application requires, and how that co...
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gbkr.com
For these articles I am using trade data from the Hong Kong Exchange (HKEx)
for August 2014. This data set covers all HKEx listings but for consistency I
have focused on the market 'groups' with data ...
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www.gbkr.com - kdb+ and q
kdb+
This occasional series of articles on kdb+ and the q language opens with a look at Kalman filtering ...
read more
Next, an exercise in calculating a minimal variance portfolio in q ... read more
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