finos / kdb

kdb+ Working Group from FINOS Data Technologies program

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2020-09-14 - KDB Project Call Meeting Minutes #26

Closed mcleo-d closed 3 years ago

mcleo-d commented 3 years ago

Date

Monday, September 14th, 2020 - 10am EST / 3pm BST

// First Monday of every month

Attendees

Fullname	Affiliation	GitHub Username
Adam Jones	CodeThink	adamj-codethink
Richard Wagener	CodeThink	RichardWagener365
Aaron Davies	Morgan Stanley	adavies42
James McLeod	FINOS	mcleo-d
Rob Underwood	FINOS	brooklynrob
Alvin Shih	Morgan Stanley	alvin-c-shih
Aitana Myohl	FINOS	aitana16
Ilya Gorelik	EPAM
Aliaksei Vavilau	EPAM	avavilau
Andy Malakov	EPAM
John Burton	EPAM
Patrick Stephens	EPAM	patrickstephens1
Stuart Farr	EPAM
Christoper Howard	EPAM	cm-howard
Alex Alber	EPAM

Agenda

(5 min) Convene, roll call, welcome new people.
(5 min) Approve previous meeting minutes
- Approved by acclamation.
(12 min) @mcleo-d to introduce how Minutes work under GitHub.
- GitHub Actions behind the scenes.
(25 min) Introduction to TimeBase as potential FINOS project.
- https://www.deltixlab.com/products/timebase/
- Learn about:
- Language it's implemented in.
  - GC-free Java for microsecond latencies
- How it scales.
- Code snippets for querying from C++ / Java.
- Asof join example?
- Feature engineering? Z-scores, etc.
  - create Derived Streams (contrasted with Clean Streams)
- Adjustments for corporate actions?
  - create Derived Streams
- Encryption?
  - Data lives in files. Delegate to file system.
- Think about who we can refer as participants in that project.
- Engaging existing hedge fund clients?
(10 min) Introduction to qclone
- https://github.com/finos/kdb/tree/master/qclone
(5 min) AOB, Q&A & Adjourn
- Question about Exxeleron qPython.
- https://github.com/exxeleron/qPython
- Community has largely shifted to embedPy / PyQ from Kx Systems
  - https://code.kx.com/q/ml/embedpy/userguide/
  - https://code.kx.com/q/interfaces/pyq/

WebEx info

Webex

https://finos.webex.com/finos/j.php?MTID=mfc9190e818fd85f9e3ece5166f23d920

Dial-in and Project Materials

US: +1-415-655-0003 US Toll
UK: +44-20319-88141 UK Toll
Access code: 663 746 304
GitHub Repo:
- https://github.com/finos/kdb
Wiki Page:
- https://finosfoundation.atlassian.net/wiki/spaces/DT/pages/329383945/kdb+Project

mcleo-d commented 3 years ago

Hello

maoo commented 3 years ago

hi!

mcleo-d commented 3 years ago

Hello 👋

alvin-c-shih commented 3 years ago

Howdy!

RichardWagener365 commented 3 years ago

Hi

cm-howard commented 3 years ago

Hello :)

adamj-codethink commented 3 years ago

o/

mcleo-d commented 3 years ago

Hello 🚶

adavies42 commented 3 years ago

hi

patrickstephens1 commented 3 years ago

tada

brooklynrob commented 3 years ago

Here

avavilau commented 3 years ago

Hi!

avavilau commented 3 years ago

Please visit https://timebase.info/

github-actions[bot] commented 3 years ago

Couldn't find the following GitHub usernames on file: @patrickstephens1, @cm-howard, @avavilau . /CC @aitana16 @maoo @mcleo-d