Erhältlich:
Nicht auf Lager
Buch (Softcover): Fachbuch
High-Performance Quantitative Finance
Building Fast Data Pipelines with Polars and DuckDB
Verlag:
Independently Published Unsere-Artikel-Nr.: P36581377
EAN: 9798190129922
Erhältlich:
Nicht auf Lager
Zustellung: Di, 29.09.2026
Versand: Kostenlos
CHF 61.–
Beschreibung
Reactive Publishing. High-Performance Quantitative Finance provides a practical, hands-on framework for financial engineers, quantitative analysts, and data scientists building modern analytical pipelines. As financial datasets continue to scale, legacy tools like Pandas and Excel often become primary bottlenecks in execution speed and memory management. This book demonstrates how to leverage Polars and DuckDB to process multi-gigabyte market datasets efficiently. What You Will Learn:. High-Speed In-Memory Processing: Utilize Polars' lazy evaluation, query optimization, and native multi-threading for backtesting and signal generation. Embedded Analytics with DuckDB: Execute fast, SQL-native analytical queries directly on local vector storage, Parquet files, and market data archives. Memory-Efficient Data Architecture: Eliminate memory overhead and Out-Of-Memory (OOM) errors when handling tick data, order books, and time-series records. Hybrid Workflows: Combine vector-based operations with relational queries to build resilient, maintainable quantitative software. Whether you are optimizing risk metrics, executing high-throughput simulations, or modernizing legacy analytical scripts, this guide delivers the practical code patterns required for high-performance financial data engineering.
Spezifikationen
Sprache
- Englisch
Autor
- Alice Schwartz
- Helena K. Marwood
Erscheinungsjahr
- 2026
Format
- Buch (Softcover)
Anzahl Seiten
- 682