Time-series & quant

A kdb-class time engine that speaks SQL.

WHAT'S INSIDE

ASOF JOIN / LEFT ASOF JOIN / WITHIN INTERVAL
AS OF SYSTEM TIME time-travel (row engine; column/hybrid next)
candlestick_agg — OHLC, volume, VWAP
Deterministic BACKTEST — walk-forward, Sharpe / Sortino / Calmar / max-DD
CREATE TICKS TABLE … RETENTION · LATEST ON
Market-data parsers: Polygon.io, IEX DEEP, Databento*
SQL finance functions: SMA / EMA / RSI / MACD / Bollinger / ATR*

*In development — not yet production-ready.

deterministic backtest

BACKTEST sma_crossover
  ON bt_prices
  FROM '2020-01-02' TO '2020-06-30'
  CAPITAL 1000000 SLIPPAGE 0.001 COMMISSION 0.0005 SEED 42
  WALK_FORWARD (TRAIN '60d', TEST '30d', STEP '30d')
  INTO bt_results;
-- bt_results: sharpe_ratio, sortino_ratio, calmar_ratio, max_drawdown, win_rate, cagr …

THE REST OF THE ENGINE

Transactional engineA serious OLTP core — MVCC, WAL, real Postgres semantics.

Analytical engineA vectorized columnar warehouse living in the same database.

HTAP fabricBoth engines over one MVCC timeline. Pick per table, keep one copy.

Streaming & CDCData in and out, continuously.

Redis-compatible KV & queuesA cache and job-queue engine inside your database.

Search & AIFull-text and vectors without another system.

In-database computeBring the code to the data — JavaScript today, distributed & GPU next.

Resilience & scaleSpanner-class ambitions, engineered in the open of our roadmap.

Security & operationsRun it like Postgres. Watch it like a modern system.

← Everything inside the engine See the benchmarks →