Q For Mortals: A Tutorial In Q Programming (Paperback)

~ Jeffry A. Borror (Author)
Key Phrases: upsert semantics, fractional day count, keyed table, Important There, Dent Beeblebrox Prefect, Note All (more...)

Editorial Reviews

Product Description

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.

Product Details

• Paperback: 478 pages
• Publisher: CreateSpace (March 26, 2008)
• Language: English
• ISBN-10: 1434829014
• ISBN-13: 978-1434829016
• Product Dimensions: 9.8 x 6.9 x 1.4 inches
• Shipping Weight: 2.2 pounds (View shipping rates and policies)
• Average Customer Review: 4.5 out of 5 stars  See all reviews (2 customer reviews)
• Amazon.com Sales Rank: #43,192 in Books (See Bestsellers in Books)

Customer Reviews

Most Helpful Customer Reviews

1 of 1 people found the following review helpful:

5.0 out of 5 stars I wish it went beyond syntax, April 5, 2009

By	Dimitri Shvorob (Nashville, Tennessee) - See all my reviews (REAL NAME)

The book is available on the Kx Systems site, so you can make up your mind on whether you like it, and whether the convenience of having a hardcopy is worth the price. I like Borror's writing, but I wish the book gave more space to examples illustrating programming rather than syntax. ('Q Idioms' page on kx.com is what I have in mind). Trying one's hand on code snippets from the Kx site makes the gap painfully obvious.

4.0 out of 5 stars Excellent for handling tick data, October 24, 2009

By	Breno Neri "Breno Neri" (New York, NY) - See all my reviews (REAL NAME)

Amazon Verified Purchase

If you have a massive data set of tick data (Trades and Quotes, for instance), you'll need KDB to store and organize it. KDB is not a relational data base as SQL is, because the data is sorted (Date, then Symbol, then Time Stamp are the natural fields you should use to sort TAQ data). This makes querying the data extremely efficient, which allows you to run very large simulations (backtesting trading strategies, for instance) in viable time. Q is the language that naturally talks to KDB, and it makes writing such large simulations a relatively easy job.

However, Q is somewhat cryptic, so the entry cost is quite high, actually. You'll nee a lot of time practicing it in order to master it well. It's worth, though.

Beware that documentation on Q is scarce. This is not the most well written book, but it's all you got.