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by rak1507 734 days ago
The volatility calculation looks like it should be doable in q/k, I'm not sure about the more complicated stuff but at the end of the day it's a general purpose language too so anything is possible. KDB being columnar means thinking in terms of rows can often be slower. Sounds like you have a keyed table? If the KDB guys you have aren't that good/helpful you could check out some other forums. Could be useful for the future to be able to circumvent issues you have with the kdb devs.