cheduo/qr

Analytic Library in Q

qr

Prerequisite

qinfra: https://github.com/agoodquant/qinfra

Dependency

All modules are controlled by a depdency file called "depends.txt". Dependending on the location of your module,
you would need to edit this file. By default, it is Q drive in windows.

Modules

shimming: modify function behavior during execution
memoize: caching function calls using integer programming
timer: tick-tock-tick-tock
qtracer: artificial q debugger
reflect: show all in memory defined function/data
optimisation: linear/integer programming
complex analysis: simple complex number calculation, dft/idft
statistics: descripctive statistics, RNG, common probability distribution
linear algebra: matrix operation, matrix decomposition

commonly used table, list, datetime, execution control, raze

integrate with other open source Q libraries: qml, log4q, kdbR

Check sampleUsage.q for quick guide.

Disclaimer

This is still in progress. As some functions are vectorized while others are not. Use upon your own judgement.