I am excited to share that DefconQ x Squarepoint are joining forces to invite all KDB/Q developers, engineers, and enthusiasts to a community get together and networking event in the heart of London.

And this one is going to be special, for two big reasons:

First: With the backing of Squarepoint, one of the largest KDB/Q users on the street and a firm operating at the forefront of quantitative trading and large-scale data engineering, you will get the chance to connect with some of the strongest KDB/Q minds in the industry.

Second (and even better): Squarepoint’s recruiters will be there in person, ready to chat about open roles across engineering, quantitative research, and infrastructure. If you’ve ever wondered what it really takes to build, scale, and operate KDB/Q systems in a top-tier quant environment, this is your chance to ask the people doing it.

Opportunities like this don’t come around every day, we hope you won’t miss it. Light refreshments will be provided.

What to Expect​

• Welcoming talk by Squarepoint
• Informal networking with the DefconQ community
• Deep technical conversations about KDB/Q in production
• Insight into how leading hedge funds leverage time-series architecture
• Direct access to recruiters hiring for real, impactful roles

See you at the Globe.

When: Wednesday, 18th March, from 18:00
Where: The Globe, Moorgate
Signup here: Event Signup

About Squarepoint​

Squarepoint is a privately held firm led by its four founding partners across seventeen cities around the world. The business dates back to 2000 and has evolved through Lehman Brothers and Barclays before becoming independent in December 2014.

We are committed to developing a world-class quantitative investment platform through our systematic, diversified approach. At Squarepoint, collaboration occurs across all teams, sharing investment ideas and promoting a culture of ownership and accountability. We pride ourselves on our deep expertise across Quantitative Investment Management, Technology and Trading Operations.

You can read more about Squarepoint here...

Open Roles at Squarepoint​

Squarepoint's success comes down to its people. Open Roles at Squarepoint

What Changed: More Time, More Data, Same Expectations​

Historically, markets had well-defined trading sessions. Systems were designed around them:

• A clear start of day
• A clear end of day
• Overnight batch processes
• Predictable data volumes
• Fixed intraday windows for analytics

Extended trading hours fundamentally challenge these assumptions. From a systems perspective, this means:

• Longer continuous data streams
• Higher total daily data volume
• More intraday state to manage
• Fewer clean reset points
• Increased overlap across regions and venues

And crucially: Latency, throughput, and availability expectations do not relax just because the day is longer.

The Hidden Cost: Volume Isn’t Linear​

A common mistake is to assume that extending trading hours simply increases volume linearly. In practice, it often doesn’t. Extended hours introduce:

• Higher market fragmentation
• More algorithmic and automated participation
• Increased event-driven bursts (news, macro, cross-venue reactions)
• Longer periods where real-time analytics must stay hot

That means more ticks, more state, more joins, more aggregations, and more pressure on memory and compute.

Systems that were “just about fast enough” during regular hours may suddenly fall over.

Why Many Databases Will Struggle​

Most modern data stacks weren’t designed for continuous, high-frequency, time-series workloads.

1. Row Based Storage​

Row-oriented systems are inefficient when queries scan time ranges across a small number of columns, which is exactly what market data workloads do.

2. Disk-First Architectures​

Systems that rely heavily on disk I/O, even with caching, struggle when real-time queries and ingestion happen simultaneously over extended periods.

3. Complex Streaming Pipelines​

Many stacks glue together:

• A streaming layer
• A storage layer
• A compute layer
• A query layer

Each boundary adds latency, failure modes, and operational complexity.

4. Overnight Assumptions​

Batch jobs, rollovers, save-downs, and re-indexing jobs often assume a quiet overnight window. Extended trading hours shrink, or eliminate, that window entirely.

Why KDB Handles This Naturally​

This is where KDB/Q stands apart, not because it’s “fast”, but because of how it’s designed.

1. Built for Continuous Time-Series​

KDB/Q is not a database that supports time-series. It is a time-series system by design.

• Data is stored in vectors/arrays
• Time is a first-class concept
• Vector operations are second nature
• Queries scale with time ranges, not table size

Longer trading hours simply mean more rows. The access pattern doesn’t change.

2. In-Memory First, Disk as an Optimization​

KDB/Q’s architecture cleanly separates:

• Real-time data (RDB), in memory
• Historical data (HDB), memory-mapped on disk

Extended trading hours don’t require redesigning the system. They just change how long the RDB stays hot and how often data is persisted.

Memory-mapped storage ensures:

• No deserialization overhead
• No ORM layers
• No impedance mismatch between memory and disk

3. Streaming Is Native, Not Bolted On​

In KDB/Q, streaming isn’t an add-on, it’s the default.

• IPC is lightweight and event-driven
• Subscribers process updates as they arrive
• Backpressure patterns (e.g. chained tickerplants) are well understood

Whether the market trades for 6 hours or 20 hours is largely irrelevant. The system is already designed to run (almost) continuously.

4. Analytics Live Where the Data Lives​

This becomes even more important with longer trading days. Instead of:

“Pull all the data out, then analyze it somewhere else”

KDB/Q allows:

“Run the analytics where the data already is”

That means:

• Smaller result sets over the network
• Lower bandwidth pressure
• Faster response times
• More predictable performance

Extended trading hours amplify the cost of moving data. KDB avoids that cost entirely.

Operational Reality: Fewer Moving Parts Win​

When markets run longer, operational simplicity matters more than ever. KDB/Q based systems typically replace:

• Streaming frameworks
• Online Analytical Processing (OLAP) engines
• Time-series databases
• Analytics runtimes

... with ONE COHERENT SYSTEM

That matters when:

• Monitoring windows are longer
• Failure recovery must be faster
• Engineers are on-call for extended periods
• Systems must degrade gracefully, not catastrophically

This Is a Trend, Not a One-Off​

Nasdaq extending trading hours isn’t an isolated event. Already towards the end of last year, we saw the New York Stock Exchange extend its trading hours (Read my blog post here). Most cryptocurrency exchanges already operate 24/7, and it’s clear that more traditional exchanges will follow this trend. We’re seeing:

• More global overlap
• More electronic liquidity
• More automation
• More demand for always-on systems

Markets are moving closer to continuous operation. Architectures that depend on:

• Quiet periods
• Batch windows
• Heavy ETL
• Complex pipelines ... will increasingly struggle to keep up.

Final Thoughts​

Extended trading hours are a stress test for market data architectures. They expose:

• Hidden assumptions
• Scalability limits
• Operational fragility

Systems built with KDB/Q (KDB-X) don’t need to be reinvented for this shift. They were already designed for it. If anything, changes like this highlight why KDB/Q has remained dominant in high-performance market data systems for decades, not because it’s fashionable, but because it solves the right problems at the right level of abstraction. And as markets keep pushing toward longer, faster, and more continuous trading, those design choices matter more than ever.

If you need help designing or architecting your KDB/Q system, feel free to reach out! Happy to chat. Until then, happy coding.

Reference: Reuters: Nasdaq seeks to extend trading hours, as Wall Street gears up for 24/7 move

Over the years, I’ve received countless messages about:

• 💡 How to start learning KDB/Q
• 🚀 Career paths and progression in the KDB/Q ecosystem
• 📚 Best learning resources and study plans
• ⚙️ Real-world applications and architecture insights

So instead of replying to everyone one by one, let’s bring it all together. The AMA will run for 24 hours, and you will be able to ask your questions completely anonymously.

Looking forward to hearing from you all!

DefconQ

You can find the link here: Reddit DefconQ AMA

Quant Strats took place right in the heart of the City of London, the historical financial district, just a short walk from Bank Station. As you stroll down Threadneedle Street, passing the historic Bank of England on your left and the Royal Exchange, one of the world’s oldest trading hubs, first opened in 1571, you can almost feel the spirit of global finance in the air. Voltaire captured this essence perfectly in Letters on the English (1733), writing:

“Take a view of the Royal Exchange in London, a place more venerable than many courts of justice, where the representatives of all nations meet for the benefit of mankind. There the Jew, the Mahometan, and the Christian transact together, as though they all professed the same religion, and give the name of infidel to none but bankrupts.”

A fitting reflection on the city that still serves as one of the world’s great crossroads of commerce and ideas.

But on this particular Tuesday morning, the usual buzz of the City of London was matched, no surpassed, by the energy inside the halls of Quant Strats Europe 2025. With over 500 attendees representing some of the world’s leading buy- and sell-side institutions, the atmosphere was electric, a room full of some of the brightest minds in quantitative finance, all eager to connect, learn, and push the boundaries of the field.

Setting the Stage & Big Themes​

After the welcoming remarks of the host, the conference opened with a macroeconomic outlook from Mike Bell, setting the tone for the conversations around risk, regime shifts, and policy tailwinds. From there, participants dived into panels and sessions on topics such as:

• Geopolitical shocks & real-time market signalling
• Alpha warfare and how AI is reshaping quant strategy
• Machine learning interpretability in finance
• Architecting where models live (cloud vs on-prem vs hybrid)
• Extracting latent signals from unstructured data (LLMs, NLPs)
• Portfolio construction innovations (multi-asset, private & public)
• Execution optimization, alternative data, and data pipelines

The agenda was ambitious, bridging theory and practice, and bringing deep technical sessions alongside broader strategy talks.

A few standout features:

• Quickfire “Insight Unlocked” sessions: five-minute lightning talks delivering tight, actionable ideas
• Masterclass / workshop tracks on specialized topics
• Expo demo drives and networking breaks built in to let practitioners explore tools and connect
• An app that truly elevates the conference experience: Guiding you seamlessly through the event with a host of powerful features. I already raved about the Quant Strats Event App last year (you can read my full review here), and it continues to impress.
• A spotlight on data infrastructure, deployment architecture, and real-time systems rather than just pure model research

Overall, the focus shifted from signal generation to signal execution, model robustness, deployment trade-offs, and system architecture, exactly where the rubber meets the road in quant finance.

My Highlight: Masterclass Data to Deployment, End-to-End Coding for Quant Analysts​

For me, the highlight of Quant Strats was leading the 90-minute masterclass titled Data to Deployment: End-to-End Coding for Quant Analysts. In that session, I guided attendees through a full pipeline:

1. Introduction to KDB/Q: History, evolution and important concepts of Wall Street's most powerful array programming language
2. Ingest & Stream Data - live integration from historical end-of-day (EOD) files as well as real time data from Databento, a market data provider, giving you 125$ credit when signing up.
3. Data Handling & Cleaning - parsing, transformations, and schema logic
4. Signal Generation & Strategy Logic - crafting a simple rading signal, using simple moving averages (SMA), in KDB/Q
5. Optimization, Deployment & Execution - from prototype to a deployable system
6. Leveraging existing libraries such as ExeQution Analytics, to focus on what's important: turning data into alpha
7. Visualization & Dashboarding - showing results using Pulse, the framework that even makes me enjoy UI work

What made the Masterclass special is the balance between hands-on coding and strategic architecture. Many participants told me afterward that seeing how everything connected: data ➡️ model ➡️ execution ➡️ monitoring, helped solidify how to build a real quant system, not just isolated research code.

One recurring theme during the masterclass (and across the event) was the significance of performance, interpretability, and model flexibility. Building for speed is important, but so is building for maintainability and resilience over time.

Memorable Panels & Moments​

Some highlights that stuck with me:

• The Geopolitical Shock Panel asked: How do you separate noise vs signal in global events? and What data sets help decode policy shocks in real time? It’s a reminder that markets don’t operate in a vacuum and quant models must ingest events.
• Alpha Warfare: Winning the AI Arms Race explored where quant teams get edge when everyone has access to advanced models and compute. Not just model selection, but infrastructure, data, pipelines, and latency matter.
• Model interpretability & explainable AI sessions tackled guardrails: how to deploy ML in finance when regulators or stakeholders demand transparency.
• The discussion on where models should live, cloud vs on-prem, tackled real tradeoffs: latency, compliance, cost, and hybrid flexibility.
• And the closing keynote From Pit Wall to Portfolio, by Neil Martin (ex-Formula 1 strategist) drew powerful parallels between motorsport analytics and quant finance: split-second decisions, feedback loops, and optimizing under pressure.

Reflections & Takeaways​

• Systems matter as much as models: Many talks framed quant work not just as statistical or ML problems, but as engineering and software problems.
• Deployment & infrastructure tradeoffs shine: It’s one thing to produce a signal in Jupyter or research code; it’s another to embed it into a production pipeline.
• Data quality, latency & pipeline robustness are differentiators: Several speakers emphasized that alpha can be lost more in poor data ingestion or messy pipelines than in suboptimal modeling.
• Hybrid architectures are the future: The middle ground, balancing on-prem control with cloud scalability, is where many quant firms will land.
• AI & LLMs are maturing but need guardrails: The promise is high, but interpretability, drift, and risk control cannot be ignored.

Conclusion​

From a personal perspective, seeing the breadth of talent in one room, researchers, engineers, portfolio experts, platform builders, reaffirms that the future of quant is multidisciplinary. Model authors must understand pipelines; engineers must think in signal space. And KDB/Q continues to prove why it’s the gold standard for quantitative finance. Its unmatched ability to process, analyse, and store massive volumes of real-time and historical data makes it the ultimate choice for building modern, scalable, and ultra-low-latency systems. Whether you’re streaming tick data, engineering features for machine learning, or running complex backtests, KDB/Q empowers quants to focus on insights rather than infrastructure. Simply put, when it comes to speed, scalability, and precision, nothing comes close.

I walked away energized, with new connections, fresh ideas, and a clearer view of where quant finance is heading.

If you’re working with KDB/Q, or planning to, and need expert guidance on architecture reviews, system design, or simply want to deepen your understanding of the language, don’t hesitate to reach out. I’m always happy to help fellow quants and developers get the most out of KDB/Q and bring their data infrastructure to the next level.

Quant Strats Europe Photo Dump​

Belfast Happy Hour: A Small City with a Big KDB/Q Community​

It’s hardly a surprise that plenty of KDB/Q developers come from Ireland, after all, both of the leading KDB/Q consultancies, Data Intellect and First Derivatives, are based there. And just as much as Belfast baps and unpredictable weather are part of Irish life, neither rain nor wind could keep the local KDB/Q community from gathering for the KX & DefconQ Brews and Q’s Happy Hour, the first community meetup in quite some time.

Thanks to our generous sponsor KX, the drinks were flowing, and around 50 developers came together for an evening of reconnecting with old friends, meeting new peers, and enjoying the community vibe without a fixed agenda. The feedback has been overwhelmingly positive, and there’s already demand for the next Belfast Happy Hour!

Here’s a glimpse of the Happy Hour in pictures

Big thanks to Jonny Press, CTO of Data Intellect, for proudly rocking the DefconQ Swag. And no, bribes were not involved!

New York: The City That Never Sleeps​

You’ve probably heard the saying that New York is the city that never sleeps, and my week there proved it true. Between battling jetlag, working with my client (a major hedge fund), joining a Data Intellect dinner with colleagues in town, hosting the DefconQ New York Happy Hour, and speaking on a panel at the Cornell Future of Finance & AI Conference, there was hardly any time left for sightseeing. I also took the chance to meet one of my role models, Nick Psaris, author of my all-time favourite KDB/Q book Q-Tips.

Bridging Time Zones: Working for a Global Team​

Working for an international investment bank or hedge fund usually means being part of a global team spread across multiple time zones. The same is true for the hedge fund I work with, our team spans three different regions. Since I was already planning a trip to New York to speak at a conference, I took the opportunity to spend a few days working from the New York office. Meeting my colleagues face-to-face was a refreshing change from our usual messenger chats and video calls, and it was great to connect with everyone in person.

Data Intellect Dinner: A Showcase of Global Leadership​

As I wasn’t the only Data Intellect team member in town, Joyce, our Head of North America, took the opportunity to bring together all New York based colleagues for a dinner. It was a great chance to meet many new faces and connect with some of the developers I’d previously interacted with.

From Mentors to Icons: Meeting Role Models, New Faces, and the Legend, Arthur Whitney himself​

Since this was my first visit to New York, I couldn’t resist following a personal agenda and meeting some people I’ve always wanted to connect with.

First up was Nick Psaris, one of my role models and the author of Q-Tips: Fast, Scalable and Maintainable KDB, my all-time favorite KDB/Q book. We caught up on a sunny day in Bryant Park, right in the heart of Manhattan, and had a fascinating conversation about all things KDB/Q. It was a real highlight for me, and I even got my copy of Q-Tips signed.

Next, I had the pleasure of meeting Dennis Shasha, professor and computer science researcher. Dennis was one of the earliest users of KDB/Q, and it was inspiring to hear his stories about the early days of Q and K. To my surprise, I also discovered that Dennis isn’t just a polyglot in programming languages, he’s fluent in German, Italian, French, and Spanish. We also bonded over our shared connection to South Tyrol, my hometown, where Dennis gives guest lectures at the Free University of Bolzano, the very place I earned my bachelor’s degree.

And finally, I met the legendary inventor of KDB/Q himself, Arthur Whitney. I’ll admit, I was pretty nervous heading into dinner at a small American restaurant, after all, I wanted to make a good impression. But Arthur was incredibly welcoming and generous with his wisdom. Of course, we talked plenty about KDB/Q, but we also shared thoughts beyond tech. The evening flew by, and I left feeling deeply grateful for the experience.

DefconQ Takes Manhattan: Happy Hour in New York​

On Wednesday, September 17th, right across from Grand Central Station, the New York KDB/Q community came together for the very first, and definitely not the last, DefconQ Happy Hour, generously sponsored by Data Intellect. Around 50 KDB/Q developers and enthusiasts gathered in one of Manhattan’s lively pubs to connect, share ideas, network, and simply enjoy a great evening together.

Data Intellect was out in full force, with many of their New York-based developers joining, alongside Joyce, Head of North America, and special guests Ciara, Paul, and Justin who flew in from London.

The atmosphere was buzzing, the conversations flowed as easily as the drinks, and true to tradition, a few of us stayed until closing time.

From Data to Alpha: DefconQ at Cornell Financial Engineering Manhattan​

Friday marked another first for me: stepping onto the stage at the Cornell Financial Engineering Manhattan 2025 Future of Finance & AI Conference to join a panel on "Building Models From Real World Data Sets". The discussion was moderated by Gordon Ritter and featured an impressive lineup including Dr. Ioana Boier (AI Research, Nvidia), Evan Reich (Head of Data Strategy & Sourcing, Verition Fund Management LLC ), Paul Krueger (Quant Trader, Millennium), and John "Morgan" Slade (CEO, Exponential Technology Inc.) and myself.

Organized by Professor Victoria Averbukh (Director, Cornell Financial Engineering Manhattan) and Alexander Fleiss (CEO, Rebellion Research), the conference has become a staple in the finance community. This year was no exception: sold out with over 300 attendees, yet still intimate enough to connect, exchange ideas, and strengthen industry relationships.

I was also happy to reconnect with Christina Qi, CEO of Databento, who I first met in London earlier this year. Her company is making big waves on Wall Street with its fresh approach to market data. If you’re curious about how to stream real-time data into your KDB/Q Tick plant, you’ll find my tutorial linked here.

Overall, I truly enjoyed contributing to such a high-caliber event and look forward to hopefully taking the stage again in the future.

Big Apple Reflections​

Looking back, I can honestly say that this past week in New York has been one of the proudest moments of my career so far. From sitting in front of a Bloomberg Terminal for the very first time at 19, fresh out of high school with no clear direction, to experiencing the 2008 financial crisis while working in the portfolio management team of a small investment bank in Northern Italy, to returning to university at 23 and eventually rejoining the workforce at 28 in a large international investment bank in London… I never would have imagined that one day I would be working on Wall Street, even if only for a week, halfway across the globe. Here’s to many more adventures ahead.

P.S. Meet DefconQ’s newest fan: Adam Sandler.

What began as a small personal hobby, mainly to improve my own KDB/Q skills, has since evolved into a full-fledged side project and growing community. I never expected the blog to gain such traction, nor could I have imagined the incredible feedback and connections it would bring.

I’m truly grateful to everyone who has supported DefconQ along the way, whether you’ve subscribed to the newsletter, liked or reshared a LinkedIn post, attended a community meet-up, or simply read an article. Your encouragement and engagement mean the world to me.

As is now tradition, I’d love to share some of the highlights from the past year. Let’s take a look back and celebrate what we’ve built together. And if you’re wondering who won the FREE PREMIUM ticket to Quant Strats Europe 2025, where I’ll be hosting a KDB/Q Masterclass, keep reading. The winner is revealed in this blog post!

DefconQ's Year in Review​

TL;DR​

The summary below highlights all DefconQ activities from September 4th, 2024 through September 4th, 2025.

q)show TLDR:(`$("Posts";"Reach";"Followers";"Meetups & Conferences";"Livestreams & Podcasts";"Collaborations";"Awards";"Newsletters";"Swag Store";"Bench Press PR";))!31 349686 655 1 3 0 1 2 1 120
Posts                 | 31
Reach                 | 349686
Followers             | 655
Meetups & Conferences | 1
Livestreams & Podcasts| 3
Collaborations        | 0
Awards                | 1
Newsletters	      | 2
Swag Store	      | 1
Bench Press PR	      | 120	

Blog Posts​

Just like last year, I want to start my recap with the metric that makes me proudest: the number of blog posts published. At its heart, DefconQ has always been about sharing knowledge and helping others learn KDB/Q. Over the past 12 months, I published 31 blog posts, a steady increase from the 26 articles in year one. From deep dives into key KDB/Q concepts and hands-on tutorials, to curated resources, podcasts, community meet-ups, industry insights and news, the range of content has been both fun and rewarding to create. On average, this equates to one post every two weeks, a rhythm that shows consistency, but also reflects sustainable growth. Thank you to everyone who has read, shared, or joined along the way. Below are some highlights of the traffic and reach DefconQ achieved this year!

While DefconQ typically sees a steady flow of a few hundred visitors per day, the chart shows two significant spikes toward the end. Both are easy to trace back: the first coincides with my blog post on KDB-X, the newly launched KDB/Q community edition, while the second follows shortly after my third appearance on the ArrayCast as a guest panelist. The first spike from my blog post on KDB-X (link here), drew nearly 2000 views on its own and pushed total daily traffic past 3000. The ArrayCast recap (link here) generated almost the same number of views, though overall traffic for that day leveled out just above 2000.

Even more impressive is the breakdown of user activity: over the past year, total visits grew from 30k to 69k, more than a 100% increase. Active users also doubled, climbing from just over 5k to more than 10k. A clear sign that developers see real value in the content I’m sharing.

Reach​

Another key metric I track is reach, because what’s the point of creating content if it doesn’t reach people, right? Since my mission is to share KDB/Q knowledge and make this powerful array programming language more accessible, it’s important to connect with as many readers as possible. As with last year, the statistics below reflect a combination of my blog readership, my personal LinkedIn presence, and, new this year, my Substack newsletter.

One notable takeaway from the user-by-country breakdown is that the United States has now overtaken the United Kingdom, with the majority of users coming from the US. Another shift worth highlighting is Canada moving into fourth place, surpassing both Hong Kong and Ireland. While Ireland dropped out of the top ranks, Germany and Singapore made their way into the leaderboard.

On the bright side, London held onto its spot as the city with the most active users.

Much like last year, most of my blog post announcements went out via my personal LinkedIn profile, so it makes sense to look at those numbers too. And honestly, they blew me away. Impressions nearly doubled, climbing from just under 200k to 350k.

My top-performing posts reached 17.5k and 15k impressions each, and overall, more than 60k people engaged with my content. A milestone I’m truly proud of.

Followers​

Our DefconQ LinkedIn community experienced a strong growth over the past year, reaching 655 followers, a 50% increase compared to the first year. This is a fantastic milestone considering most of the conversations still happen through my personal profile. On top of that, my DefconQ Substack newsletter, which I only launched a year ago, already has 173 subscribers! If you haven’t joined yet, head over and subscribe, it’s free, and it guarantees you’ll never miss a blog post (they’ll come straight to your inbox!).

Meetup and Conferences​

While I didn’t speak at any major conferences this year, I had the pleasure of hosting something even more special: the very first KDB/Q Community Happy Hour in London! Nearly 60 developers joined at Flight Club in Shoreditch for an agenda-free evening full of darts, laughter, networking with both new and familiar faces and brilliant conversations. We stayed until the pub finally kicked us out. The energy and turnout were so encouraging that for DefconQ’s second anniversary, we’ll be hosting not one but TWO Happy Hours, one in Belfast and another in New York. You can read more about them here.

September 10th, 2025: Brews and Qs Belfast Edition - KX and DefconQ Happy Hour!

September 17th, 2025: New York, New York - DefconQ Goes International

Following the anniversary, I’ll be back on the conference stage. On September 19th, I’ll be in New York at the Cornell Financial Engineering Manhattan 2025 Future of Finance & Ai Conference, and in October, I’ll present a KDB/Q Masterclass at Quant Strats Europe in London. Tickets for both conferences are still available and you can get a 20% Discount for Quant Strats Europe if you book via my link below.

Tickets:

Cornell Financial Engineering Manhattan 2025 Future of Finance & Ai Conference

Quant Strats Europe 2025

Livestreams and Podcasts​

2025 was a podcast-heavy year for me, I had the opportunity to appear on three podcast episodes in total: twice as a guest and once as a (guest) panelist!

Top 10% Podcast​

Back in March, I had a great chat with Craig Whiting, MD of RLS Search, on his Top 10% Podcast. We explored the world of Tech in Finance, covering everything from banking graduate schemes and nepotism in investment banks to salary progression, promotions, and more. If you’re considering a career move, navigating the job market, or just starting out, this episode is well worth a listen. Link here

The ArrayCast - Learning q with Alexander Unterrainer​

Next up was a real highlight and milestone for me, my first solo appearance on the ArrayCast, the must-listen podcast for array programming enthusiasts. While I had previously joined a group recording during Iverson College 2024, this was the first time I had a full episode to myself, which felt special. Given that The ArrayCast has featured some of the most respected names in the KDB/Q community, it was an honor to add my voice to that list. If you’re passionate about KDB/Q or array programming in general, this one's for you. Link here

The ArrayCast - KDB-X​

My second appearance on The ArrayCast this year was as a (guest) panelist, stepping in for Stephen Taylor due to a scheduling clash in Stephen's diary. In episode 112, we welcomed Ashok Reddy, CEO of KX, who shared insights into the newly released KDB-X Community Edition. Together, we explored the motivations behind this release, its current state, and what’s next on the roadmap. Whether you’re a long-time KDB/Q practitioner or just getting started with this powerful array programming language, this episode is well worth a listen. Link here

Collaborations​

Not every collaboration I explored this year materialised, but that’s part of the journey. What I did gain were incredible new connections, inspiring conversations, and friendships that I know will spark collaborations down the road. The seeds are planted, and I’m excited for what’s to come!

Certificates and Awards​

Quant Strats Advisory Board​

Technically, this isn’t an award or certificate, but to me, it feels like one. Earlier this year, I was honored to be nominated to the Advisory Board of Quant Strats, the leading conference for quantitative professionals and finance practitioners. If you’re in finance, this is truly a must-attend event, and I can’t recommend it enough. Curious what to expect? I attended last year and shared a full recap here. Tickets for this year are still available, and with my link below, you can enjoy a 20% discount.

Quant Strats Europe 2025

Reader's Feedback​

As I shared last year, the most rewarding achievement for me is the overwhelmingly positive feedback from my readers. There’s nothing more fulfilling than when someone I’ve never met reaches out to thank me, saying my blog posts have been helpful or inspiring. More than once, I’ve had fellow developers recognize me at meetups and strike up a conversation about KDB/Q, which I’m always delighted to do. So if you ever spot me at a meetup, or even just walking around London, don’t hesitate to come and say hi. That kind of feedback is priceless, and it remains one of my strongest motivations to keep writing and sharing.

Failures​

Being my own toughest critic, I also acknowledge my failures. Last year, I promised an AMA (Ask Me Anything) session, but unfortunately, it didn’t happen. I’m making it up to you: I’ll be hosting the AMA this October, once all the meet-ups and conferences are wrapped up. During the session, I’ll do my best to answer your questions about KDB/Q, careers, or anything else you’d like to ask. It will take place on Reddit, and questions can be submitted completely anonymously. More details will be shared soon.

Quant Strats Euoper 2025 Giveaway Winner​

Now, for the highlight of this wrap-up: it’s time to announce the winner of the DefconQ Giveaway for a free premium ticket to Quant Strats Europe 2025. And of course, how better to pick a winner than with KDB/Q, after all, we are KDB/Q developers! So, without further ado, here we go.

What the Future holds​

After such a successful year, the future of DefconQ has never looked brighter. I already have a few projects and ideas in the works, along with some bigger plans I’ve been developing behind the scenes. Everything will be revealed in due time, so for now, stay tuned, subscribe to my newsletter, and keep up with everything happening at DefconQ.

Until then, happy coding!

Iverson College: A Tribute to Kenneth Iverson​

Iverson College is a unique residential gathering for developers and enthusiasts of array programming languages, such as APL, J, K, q, BQN, and more, honoring the legacy of Kenneth E. Iverson. Since its inaugural meeting in 2011 at Trinity Hall, Cambridge, the event has offered an invitation-only, immersive experience where participants live, work, and learn together in an informal environment. With past editions held in places like Tuscany and Suffolk, the conference brings together both seasoned implementers and curious newcomers for lively, unscripted conversations and spontaneous talks, without any agenda, offering an atmosphere richer and more collaborative than typical conferences. Past editions of Iverson College have a rich history of attracting leading voices from the KDB/Q community, with Arthur Whitney himself attending on more than one occasion.

The community met again in August 2024 in Cambridge, with many of the ArrayCast team members in attendance, making it one of the most eclectic and engaging gatherings to date. You can revisit some of the event’s best moments in the highlight video below as well as in the ArrayCast episode 89, which was recorded at the Iverson College 2024.

The ArrayCast Episode 89 - The Iverson College Experience

In this episode, we welcomed Ashok Reddy, CEO of KX, who shared insights on the newly released KDB-X Community Edition. We covered the motivations behind this move, the current state of the community edition, and what’s coming next on the roadmap.

If you’re curious about KDB/Q, what the new community edition brings to the table, and our broader discussion, I highly recommend tuning in.

What Are Array Programming Languages?​

Array programming languages, like APL, J, and K (the foundation of KDB/Q), are designed to operate on entire sets of data, arrays, with a single, concise expression. Unlike traditional languages that loop through elements one by one, array languages apply operations across whole vectors, matrices, or tables at once. This leads to massive gains in performance, readability, and expressiveness. Their power lies in thinking and coding at a higher level of abstraction, closer to how data is naturally structured, making them a perfect choice in fields like quantitative finance, analytics, and high-performance computing. Fewer lines, faster code, smarter execution.

The Array Cast​

The Array Cast is a podcast dedicated to the fascinating world of array programming languages, from APL and J to K, Q, and beyond. Hosted by Conor Hoekstra, a well-known voice in the programming language community, the show features an expert panel including Adám Brudzewsky (APL), Stephen Taylor (APL, Q), Marshall Lochbaum (J, APL, BQN), and Bob Therriault (J). Together, they dive deep into the design, philosophy, and power of array-oriented programming, but always in a way that's engaging, insightful, and often entertaining. Even if you’ve never written a line of APL or Q, the Array Cast is worth your time: it offers a fresh perspective on problem solving, language design, and computational thinking that anyone in tech can appreciate.

Panelists​

🎙️ Conor Hoekstra​

Research Scientist at NVIDIA, Conor works on array programming models and languages. He's the visionary host of Array Cast, co-creator of the “Algorithms + Data Structures = Programs” podcast, and organizer of the Programming Languages Virtual Meetup series

💡 Adám Brudzewsky​

Adám is a seasoned APL programmer and teacher, leading language design at Dyalog Ltd. He’s deeply involved in the APL community and continually advances the language and its ecosystem

📚 Stephen Taylor​

A developer, technical writer, and educator, Stephen is an advocate for array languages, particularly APL and Q. He’s actively involved in community outreach and array-language education.

🛠️ Marshall Lochbaum​

An array-programming language implementer at Dyalog Ltd, Marshall brings deep expertise in J, APL, BQN, and language implementation. With strong academic training (MSc in CS), he focuses on performance tuning and multi-threaded algorithm optimizations

🎧 Bob Therriault​

Bob is the driving force behind Array Cast, a veteran TV producer turned podcast entrepreneur based in British Columbia, he brings decades of media production experience to the show.

Alexander Unterrainer​

Consultant and thought leader in KDB/Q, a powerful time-series database and programming language used widely in quantitative finance. Alexander runs DefconQ, a blog, community, and learning hub focused on KDB/Q development.

ArrayCast Guest​

Ashok Reddy​

Ashok Reddy is the Chief Executive Officer of KX. In this role, he is responsible for scaling the company's growth trajectory with a mission to accelerate the speed of data and AI-driven business innovation to enable KX customers to transform into real-time intelligent enterprises.

Together, this group delivers a compelling mix of high-level expertise, language design know-how, and thoughtful programming-podcast production, and they make Array Cast a must-listen for anyone interested in computational thinking, language design, and modern array paradigms.

Episode 112 of ArrayCast​

KDB-X

Join us for a relaxed evening of conversation, community, and cocktails at the KX Happy Hour, a casual meetup for KDB/Q developers to network, swap stories, and share ideas. Whether you’re a seasoned veteran or just starting out, this is a great opportunity to connect with others who speak your language (literally).

This session’s conversation starter: the public preview of KDB-X Community Edition. We’ll chat about what’s new, how it might fit into your projects, and hear perspectives from fellow developers, all in an open, informal setting.

No slides, no agenda, just great conversations, good company, and a chance to strengthen your KDB-X/Q network.

📍 You’ll find the event details and sign-up link below. 💬 If you can’t make the Happy Hour but still want to connect, drop me a message and I’ll do my best to arrange something.

When: Wednesday, 10th September, from 17:00

Where: Tetto Garden at the Bullitt Hotel, Belfast, Northern Ireland

Signup here: Event Signup

Linkedin Event Page: here

Looking forward to seeing many of you there!

About KX​

Their mission is to accelerate data and AI-driven innovation with high performance analytics solutions, enabling their customers to transform into AI-first enterprises. KX is trusted by the world's top investment banks & hedge funds, aerospace and defense, life and health sciences, semiconductor, telecommunications, and advanced manufacturing companies. KX technology enables the discovery of richer, actionable insights for faster, better informed decision making which drives competitive advantage and transformative growth for our customers. KX operates across North America, Europe, and Asia Pacific.

And of course, no trip to New York would be complete without a DefconQ KDB/Q Community Happy Hour, this time proudly sponsored by Data Intellect, the leading consultancy for all things KDB/Q.

📍 You’ll find the event details and sign-up link below. 💬 If you can’t make the Happy Hour but still want to connect, drop me a message and I’ll do my best to arrange something.

When: Wednesday, 17th September, from 18:00

Where: Stout, Bryant Park, NYC

Signup here: Event Signup

Looking forward to seeing many of you there!

About Data Intellect​

At their core, Data Intellect is a global data and technology consultancy firm. They provide services that advise, design, deliver and manage complete-system solutions for an array of industry applications in demanding environments. Their strategic and collaborative approach aligns to long-term partnerships. Today, their key area of expertise is financial and capital markets technology solutions, however, they’re always open to new challenges. Be it Fintech, Healthcare, Renewables or Telematics, to name a few, they love unearthing ingenious ways to help clients cultivate business outcomes, scale-up market offering and realize customer and investor expectations. The utility of these solutions and their problem-solving capabilities allow them to apply fintech data expertise to other industries, beyond global financial markets.

Open Roles at Data Intellect​

Data Intellect is always on the lookout for talented individuals who thrive in a collaborative environment. They're hiring worldwide across a range of experience levels, check out the current openings below.

New York​

kdb+ Contractor

Senior kdb+ Developer

kdb+ Developer

London​

kdb+ Contractor

Senior kdb+ Developer

kdb+ Developer

Belfast​

kdb+ Contractor

Senior kdb+ Developer

kdb+ Developer

Dublin​

Senior kdb+ Developer

kdb+ Developer

Hong Kong​

Senior kdb+ Developer

kdb+ Developer

Singapore​

Senior kdb+ Developer

kdb+ Developer

Toronto​

Senior kdb+ Developer

kdb+ Developer

KDB-X: The Next Evolution of Time-Series Databases​

First thing first, let's start with the biggest reveal: the name. The new KDB/Q release isn’t called 4.2 or 5.0… it’s now officially KDB-X. Whether this means we’re teaming up with Professor X, Wolverine, and the rest of the X-Men is still unconfirmed, but let’s just say I’m hopeful. Now, what exactly does this new edition bring? This is a public beta release, and KX has promised more features to come. But even in its current form, the offering is pretty generous. So, what’s actually included? A quick look at the product licensing page reveals that KDB-X gives you up to 16GB of RAM, 4 secondary threads per process, and 8 IPC connections. Best of all, you can run it both on-premises and in the cloud, for personal and commercial use. Oh, and did I mention? PyKX is included too.

After KX made the big announcement, I couldn’t resist giving KDB-X a spin myself. I headed over to the public preview page and just a few clicks later, I was up and running with the new release. Installation? By far the smoothest KDB/Q setup I’ve experienced to date. One simple command in the terminal kicks things off, and a short guided setup later, you’re good to go.

What really stood out: transitioning from the previous version was completely seamless. No refactoring, no tweaks, no surprises. Everything just worked right out of the box.

One frustrating "feature" that’s finally been removed?!? Remember trying to use the Personal Edition offline, like during travel, on a plane, or anytime you had spotty or no internet, only to be blocked because it needed to validate your license? That’s now a thing of the past. KDB-X runs completely offline with no connection required. Finally, I can actually get some work done mid-flight and take my mind off my totally irrational fear of flying (yes, I know it’s silly, but hey, we’ve all got our quirks).

Another pleasant surprise is that KX has made the Community Edition available not just for on-premise hardware, but also for cloud environments. Great news for all the cloud enthusiasts out there! Whether you're using GCP, Azure, or AWS, spinning up a virtual machine and running your KDB tick stack is now simpler than ever. Or, as LMC and U2 put it best: “Take me to the clouds above."

If you recall the promises made during the last KX meetup about a community edition, the first look at KDB-X suggests that KX is staying true to their word. While there may not be a flood of groundbreaking changes just yet, this release is a strong signal that KX is listening to its community and taking steps in the right direction. It feels like the momentum is shifting, and I’m optimistic there are plenty more updates and features on the horizon.

The fact that KDB-X Community Edition is free for commercial use is a game-changer. Within the limits of the community license, you can build, deploy, and even run production systems without spending a single penny. This opens up huge opportunities, especially for startups or smaller companies that want to prototype, test market fit, or build real-time analytics platforms without the upfront licensing costs. You get the power of KDB-X, Wall Street’s fastest time-series engine, with zero financial barrier to entry. It’s the perfect bridge to go from idea to production, and only scale up commercially when you’re ready.

Ultimately, this is fantastic news for the entire KDB community. By lowering the entry barrier, it will attract more developers, spark greater interest, and, fingers crossed, lead to more job opportunities and roles across the industry.

So, what’s next for YOU? If you’re as excited as I am about this shift and curious to explore how you can use and benefit from KDB-X, whether it’s building, testing, experimenting, or just geeking out over all things KDB, don’t hesitate to reach out. I’d love to connect and chat. In the meantime, here are some excellent resources to help you get started.

Resources

• Introducing KDB-X Public Preview
• Product Usage Restrictions
• Go-To KDB/Q Learning Resources
• How to Read, Understand and Learn KDB/Q code
• The Plain Vanilla Tick Setup
• KDB/Q Study Roadmap
• KDB/Q Tutorials

As many of you know, KDB/Q is a direct descendant of APL, so it naturally finds a regular place in ArrayCast conversations. Over the years, the podcast has featured some of the most respected names in the KDB/Q community, including Nick Psaris, Attila Vrabecz, Jonny Press and Stevan Apter, which makes it an even greater privilege to join this esteemed list of guests and contribute to such a meaningful initiative.

What Are Array Programming Languages?​

Array programming languages, like APL, J, and K (the foundation of KDB/Q), are designed to operate on entire sets of data, arrays, with a single, concise expression. Unlike traditional languages that loop through elements one by one, array languages apply operations across whole vectors, matrices, or tables at once. This leads to massive gains in performance, readability, and expressiveness. Their power lies in thinking and coding at a higher level of abstraction, closer to how data is naturally structured, making them a perfect choice in fields like quantitative finance, analytics, and high-performance computing. Fewer lines, faster code, smarter execution.

The Array Cast​

The Array Cast is a podcast dedicated to the fascinating world of array programming languages, from APL and J to K, Q, and beyond. Hosted by Conor Hoekstra, a well-known voice in the programming language community, the show features an expert panel including Adám Brudzewsky (APL), Stephen Taylor (APL, Q), Marshall Lochbaum (J, APL, BQN), and Bob Therriault (J). Together, they dive deep into the design, philosophy, and power of array-oriented programming, but always in a way that's engaging, insightful, and often entertaining. Even if you’ve never written a line of APL or Q, the Array Cast is worth your time: it offers a fresh perspective on problem solving, language design, and computational thinking that anyone in tech can appreciate.

🎙️ Conor Hoekstra​

Research Scientist at NVIDIA, Conor works on array programming models and languages. He's the visionary host of Array Cast, co-creator of the “Algorithms + Data Structures = Programs” podcast, and organizer of the Programming Languages Virtual Meetup series

💡 Adám Brudzewsky​

Adám is a seasoned APL programmer and teacher, leading language design at Dyalog Ltd. He’s deeply involved in the APL community and continually advances the language and its ecosystem

📚 Stephen Taylor​

A developer, technical writer, and educator, Stephen is an advocate for array languages, particularly APL and Q. He’s actively involved in community outreach and array-language education.

🛠️ Marshall Lochbaum​

An array-programming language implementer at Dyalog Ltd, Marshall brings deep expertise in J, APL, BQN, and language implementation. With strong academic training (MSc in CS), he focuses on performance tuning and multi-threaded algorithm optimizations

🎧 Bob Therriault​

Bob is the driving force behind Array Cast, a veteran TV producer turned podcast entrepreneur based in British Columbia, he brings decades of media production experience to the show.

Together, this group delivers a compelling mix of high-level expertise, language design know-how, and thoughtful programming-podcast production, and they make Array Cast a must-listen for anyone interested in computational thinking, language design, and modern array paradigms.

Episode 108 of ArrayCast​

Learning q with Alex Unterrainer

Resources​

• Podcast Notes and Resources
• Learning q with Alex Unterrainer - Transcript
• Algorithms + Data Structures = Programs Podcast

I'm incredibly excited to share that I’ve officially joined the Advisory Board of Quant Strats, a global platform bringing together some of the sharpest minds in quant finance, systematic trading, and data-driven research.

To celebrate this milestone, I'm giving back to the community that has given me so much, and what better way than giving you the chance to attend one of the top quant events of the year?

🎁 The Giveaway​

I’m giving away ONE PREMIUM TICKET to the Quant Strats Europe 2025 event, worth over £1,000. This isn’t just any ticket. This premium pass gives you full access to:

• ✅ Both conference days: October 14th & 15th, 2025
• ✅ All keynote sessions, presentations & panels
• ✅ Hands-on masterclasses and workshops
• ✅ Exclusive networking opportunities
• ✅ And more behind-the-scenes extras…

👉 Full ticket details here

Whether you're a quant developer, data scientist, researcher, or someone curious about the world of algorithmic trading, this conference is a goldmine of ideas and connections.

🎯 How to Enter the Raffle​

Participating is easy, here’s how to get your name into the draw:

• 🔁 Reshare this LinkedIn post (1 entry)

Want to boost your chances? You can earn additional entries by doing the following:

• 💬 Comment on my LinkedIn post (+1 entry)
• 📬 If you haven't done yet, subscribe to my FREE DefconQ newsletter (+1 entry) sign up here
• 👥 Tag friends/colleagues in the LinkedIn post (+1 entry per tag)

The more you engage, the higher your chances of walking away with a premium pass!

⏳ Deadline & Winner Announcement​

🗓️ The contest runs until August 31st, 2025. I’ll randomly draw the winner, in KDB/Q style, of course, and announce them shortly after.

📜 Terms & Conditions​

Before you enter, please make sure you’re OK with the following:

• 🎟️ The ticket is non-transferable and must be used by the winner (no resales).
• 🧳 Travel and accommodation are NOT included, just the conference ticket.
• 💷 No cash or alternative prizes will be offered.
• 🔁 If the selected winner is unable to attend or doesn’t meet the above, I’ll redraw a new winner.

💸 Not Feeling Lucky? Here’s a 20% Discount Code​

We work in finance, we know the value of hedging risk.

If you’d rather secure your ticket now and skip the waiting game, I’ve got you covered. Use my exclusive discount code to get 20% off your ticket today:

🎟️ Secure your 20% discounted ticket here

Thanks for celebrating with me, and good luck! Whether through the raffle or with the discount code, I’d love to see you at Quant Strats Europe 2025.

Until then, stay curious, stay quantitative, and happy coding.

In today’s highly competitive job market, setting yourself apart is more important than ever. One of the best ways to do that? Learn a technology that’s been powering the financial industry since the late '80s, KDB/Q.

Big news for all university students passionate about finance and tech: KX is relaunching its Academic Program in June 2025!

What does this mean for you?

• Expanded free-tier licenses for students and faculty
• Educational resources and community support
• Hands-on workshops and more

KX is currently partnering with universities globally. If you’re interested, speak to a professor, pitch a project idea, and get in touch with KX at devrel@kx.com

And if you’re wondering where to begin your KDB/Q journey, start with my blog: Go-To KDB/Q Learning Resources

You can find the full KX Academic Program Description here

And if you're based in London, why not join the vibrant KDB/Q community for our very first Happy Hour, hosted by me and ponsored by KX. You can find all the details here

When: Thursday, 22nd May, from 17:30

Where: Flight Club, Shoreditch

Signup here: Brews & Qs Happy Hour

I’ll be your host for the evening, and thanks to the generous support of KX, the event is fully sponsored.

Whether you're a seasoned KDB/Q developer or just starting your KDB/Q journey, come join us for a fun evening with the community. Looking forward to seeing many of you there!

• Banking grad schemes – Are they worth it?
• Nepotism in investment banks – How much does it matter?
• Hedge Funds vs. Banks – Where should you work?
• The truth about promotions & counteroffers
• The best way to negotiate your salary
• Does your university degree really matter?
• How to find a good recruiter (yes, they exist!)

If you're exploring job opportunities or simply want to understand the industry landscape, key considerations when searching for a new role, and more, join this insightful conversation between two seasoned professionals in the field.

This summit was one of the standout highlights of the year for me, as I was thrilled to hear about the latest advancements at KX, learn how market participants and industry experts leverage KDB/Q to gain a competitive edge, and see KXperts showcase innovative solutions they’ve been working on. On a personal note, it was also a wonderful opportunity to reconnect with KDB/Q developers I hadn’t seen in a while and catch up with my friends at KX. It’s an event I wouldn’t have missed for the world!

The New KX - Framing the AI Journey In Capital Markets​

The summit began with an inspiring keynote session featuring KX CEO Ashok Reddy and CMO Peter Finter. Ashok took us on a journey through KX’s history, from its founding in 1993 (the same year as Nvidia) to its evolution into the powerhouse it is today. He emphasized KX’s strength, speed, and transformative impact on capital markets, particularly as firms move toward an AI-first future. Highlighting KX’s mission, Ashok stated, “Our focus is on the technology problems so you can focus on the business problems.” He also introduced the concept of AI Factories, emphasising how they empower firms to make high-stakes, data-driven decisions and support quants in leveraging cutting-edge AI.

Next, Peter Finter delivered fascinating insights into the AI landscape. He underscored the critical role AI plays in enabling quants to uncover market patterns, speed up iteration cycles, and transform ideas into action—helping firms maintain their edge in high-speed markets. Peter noted that only 6% of organizations achieve meaningful ROI from AI, leaving significant room for growth. His presentation revolved around the powerful mantra: “Survival of the Fastest.” And if speed is the game, KX and KDB/Q undeniably sit at the summit of the data mountain!

Optimising Quantitative Development with KDB: A Case Study in Performance and Scalability with B2C2​

The first guest speaker of the day, Jad Sarmo, Head of Quantitative Development at B2C2, delivered an insightful session on leveraging a scalable KDB/Q architecture to manage high-volume data and empower quantitative research in the fast-paced crypto space. Jad showcased how integrating tools like PyKX, AWS, and KX Dashboards delivers rapid insights, enhancing decision-making and maintaining a competitive edge in dynamic markets. The presentation offered valuable lessons on harnessing KDB/Q, PyKX and KX Dashboards for scalable data analysis and research. Attendees also gained insights into building a cloud-based KX infrastructure, illustrated through real-life challenges and benefits. This engaging session highlighted how KDB/Q’s robust and scalable architecture revolutionizes quantitative analysis in crypto, offering firms a clear advantage with actionable, rapid insights.

A key takeaway from Jad's presentation was the emphasis on the importance of high-quality data, highlighting that recent data holds greater significance than data from a decade ago. This is particularly true in financial markets, which continuously evolve over time, unlike other industries.

Frictionless Deployment for Capital Markets: Accelerating Time to Value​

After a brief break and networking session, the day continued with the first panel discussion. Adrian Fancourt, Head of Capital Markets Business Development, EMEA at AWS, joined Matt MacLeod from ICE and Ilija Zovko from Aspect Capital to discuss he challenges faced by capital markets clients in managing data infrastructure. Ilija opened with a candid observation about the difficulty of finding interns who either know KDB/Q or are eager to learn it. My suggestion? Take advantage of the free personal trial edition or the student edition of KDB, offering a year of access that can be easily renewed. For learning KDB/Q, there’s no better place than DefconQ - check out my comprehensive study plan here.

The panel explored solutions to help capital markets firms overcome infrastructure management challenges, emphasizing the need for streamlined approaches that enable data teams to focus on generating insights rather than grappling with infrastructure. Together, KX, ICE, and AWS deliver a frictionless deployment model that removes bottlenecks by handling infrastructure setup, normalizing data, and ensuring its immediate availability for analysis. This session highlighted how KX accelerates time to market and value through innovative data management and deployment strategies.

Fixed Income Trading: It's More Than About Time​

Next up was Ken Garrett, Head of Fixed Income eTrading at ING, delivering what many of my peers considered another highlight of the day. Ken explored how fixed-income trading analytics can go beyond traditional time-series and tick data. He showcased the robust capabilities of KDB and the Q programming language in managing extensive data aggregation, a critical requirement for tackling the multidimensional challenges of trading. This approach is particularly valuable in low-liquidity markets, where conventional tools often struggle. Ken's session demonstrated how KDB and Q can enhance data oversight and offer a competitive advantage in complex trading environments.

How PyKX expands access to KX products​

After a short break, which included exclusive solution showcases and 1:1 consultation sessions with KX experts, Conor McCarthy, VP of Data Science at KX, As the Lead Architect of PyKX, Conor explained what PyKX is (for those unfamiliar) and why it is quickly becoming the gold standard for data access and analysis among KX clients who haven't made the transition to pure KDB/Q yet. He highlighted how recent innovations in PyKX are elevating KX products to new heights in terms of democratization and performance.

Conor showcased exciting new features introduced in version 3.0, emphasizing PyKX's hybrid architecture that combines the speed and scale of kdb+ with seamless integration into Python’s ML and deep learning libraries, enabling advanced AI-driven algorithms and analytics workflows. Two standout upgrades were:

• Python-First Query API: A user-friendly API that unifies fast access to real-time and historical data within Python’s ML environment.
• Python-First Streaming Workflows: Enables real-time data handling within Python, simplifying the application of ML and AI models to high-frequency data streams. An impressive 95% of tasks can now be performed entirely within Python, reducing the need for extensive programming language expertise.

I had the privilege of a personal demo of these new features and must say they make life remarkably easy for Python-first developers. However, as a devoted KDB/Q enthusiast, I have to admit that my preferred language of choice remains, and will always be, KDB/Q.

For more details about PyKX, check out these two press releases and explore the official documentation available on code.kx.com

• BigDataWire: KX Aims to Unlock Python’s Potential with PyKX 3.0
• BusinessWire: KX Supercharges Python Workloads with kdb+ Speed and AI/ML Library Integration

Accelerated Computing and Generative AI: Applications in Finance with NVIDIA​

Next, Lavinia Ghita, Senior AI Solutions Architect at NVDIA, explored the natural synergy between KX and NVIDIA—stemming not only from their shared inception year but also from their mutual focus on innovation. Lavinia provided valuable insights into accelerated computing and large language model (LLM) applications in finance and trading, showcasing how these technologies are revolutionizing the industry. Her presentation included an overview of the latest advancements in the field, a detailed examination of practical use cases, and guidance on accessing enterprise-ready accelerated computing infrastructure and resources. The discussion highlighted how AI solutions are transforming capital markets by mapping the journey from traditional applications to advanced AI-driven decision-making, with a focus on:

• Opportunities and implementation challenges
• Unlocking the full potential of AI
• The new AI Factory for Capital Markets and strategies to tackle common AI obstacles.

AI beyond the hype – lessons learnt​

After the final break and networking session, Johann Strauss, CTO for AI Pursuit at Dell Technologies, delivered what I found to be the most energetic and engaging presentation of the day. Johann highlighted that while headlines often focus on massive investments in “mega clusters” by tech giants, the enterprise market is more concerned with integrating AI into business processes. He addressed the challenges enterprises face in navigating the complex AI landscape, including governance, the sway of “random vendors” influencing AI projects within business units, and the critical need for predictable costs.

Johann emphasized six core capabilities that can address the majority of enterprise AI use cases, encouraging CIOs to prioritize these foundational elements instead of attempting to build an extensive array of capabilities. His presentation focused on the "how" of implementing AI in the enterprise, advocating for a factory-style approach to drive AI adoption across organizations effectively.

Leading Capital Markets into the AI-First Future​

To close out the day, Johann Strauss (Dell), Ken Garrett (ING), Jad Sarmo (B2C2), and KX CEO Ashok Reddy shared the stage for a thought-provoking panel discussion on how capital markets firms can achieve an AI-first future.

Following the insightful session, attendees were treated to a cocktail reception that rounded off the event in style. The highlight of the evening? A magician who captivated the crowd with mind-blowing tricks, leaving even Data Intellect CTO Jonny Press utterly speechless. It was the perfect finale to an incredible day.

I looking forward to the next KX event! Until then, happy coding!

The Plan​

First things first, let's examine the New York Stock Exchange’s (NYSE) latest proposal. On Friday, the NYSE announced its plans to extend trading hours on its all-electronic Arca exchange to 22 hours a day.

This proposal aligns with growing interest in around-the-clock trading in U.S. markets. Robinhood, for example, introduced “24/5 trading” in May 2023, allowing trades from 8 p.m. ET on Sundays to 8 p.m. ET on Fridays. Meanwhile, global cryptocurrency markets already operate 24/7.

Under the new plan, NYSE Arca’s trading would open at 1:30 a.m. and close at 11:30 p.m. ET on weekdays, pending regulatory approval, according to the NYSE’s parent company, Intercontinental Exchange. Currently, extended trading hours on the NYSE range from 4 a.m. ET to 8 p.m. ET, with regular trading between 9:30 a.m. and 4 p.m. ET.

NYSE Arca, a leading platform for trading exchange-traded funds (ETFs) and over 8,000 U.S.-listed securities, would allow trading of all U.S.-listed stocks, ETFs, and closed-end funds during these expanded hours.

The proposal comes in response to rising demand for U.S. securities trading. Kevin Tyrrell, Head of Markets at the New York Stock Exchange, commented, "The NYSE’s initiative to extend U.S. equity trading to 22 hours a day, five days a week highlights the strength of our U.S. capital markets and the increasing global demand for our listed securities. As the steward of U.S. capital markets, the NYSE is proud to lead the way in providing exchange-based trading access to our U.S.-listed companies and funds for investors across global time zones."

Redefining the Game: What NYSE's 22-Hour Trading Means for Electronic Markets​

What will these extended trading hours mean for the electronic trading landscape? Opinions are divided. While some market participants believe the impact will be limited and consider the proposal premature. Jim Toes, CEO of the Security Traders Association, noted in a CNBC interview, "The application seems very premature, as the demand for overnight and weekend exchange trading is still speculative." Dmitri Galinov, former head of Credit Suisse’s dark pool, holds a different view. “There is certainly demand from international markets, especially in South Korea, Japan, and parts of Europe,” he stated in a Sunday interview with CNBC.

He also pointed out a growing interest among U.S. retail traders who wish to trade at night, noting, “Many retail traders work during the day and want the option to trade past the current 8 p.m. cutoff when they get home.”

While demand from retail traders for extended hours is evident, the key question remains: will institutional traders follow suit? Although institutional investors are unlikely to be early adopters, and trading volumes are expected to be thin initially, competition around extended trading hours is undoubtedly intensifying. Earlier this year, TXSE Group, backed by BlackRock (BLK.N) and Citadel Securities, announced plans to launch the Texas Stock Exchange in Dallas, challenging the dominance of New York-based exchanges in an effort to attract global firms. With Citadel Securities—one of the world’s largest market makers—supporting TXSE, automation and extended trading hours appear increasingly likely, broadening stock market access.

Shifting the Clock: How Extended Hours are Transforming the Trading Tech Landscape​

For software developers and engineers in the financial industry focused on trading implications, the consequences are clear: trading data volumes are poised to grow even larger. Today, we already manage unprecedented amounts of data and information, the highest in human history. While this increase in data and trading volume is a natural outcome of technological evolution, extended trading hours are likely to accelerate this growth. As financial technologists, we must adjust and adapt, prioritizing the availability and stability of our trading applications to meet these expanding demands.

KDB/Q: The Definitive Solution for Data-Driven Finance​

The next steps in response to this increase in trading volume and the corresponding rise in trading data and information are in your hands. You need to pivot toward technologies designed for big data that can manage substantial amounts of information for both real-time processing and historical data storage. Additionally, rapid computation and calculation are crucial for processing and analyzing the vast amounts of data you’re capturing. What better technology for this than KDB/Q? KDB/Q is the established go-to solution for handling, storing, processing, and analyzing big data and time series data.

Next Steps​

So, what are your next steps? It's clear that learning KDB/Q can provide you with a significant competitive advantage, especially if you’re starting from scratch. Luckily, I’ve just released the most comprehensive KDB/Q study plan ever created. This unprecedented study plan caters to a wide range of needs—whether you're an aspiring KDB/Q developer, a mainstream developer who needs to work with KDB/Q, a quant or quant developer focused on building efficient business logic in KDB/Q, a data or business analyst trying to make sense and looking to interpret data, or a manager overseeing a team of developers wanting to grasp the KDB/Q stack. There’s something here for everyone. So don’t hesitate, check it out here!

Find my unprecedented KDB/Q study plan here

Happy Learning!

Source:

• The New York Stock Exchange Plans to Extend Weekday Trading on its NYSE Arca Equities Exchange to 22 Hours a Day
• CNBC: New York Stock Exchange to extend after-hours trading
• CNBC: The pros and cons for investors of nonstop trading as NYSE looks to go 22 hours a day
• Reuters: BlackRock, Citadel Securities-backed TXSE Group to launch Texas Stock Exchange

Disclaimer: This is not a sponsored or paid blog post. I attended Quant Strats purely out of my passion and interest in Quantitative Finance and related topics. I frequently participate in meet-ups, conferences, presentations, and workshops focused on finance, quantitative finance, technology, FinTech, and crypto, driven by curiosity and enthusiasm. After all, it’s the field I work in.

Introduction

Last week, I had the opportunity to attend QuantStrats 2024 in London, one of the most highly anticipated quantitative finance conferences of the year. After a successful debut in New York last year, QuantStrats made its first appearance in the heart of the City of London, one of the world’s most historic financial hubs. While I'm sure you're eager to hear about the discussions, this post won’t be a recap of the event. Instead, I’ll focus on what made QuantStrats such a standout conference and why you should consider attending in the future if you get the chance.

Content​

QuantStrats featured an impressive variety of topics centered around quantitative finance, including alpha generation, risk management, portfolio optimization, and the application of generative AI in finance. A major focus of the conference was, unsurprisingly, data. With more data available today than ever before, discussions revolved around how to select, onboard, and extract maximum value from it, and how to make informed decisions based on that data. This led to presentations on AI, machine learning, NLP, and large language models (LLMs), exploring how these technologies can not only unlock value from data but also where and how they can add the most impact to an organization.

Given recent political and geopolitical developments—including two major ongoing wars and upcoming elections—another key theme was how to navigate the current macroeconomic landscape, protect assets, and continue generating alpha.

The third major topic of the conference was digital assets and crypto, focusing on how to leverage the digital assets space to diversify or hedge portfolios.

The presentations at QuantStrats were of the highest quality, thanks not only to the exceptional lineup of speakers—industry leaders from top-tier investment banks, hedge funds, asset managers, and research institutions—but also to the careful curation of content. This was overseen by a specially formed advisory board, which included some of the most prominent names in finance. Among them were Michael Steliaros, Global Head of Portfolio Engineering and Trading at ADIA; Professor Petter Kolm from NYU; Sameer Gupta, Head of Data Solutions at Point72; Matt Greenwood, CIO of Two Sigma; Anthony Ledford, Chief Scientist at Man AHL; Stefan Zohren, Deputy Director of the Oxford-Man Institute; Florian Ielpo, Head of Macro and Multi-Asset Portfolio Manager at Lombard Odier Investment; and Nicole Koenigstein, Chief Data Scientist and Head of AI & Quantitative Research at Wyden Capital.

Moreover, the conference never felt like a sales pitch. The presentations and content were entirely professional and focused on practical insights. There was just one brief session, structured as a series of five-minute elevator pitches, where five companies introduced or showcased how their data offerings, platforms, software, or tools could provide a competitive edge in the market. But that was the extent of it.

Speakers​

The speaker lineup at QuantStrats was just as impressive as the content. With over 50 experts from leading institutions across the industry, the conference truly stood out. These professionals, with years—if not decades—of hands-on experience, covered a broad range of topics including Data and Data Sourcing, AI, ML, NLP, and LLMs, Portfolio and Risk Management, Alpha Generation and Portfolio Construction, Alternative Data and Investments, Crypto, and both Micro and Macro Economics. Together, they explored current trends, anticipated future developments, and addressed the most pressing challenges in the field.

The conference began with keynote speakers and panel discussions in the main room, while the afternoon sessions were split into different streams and tracks based on attendees’ interests. At times, the abundance of excellent speakers and presentations reminded me of being at one of the many electronic dance music (EDM) festivals I attend when I’m not blogging about KDB/Q—where you have to prioritize and choose between your favorite DJs and headliners due to overlapping set times. Similarly, at QuantStrats, I often faced tough decisions, having to pick one presentation over another. But that's certainly a good problem to have!

Some of the notable speakers included:

• Michael Steliaros, Global Head of Portfolio Engineering and Trading, ADIA
• Laura Serban, Managing Director, AQR
• Alex Remorov, Director, Systematic Active Equities, BlackRock
• James Munro, Head of ArcticDB, Man Group
• Joe Hanmer, Global Head of Quant, Fidelity International
• Mark Fleming-Williams, Head of Data Sourcing, Capital Fund Management
• Kimiya Minoukadeh, Director - Head of eFX Quants, ING
• Hamza Bahaji, Head of Financial Engineering, Amundi Asset Management
• Amadeo Alentorn, Head of Systematic Equities, Jupiter Asset Management
• Justin Xu, Managing Director, Head of Risk, Millennium Global Investments
• Marc Vesecky, Senior Managing Director of Global Quantitative Strategies, Variation Fund Management
• Alessandro Balata, Fasanara Capital
• Barry Fitzgerald, Co-Head of Front Office Engineering, Man Group
• Prasad Shinde, Lead Specialist - UK, I & MENA, KX ...and many more.

Attendees​

The attendees at QuantStrats were equally impressive. With over 75% of the audience coming from both the buy-side and sell-side, the event truly lived up to its reputation and sparked fascinating discussions. It brought together participants from all corners of the industry, and the excitement and engagement in the buzzing rooms were tangible. It was a fantastic opportunity to connect with like-minded professionals in the quant space, exchanging ideas on the latest trends, challenges, and solutions in the field. Regardless of experience or seniority, everyone was friendly, open, and approachable. I even had an interesting conversation during the lunch break with Aric Whitewood, CEO of XAI Asset Management, and David Mascio, one of the speakers. Attendees represented some of the biggest names in the industry, including but not limited to firms like Winton, Goldman Sachs, ADIA, Marshall Wace, Aspect Capital, Two Sigma, BlackRock, Man Group, Citadel, BlueCrest, Point72, JPMorgan, Jupiter, Balyasny Asset Management, AQR, KX, and many more.

Organisation​

Aside from the outstanding lineup of speakers and presentations, the second most impressive aspect of QuantStrats was its flawless organization. The entire day flowed seamlessly. From arrival and registration to coordination and setup, everything was executed perfectly. The venue was carefully chosen to comfortably accommodate nearly 300 attendees. Even during the morning keynote sessions and panel discussions in the main room, it never felt crowded—there was plenty of space for everyone. The stage was visible from all angles, and audio monitors and screens ensured that everyone could see and hear the presentations clearly. The smaller breakout rooms for the afternoon sessions were just as well-equipped as the main hall.

After the individual afternoon presentations, the conference wrapped up with four interactive roundtable discussions, which added a refreshing, engaging touch.

One standout feature of the event was the app provided for the conference. Not only did it include the floor plan, agenda, and a list of all speakers and attendees, but it also offered detailed attendee profiles. You could filter by name, company, or interest, and the app even matched your interests with those of other attendees, making it easy to find common ground. You could connect with others, schedule meetings, and communicate via in-app messaging. For privacy, this was fully customizable according to your preferences.

As a final bonus, the slides and presentation decks were made available in the app after the conference. Overall, the organization was truly top-notch. While I’ve attended well-organized events before, this one set a new benchmark, raising the bar for conference standards.

It wasn't all about work—there was plenty of time to socialize, network, and enjoy the refreshments available during the three breaks throughout the day. A one-hour lunch break, featuring a healthy meal, gave everyone the chance to recharge and approach the afternoon sessions with renewed energy. In the evening, a reception and networking drinks provided the perfect opportunity to wrap up the conference in a relaxed and engaging atmosphere.

Cost and ROI (Return on Investment)​

Now that we’ve covered all the great aspects of QuantStrats, let’s talk about the price. To my pleasant surprise, the cost was quite reasonable. There were two pricing tiers: one for the buy-side and one for the sell-side, each with four phases — Early Bird 1,Early Bird 2, Early Bird 3, and the Final Pricing phase. For the buy-side, the prices were £750, £850, £950, and £1,100 for each phase, respectively. On the sell-side, the prices were £950, £1,050, £1,150, and £1,300. Additionally, groups of three or more received a 33% discount. Overall, I believe this was a very fair price for the value provided.

Conclusion​

In conclusion, QuantStrats 2024 was an exceptional event, bringing together top-tier industry leaders, cutting-edge topics, and outstanding organization. Whether you're looking to stay up-to-date on the latest trends in quantitative finance, learn from the best in the field, or simply network with like-minded professionals, this conference offered a wealth of opportunities. The breadth of topics—from AI and machine learning to risk management and digital assets—ensured there was something for everyone, while the interactive sessions and roundtable discussions fostered meaningful dialogue and idea exchange.

Extra Bonus: Quant Strats 2025 - New York Edition​

If you’re passionate about quantitative finance, QuantStrats is an event you shouldn’t miss. And here’s some exciting news: QuantStrats will be heading to New York in March 2025! If you’re in or near New York, I highly recommend attending. It's an invaluable opportunity to deepen your knowledge, expand your network, and be part of one of the most impactful events in the quant space.

You can register for the event here and take advantage of the Early Bird discount. Quant Strats 2025 - New York Edition

Before the Interview​

Crafting Your CV – Your Ultimate Professional Business Card​

To land a job interview, you first need to clear the initial hurdle: the CV review. Whether you apply directly or through a recruiter, your CV will be the first thing evaluated. To ensure you get past this stage and make it to the interview, here are a few tips to help you pass the CV review:

1. Short and Catchy: Just like writing efficient KDB/Q code, your CV should be terse. Keep it to one A4 page. No matter how many internships or roles you've had, only include the most relevant ones. Even senior developers manage to keep it to one page, and so can you.
2. Tailored Like a Suit: Your CV should be like a good suit: Tailored. While having a general CV is fine when starting your job search, it's better to customize it for each role. Highlight relevant skills and achievements, aligning them with the job requirements. This will make your CV stand out and help recruiters see if you're a match for the position.

Things NOT to do when writing your CV:

1. Don't Lie: This should go without saying, but never exaggerate or fabricate skills or experiences. You'll likely get caught during the interview, and even if you don't, it will eventually catch up with you.
2. Avoid Unnecessary Details: Skip the headshot and your age. These details aren't necessary and can detract from your qualifications. Keep the focus on your skills and experience.

Preparation: the Key to a Successful Job Application​

As the Japanese proverb goes, "Better to be a warrior in a garden than a gardener in a war." The same applies to job applications—you want to be as prepared as possible. Here are a few tips to help you get ready for success.

The Role​

The best way to succeed in a job application is to gather as much information as possible about the role you're applying for. This not only ensures you're a good fit, but also helps you determine if the role aligns with your expectations and career goals. Start early by carefully reading the job description and asking the recruiter for more details before your first interview. This will help you prepare effectively. Once you're in the interview process, keep asking relevant questions to the hiring manager, interviewers, and potential team members. Remember, interviews are a two-way street. While the company is assessing your skills, you should also evaluate if the role and workplace are right for you.

Technical Preparation: Master the Art of Showcasing Your Skill​

The key to landing your dream job is, of course, having the right skill set for the role. While you may already possess most or all of the required skills, it’s important to prepare and refresh your knowledge before the interview. Often in your current role, you focus on specific tasks and might not need the broader knowledge that an interview demands. During the interview process, you'll likely be questioned on a wide range of topics across multiple sessions, so it's crucial to review and sharpen your technical skills.

The depth of technical questioning typically depends on the level of the role. For junior to mid-level positions, interviews tend to focus on hands-on programming experience. For senior roles, however, you’ll need to demonstrate knowledge in architecture, software design, and building or extending applications. Ensuring you're comfortable with these topics will greatly enhance your chances of success.

Pro tip: Be prepared for live coding. It’s a common practice to be asked to demonstrate your skills in real-time, so make sure you're ready for this aspect of the interview. Although preparing for KDB/Q live coding is a bit more challenging, many big FAANG tech companies often use LeetCode for their coding challenges. If you're interviewing at one of these companies, I highly recommend practicing LeetCode problems to sharpen your skills.

Emotional Quotient (EQ): Social Skills​

While the technical aspect is the main focus of any software developer or engineering interview, your social skills and emotional intelligence (EQ) are equally important. After all, you'll be spending around eight hours a day at work, making it crucial for the hiring manager to find someone who fits well with the team culture and can collaborate effectively. Not everyone is an extrovert, and many of us prefer working independently, but emotional intelligence can be developed, at least to some degree. Here are a few tips to help you feel more comfortable and socially engaged:

1. Attend (tech) meetups and interact with new people.
2. If you're into sports, join a club or any type of group activity.
3. Use your current job as a "practice field" for improving your social skills—go to team drink or organize activities with coworkers, and make an effort to socialize with colleagues outside your immediate team.

Effectice strategies to boost your success rate​

Acing interviews is a skill in itself. I’ve met many talented software engineers who struggle under the pressure of an interview, while others, who may be less technical, have mastered the art of interviewing and excel in those situations. Fortunately for you, I’m sharing my top strategies to boost your chances of landing your dream job.

Practice! After all, practice makes mastery​

Like any other skill, practice leads to mastery, and interviews are no exception. The more interviews you do, the better you’ll become over time. However, unlike other skills, interviews aren’t something you typically practice for. So how can you improve? Just like mock exams help with exam prep, you can create mock interview scenarios. Put yourself in the position of a hiring manager and think about what questions you’d ask a candidate. Then, try answering them yourself.

Of course, this is far less stressful than a real interview, so a better option is to ask a friend (most developers have developer friends) or an ex-colleague to give you a mock interview. You could also apply for roles you're not interested in, just to gain interview experience. However, take this advice with a pinch of salt. You don’t want to risk damaging your reputation by underperforming or turning down offers after a successful interview. For mainstream developer roles, practicing LeetCode challenges is another great way to sharpen your skills before the actual interview.

Don't put all your eggs into one basket​

If you've worked in finance, you're likely familiar with the concept of diversification. The same principle can be applied to your job search. To improve your chances of landing a role, apply for multiple positions. However, diversification has diminishing returns, so it’s wise to limit your applications to three to five at a time. This allows you to focus your time and energy on each application, boosting the likelihood of success.

A penny for your thoughts - Share your thought process​

During technical interviews, it can be difficult for the interviewer to follow your thought process if you don’t explain it. Let me clarify: Imagine you've been asked to write a program to calculate the next Fibonacci number in a sequence. You take a moment, solve the problem, and give an answer - whether correct or not. Without explaining your reasoning, the interviewer has no insight into how you approached the problem, how you think, or where you may have gone wrong.

A much better approach is to "think out loud" and walk the interviewer through your solution. For example, if asked to write a function that returns the next number in a Fibonacci sequence, you could explain your thought process step-by-step:

“In a Fibonacci sequence, each number is the sum of the two preceding numbers. Given a list of numbers x, we need to take the last two elements using -2#x. Then, we sum them using the sum operator, and finally, append this result to the end of the list using the concatenate operator ,. So, the solution is {x,sum -2#x}."

This approach not only demonstrates your problem-solving skills but also gives the interviewer a chance to guide you if you’re on the wrong track, especially with more complex questions.

Situational Questions - Shine with the S.T.A.R appraoch​

Every interview contains at least a couple of situational questions: questions about how you behave in certain situations and how you overcome certain problems you might face. Answering these kind of interview questions can sometimes be tricky, especially for a more technical minded person. One way how to approach these questions is to remember the S.T.A.R approach: Situation, Task, Action and Result. First describe the Situation you have been in, what was the context or environment around you like. Next, explain the Task you were given, then proceed to explaining the Actions you have taken and finally explain the Result you achieved. This approach gives you a clear guideline to structure and communicate your answer

Beware: Over-Preparing with Interview Questions Can Backfire​

While preparation is key and practice makes mastery, avoid over-relying on sample interview questions. Memorizing specific answers can be limiting. If you face a slightly different question, you might struggle to adapt. Instead, focus on deeply understanding the underlying concepts and how to apply them to various problems. This will give you the flexibility to tackle any question, even if it differs from what you’ve practiced.

Interview Don'ts - What NOT to do​

Along with the strategies to boost your chances of landing a job, there are also a few things you should avoid doing.

Don't Lie​

Just like with your CV, I strongly believe you should never lie during a job interview—whether it’s about your past experiences, skills, certifications, or anything else. Eventually, the truth will catch up, and it could severely damage your reputation, marking you as untrustworthy.

Be Honest: Don't Fabricate Answers – No One Knows it All​

There may come a time during an interview when you're unsure of the answer to a question. I've been in these situations myself, and I prefer to admit that I don’t know or am unsure, rather than guessing or, worse, fabricating an answer. Admitting you don’t know shows honesty and integrity. As someone who’s interviewed candidates, I’d much rather see someone admit they’re unsure than catch them in a fabricated answer, which is a major red flag and usually leads to a "no hire." Here's a tip: there’s a better way to admit uncertainty. Instead of just saying “I don’t know,” explain how you would approach finding the answer or where you would look. This can make a big difference.

 After the Interview: What to Do Next​

Patience​

Once your interview is over, there's not much you can do except be patient and wait for feedback. I know it’s easier said than done, and I’m not the most patient person myself, but since you're likely not the only candidate, it may take the hiring manager a few days to respond. Just remember, until you hear otherwise, you're still in the game.

Keep Preparing: Stay Ahead of the Game​

Most roles you'll apply for will involve multiple rounds of interviews, so it's unlikely you'll only have one. After your first interview, continue preparing for the next round. Reflect on how it went: What questions were asked? What did you do well? Where could you improve? This self-review will help you gear up for future interviews, as it’s rare to face the same questions again. If you were unsure about certain topics, revisit them so you're more confident for the next round.

Turning Setbacks into Success: What to Do if the Interview Didn’t Go Your Way​

Sometimes, we have to face setbacks, and not receiving the job offer you wanted can be frustrating. However, you have two options: 1. Stay upset and do nothing, or 2. Take a moment to process the disappointment, then reflect on how to improve for the next opportunity. Remember, it might not always be about you; sometimes a more suitable candidate simply comes along. Ask the hiring manager or recruiter for feedback on your performance and areas to improve. There’s always a chance the company will have future openings, and you can reapply with the lessons you’ve learned.

Happily Ever After: When Your Interview was Successful​

Congratulations! You've done it! Your hard work paid off, and you've received a job offer. Take a moment to celebrate and be proud of your achievement. Now it's time to handle the formalities of accepting the offer and preparing for your new role. Well done!

Bonus Tip​

Always keep in mind that an interview is a two-way process. While the company is evaluating whether you're the right fit and if your skill set aligns with their needs, you should also assess if the role is truly what you're looking for. Consider whether the hiring manager or technical lead is someone you'd enjoy working with and if the team has a positive culture where you can grow, learn, and develop. Remember, taking on a new role is a commitment, and ideally, you'll want to stay in that position for at least a few years before considering your next move.

Top Resources to Ace your Next Interview​

• Go-To KDB/Q Learning Resources
• Advanced KDB/Q Learning Material
• The Plain Vanilla Tick Setup
• DefconQ Important KDB/Q Concepts
• DefconQ Tickerplant Walkthrough