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Apply kdb tick architecture#8

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chraberturas wants to merge 7 commits intomainfrom
4-apply-kdb-tick-architecture
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Apply kdb tick architecture#8
chraberturas wants to merge 7 commits intomainfrom
4-apply-kdb-tick-architecture

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Overview

This PR adds the tick architecture of kdb to our Pair Trading strategy. The Pair Trading strategy utilizes linear regression and a Kalman filter to identify pairs of securities with a statistically significant relationship. By integrating the tick architecture of kdb, we aim to enhance the efficiency and scalability of our strategy, allowing for faster data processing and analysis.

Changes Made

  • Integrated the tick architecture of kdb into the Pair Trading strategy.
  • Modified data ingestion and processing functions to leverage kdb's capabilities.
  • Updated regression analysis and Kalman filter implementation to accommodate kdb's data structures and operations.

@chraberturas chraberturas added the enhancement New feature or request label Feb 27, 2024
@chraberturas chraberturas linked an issue Feb 27, 2024 that may be closed by this pull request
2 tasks
Some feedback? (^///^)
Indexing correctly
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Apply kdb+ Tick Architecture to the Entire Process

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