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Programming in K

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Re: Programming in K

#12

I first encountered q/kdb+ at a quant job in 2007. I learned so much from the array semantics about how to concisely represent time-series logic that I can't imagine ever using a scalar language for research. Fun fact: the aj (asof join) function was my inspiration for pandas.merge_asof. I added the extra parameters (direction, tolerance, allow_exact_matches) because of the limitations I kept hitting in kdb. https://…

dang I had no idea you wrote the asof join for pandas. thank you for that
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