This is a log book of my study in kdb+ database which hopefully will evolve into some implementations of common trading strategies.

Sep 12 2016

• Downloaded kdb+ 32 bit
• Learnt how to evoke kdb+ / q language
• Find some resources
  • The cookbook http://code.kx.com/wiki/Cookbook
  • Working with R http://code.kx.com/wiki/Cookbook/IntegratingWithR

Oct 9 2016

• New direction to explore: Machine learning for trading?
• Key problems:
  • Access to data
  • Strategies
  • Execute order

Oct 10 2016

• Where to download free data: QuantQuote, Google, Yahoo
• Paid data: CSI: provide data for Yahoo
  • Compiled by CalTech Finance Group – http://quant.caltech.edu/historical-stock-data.html
  • Questions on StockExchange, answered by a professional – http://stackoverflow.com/questions/754593/source-of-historical-stock-data