LOG – kdb database / algo trading

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
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