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by nhourcard 685 days ago
TLDR from the article;

Alternatives (which are open source) to KDB+ are split into two categories:

New Database Technologies (tick data store & ASOF JOIN): Clickhouse & QuestDB

Local Quant Analysis: Python – with DuckDB & Polars

Some personal thoughts:

Q is very expressive, and impressive performance can be extracted from kdb+, but the drawbacks are proprietary formats, vendor lock-in, costs, proprietary language and reliance on external consultants to make the system run adequately, which can increase operational costs.

I'm personally excited to see the open-source alternative stack emerging. Open Source time-series databases and tools like duckdb/polars for data science are a good combination. Storing everything in open formats like Parquet and leveraging high-performance frameworks like Arrow is probably where things are heading.

Seeing some disruption in this industry specifically is interesting; I think it will be beneficial, particularly for developers.

NB: disclosing that I'm from questdb to put thoughts in perspective