Join us in Hong Kong for our next KX Meetup with guest speaker Nick Psaris.
Designed with developers in mind, you'll discover more about kdb and how you can improve your skills and knowledge. Meet with your peers and industry colleagues to share ideas and network over light refreshments.
| February 28, 2024 | 6:00 PM | The Executive Centre |
Improved Matching Algorithms in Q: Leveraging Kdb+ 4.1 Syntax Enhancements.
Nick Psaris will present 4 famous iterative matching algorithms: the Stable Marriage (Gale-Shapley) algorithm, the Stable Roommate (Robert 1985) algorithm, the Hospital-Resident algorithm originally used by the National Resident Matching Program and the Student Allocation algorithm. Implementation and optimization considerations will be shared and comparisons with the canonical python 'matching' package will be made.
To motivate the discussion and drive intuition, a live matching session between qbies and qgods will be enacted. Finally, Nick will demonstrate recent additions to the q language that make the implementation more elegant. Come prepared to learn, laugh and lend a hand!
Nick Psaris is a trading strategist with over two decades of experience building automated option market making and equity statarb backtesting and trading systems as well as data and analytic platforms. He is a CFA charter holder and holds a Masters in Computational Finance (MSCF) from the Tepper School of Business at Carnegie Mellon University.
Nick wrote “Q Tips: Fast, Scalable and Maintainable Kdb+” based on his years of practical experience developing production trading systems in q. His second book, “Fun Q: A Functional Introduction to Machine Learning in Q”, uses the expressive q language to guide readers through implementing twelve machine learning algorithms from scratch. Nick is currently an adjunct professor for the Market Microstructure and Algorithmic Trading class at Carnegie Mellon’s MSCF program and a Managing Director in the Central Risk Book of a top-tier American investment bank.
Gil Gadi is a seasoned sales professional of experienced market data, connectivity, infrastructure and managed services in the financial market industry, and is Senior Sales Manager of ICE Data Services.
The Executive Centre, Level 2, 28 Stanley Street, Central, Hong Kong
