Array thinking, all the way to q — a J laboratory then q/kdb+. Learning in public.
End-to-end real-time tick data platform built on kdb+/q (tickerplant, RDB, HDB, real-time engine) with live OHLC, VWAP and order book dashboards in KX Dashboards
Real-time trade surveillance in kdb+/q with AI-assisted triage and explainable alerts
C++ feed handler that normalizes multi-exchange tick data into a common schema and publishes it into a kdb+ tickerplant over IPC
Real-time fixed income tick stack on kdb+/q and TorQ: simulated govies feed (UST, Bund, OAT) driven by mean-reverting yield curves, bond pricing and yield library in q, RFQ schema, VWAP/TWAP analytics and qspec tests in CI
kdb+/q market microstructure study: bid-ask spreads, market-maker behaviour and order flow on 10M+ quotes.
European, Asian and knock-out barrier options priced in idiomatic vectorized q/kdb+ - no loop ever touches a path. Validated against Black-Scholes, with antithetic variance reduction and a convergence/throughput study.
kdb+/q point-in-time book valuation: as-of joins trade positions to curve rates for mark-to-market snapshots
Execution quality & transaction cost analysis. In kdb+/q on simulated tick data: as-of-join, markouts, fby outliers
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