What kdb+/q concepts and use cases should I focus on for a kdb+ developer interview at an investment bank? [closed]
Closed 31 mins ago.
get index from list where value is zero occurring at the last of list
How do we efficiently get index from list where value is zero occurring at the last of list covering the below 4 cases
vectorizing function calls for use with update
expryDt:{[ed] (2_string ed) except “.”}; // generate a formatted ticker name for an option symbol:{[tkr;expiryDate;typ;strike] if[not typ in `CALL`PUT`CE`PE; show “typ is not correct. it must be either CALL or PUT or CE or PE”; exit 1]; r: $[(typ=`CALL) or (typ=`CE); string `C; string `P]; “” sv (string tkr; expryDt[expiryDate]; r; string strike) }; // […]
How to compare multiple columns and update a new column with boolean logic in kdb/q?
Compare the numbers in 3 columns and then create a new column based on the result of the boolean check.
Update column value based on mapping table
I have the following table
Vectorising an iterative implied volatility function
I’d like to calculate the implied volatility (IV) of a table t containing an option chain.
Vectorising an iterative implied volatility function
I’d like to calculate the implied volatility (IV) of a table t containing an option chain.
Vectorising an iterative implied volatility function
I’d like to calculate the implied volatility (IV) of a table t containing an option chain.
Vectorising an iterative implied volatility function
I’d like to calculate the implied volatility (IV) of a table t containing an option chain.
Vectorising an iterative implied volatility function
I’d like to calculate the implied volatility (IV) of a table t containing an option chain.