It wasn’t until after completing an engineering degree that I realised I didn’t want to be an engineer (well, not in the traditional sense that I imagined it to be). I enjoyed all the mathematical and aerodynamic theory but using AutoCAD and studying machinery precision killed my soul. So, when I graduated with that realization, I started looking for job openings within Northern Ireland that accepted an engineering background but would offer a different scope of work. That’s when I fell (read: stumbled) into the world of kdb+ programming with my first big-girl job at First Derivatives. Having had barely any programming experience – except a little bit of VBA and MATLAB – and zero financial knowledge, this was all brand-new and very daunting.
Things started to click quickly when I had a very basic intro to SQL during my training period. It just seemed so logical and almost conversational that it was, dare I say, easy. Then, I started studying the in-built query language of kdb+, q, and felt massive relief when I saw the term “q-SQL”. The syntax of sending queries with q is very similar to that of SQL. That’s when I was able to start writing some sensible kdb+ code and the imposter syndrome soon faded away. Once I was trained up and started on kdb+ projects, it was soon clear that the majority of the work was based around just knowing how to query and manipulate data – that was true for both backend kdb+ developers and front office quants alike. So, I’ve used this experience to put together this (free!) short overview and introduction to q that I wish someone had done for me:
Whether you are a developer at the start of your kdb+ journey, an existing user who wants to leverage it more or just curious about kdb+, this course will cater to everyone. You are also welcome to reach out to Neueda’s kdb+ specialists with any questions at firstname.lastname@example.org. Enjoy!