Re:Ask HN: Is KDB a sane choice for a datalake in 2024?
by michaelg7x on Sunday June 09, 2024 @05:13PM
(#40627672)
I'm not sure if anyone's yet suggested that you embed your code as a library for KDB, that it could load dynamically? There's some pointer walking fun involved which Rust may _hate_ but it's not that hard and after that you'd be left with a the numerical arrays you're interested in.
This is what I’m grasping at.
Are the challenges of writing a KDB system for back testing derivatives data which needs to work in tandem with a rust pricing library substantially different from a KDB engineered for back testing spot data.
One has complex and specific math and one doesn’t.