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We’ve been on the ground this week at Future Alpha in NYC, joining leaders across capital markets to discuss how trading infrastructure is evolving under real-world pressure. The team also had the chance to meet legendary New York Knicks shooting guard Allan Houston. It was great to see Manus McGuire representing KX on the TechX stage, sharing perspectives on the panel discussion: “Customization at Scale: Building Front Office Architectures for Performance and Profitability.” The discussion tackled some of the hardest challenges teams are facing today: ⚖️ Balancing front-office flexibility with long-term maintainability 🔸Preventing architecture sprawl across desks and strategies ✅ Defining the non-negotiables for performance at scale — latency, throughput, and resilience These are the factors driving a shift away from fragmented architectures toward a unified platform for real-time data, analytics, and AI across the trading lifecycle. If you’re at Future Alpha today, come and speak with the team at booth C11.
Today we’re announcing the general availability of KDB-X. A unified compute engine for real-time AI in capital markets. For a long time, firms have had to work across separate systems for streaming data, historical analysis, and AI workloads. In practice, that creates latency, operational complexity, and gaps between research and production. With KDB-X, we’ve brought those components into a single runtime. • Time-series, vector, and GPU compute in one platform • Streaming, historical, and AI workloads handled together • Models run where the data lives • Fewer handoffs between research, backtesting, and live trading The goal is to make it easier to move from idea to execution. We’re seeing AI deliver real gains in quant productivity, but those gains depend on how quickly strategies can be deployed. KDB-X is designed to reduce that gap and support real-time, AI-driven workflows at scale. This release builds on over three decades of performance in capital markets and introduces a platform designed for current workloads, including GPU-accelerated analytics and agentic AI. KDB-X and KDB-X GPU Acceleration are now generally available. Learn more about KDB-X in our blog from our CEO Ashok Reddy: https://lnkd.in/evhTtkAW
Signal half-lives are shortening across many strategies, while validation and deployment cycles often struggle to compress at the same pace. We’re hosting a session focused on research velocity — examining time-to-signal, time-to-validation, and time-to-execution, and where those lead times typically extend in practice. Presented by Patrick Carroll (KX) and Neil Rajgor (ExeQutionAnalytics), the webinar will include practical demonstrations on accelerating validation workflows and improving analytical throughput across the quant lifecycle. If research lead times are shaping performance on your desk, this discussion is designed for you. https://www.linkedin.com/events/researchvelocityplaybook-closin7431658071321587712/
We’ve just published a brand-new course on KX Academy designed to demystify quantitative trading and show how systematic strategies are built, evaluated, and managed using real data. In 'Intro to Quant Trading', KX’s Andrew Morrison teaches how professional quant strategies come together, including: ✔️ Measuring performance with Sharpe ratio and turnover ✔️ Working with futures contracts and market structure ✔️ Building momentum-based trading strategies ✔️ Applying volatility scaling and diversification ✔️ Designing robust trading signals ✔️ Managing risk effectively ✔️ Exploring the role of machine learning in trading No prior quant trading experience required. If you have a basic understanding of financial markets and some familiarity with data or programming, you’re good to go. 🎯 Who’s this for? - Aspiring quantitative traders and researchers - Developers and data scientists exploring finance - Students and professionals transitioning into systematic trading - Anyone curious about data-driven trading strategies 📜 Complete the quizzes and earn a Certificate of Achievement you can showcase on LinkedIn or your KX Academy profile.
🏝️ Your research vessel hit a storm. You’re stranded on a remote island. The only thing that survived the wreckage? A laptop running the Community Edition of KDB-X and some mysterious data links. On Monday, January 26th, 2026, the KDB-X 5-Day Code Challenge kicks off — five days of hands-on building, learning, and competition. How it works 🔸 A new coding challenge drops each day on KX Academy 🔸 You have 24 hours to complete each challenge 🔸 Complete a day → entered to win that day’s prize 🔸 Complete all five → entered to win the grand prize All participants are invited to join the Code Challenge Slack channel (https://lnkd.in/e64TmxXw) to ask questions, share progress, and build together throughout the week. 🚀 Registration is open now: https://lnkd.in/eT_BsDyW
The KX team is live at QuantMinds this week, connecting with the quant community and showcasing how KDB-X is powering faster, smarter decision-making across trading, risk, and research. If you’re attending, come meet the team at stand QM14 to see what’s new with KDB-X and learn how leading quant groups are scaling real-time analytics and AI workloads with KX.
Last week’s Capital Markets Summit in London highlighted how firms are adapting to a market defined by speed, complexity, and constant change. In his closing keynote, Peter Finter shared that in the age of structural volatility, alpha now depends on how fast firms can harness real-time data, adapt strategies, and act with precision. The edge belongs to those turning intelligence into confident, data-driven action. Throughout the day, speakers from RBC Capital Markets, NVIDIA, BBVA, BestX, ADSS, ENGIE - International Supply & Energy Management, ING, Deutsche Bank, Capgemini, explored how AI is moving from experimentation to infrastructure, transforming trading, research, and risk at scale. Thank you to everyone who joined us in London. We look forward to continuing the conversation next year!
We had an incredible day on Wednesday, at Capital Markets Summit in London. A huge thank you to all our customers, partners, and speakers who joined us to explore how AI, data, and real-time analytics are shaping the future of capital markets. One of the standout sessions featured Bobby Grubert (RBC Capital Markets), Dr. Jochen Papenbrock (NVIDIA), and Nataraj Dasgupta (KX), who shared how real-time infrastructure is redefining what’s possible in trading by accelerating research from hours to minutes and bringing together human oversight, AI, and data in production-ready workflows. Thank you again to everyone who made the summit a success. We’re proud to be shaping the next era of real-time intelligence together. hashtag#KX hashtag#KDBX hashtag#CapitalMarkets hashtag#AI hashtag#DataInfrastructure hashtag#RealTimeAnalytics
📣 Registration is now open for our upcoming KX Developer Meetups, starting with The Big Apple. Join us in New York City to learn more about KDB-X, our cutting-edge database engine built for speed, scalability, and developer experience. You’ll hear directly from CEO Ashok Reddy and engineer Conal Doyle as well as industry-leading developers as they share real-world use cases, practical insights, and deep dives into how they’re using KDB-X to tackle complex data challenges. More information: 📍 Tues, Oct 21, 2025 at Slate NYC 🔗 Register now — https://bit.ly/3Ip4ek8
Last week, our team was honored to attend the UK Space Command Annual Awards Dinner, represented by Andy Challen and Conor Hanley. It was a fantastic evening celebrating the achievements of Command over the past year and hearing first-hand about the operational impact it’s delivering. Special thanks to Royal Air Force (RAF) Chief of the Air Staff ACM Harv Smyth for sharing his vision of space as the integrating catalyst for all domains. hashtag#KX hashtag#Defence
