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.
How do we update a table column which is list type based on list indices range
How do we update a table column which is list type based on list indices range
KDB+: Recommended Way to Access Large Datasets for RTE / RTS
I am trying to understand the appropriate way for an RTE in a KDB+ Tick architecture to access large volumes of HDB & RDB data for its analysis, in this case a 30 day rolling window of sub-second L2 order book, ticker and trades for Deribit’s BTC-PERPETUAL, BTC’s calendar futures and all derived options.
use reverse rank in a fby statement
How does one accomplish a reverse rank in an fby?
kdb q: use reverse rank in a fby statement
How does one accomplish a reverse rank in an fby?
Compare two tables row wise using Q/kdb
I would like to compare data from two tables with same columns. What I think is I can use match operator (~) between the tables in each row of those tables, however, If the table size is big I am getting timeout issues.
kdb q functional select variable as symbol or not
With the following:
k) portion of parse tree of user defined function
In the below, why does the eval fail but the value works?
Also, what exactly is the k){x'y} part of the parse output and why did I have to enclose it in quotes for the value statement to work?
kdb/q How do I change all values of 0n in table column?
I am originally trying to save a table in kdb, but I was getting a type error: