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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