For the unindoctrinated, KDB+ is an extremely fast, column oriented, in-memory database. It's based on a language called Q and has been used at many banks to store exchange related data.
Syntax is hard to read and easy to make mistakes in considering how it overloads every letter of the alphabet as a command, but the extreme speed pays off I think.
K is only hard if you try to read it without first studying it. Looping is achieved through adverbs. The key to it is understanding what is a noun (data), verb (operator/function) and adverb (takes a verb, creates a new verb to be used infix). A verb with a noun to its right is a dyad if there is also a noun to its left, and is otherwise a monad. If it is needed, the monad can be specified by appending a colon to the right of the symbol. Fortunately, most kdb+ developers program in Q, which has a bunch of helper routines defined in k, and assigns monads to names such as neg x instead of -:x.
It's the same thing I said in the recent J discussion: J (and probably Q) is meant to be read with a help of computer. Reading and writing J consists of incrementally building/decomposing expressions in a REPL. You have wonderful tools to visualize expressions structure in the REPL and you are expected to use them and to experiment with the expressions. You're not supposed to read it as prose, don't even try.
There is also an sql like interface in addition to the Q and K languages.
This is probably easier to get started than diving into Q if that is too daunting.
You're incorrect. No individual letters of the alphabet are commands. Every symbol on the keyboard however is an operator (excluding semicolon, braces, brackets, and parens, which operate as line/expression terminators, function definitions, function invocation/array access, and list definitions, respectively).