[R-SIG-Finance] kdb and q?

Daniel Cegiełka daniel.cegielka at gmail.com
Sat Jun 19 19:41:13 CEST 2010

You should ask on kdb/q list what they think about.

kdb/q is really solid product.. but horrible expensive.

R in general isn't so fast like q but we have really fast packages
like xts and indexing and you can work even with TB of tick data...
and (xts+indexing) you can compare with kdb.

So I think that if you know, what you really need, you can build
really fast product based on R... and it's free.


2010/6/19 Ajay Shah <ajayshah at mayin.org>:
> I wonder what the R community thinks about kdb and the q language.
> A person from Morgan Stanley says that R is just great as a PL but for
> the performance issues faced in finance with intra-day data and
> real-time analysis, R is not able to keep up and they are doing a lot
> of things with kdb and q.
> --
> Ajay Shah                                      http://www.mayin.org/ajayshah
> ajayshah at mayin.org                             http://ajayshahblog.blogspot.com
> <*(:-? - wizard who doesn't know the answer.
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