Arthur Whitney is a Canadian computer scientist who created the K programming language and kdb+ database. His work on array programming and high-performance databases dominates quantitative finance.
APL Background
Whitney learned APL from Ken Iverson and worked at I.P. Sharp Associates, where he helped develop the A+ language. This background in array programming influenced all his subsequent work.
Creating K
Whitney designed K as a terse, powerful array programming language. Where most languages are verbose, K expresses complex operations in a few characters. This density enables remarkable performance but requires specialized expertise.
kdb+ for Finance
In 1998, Whitney founded Kx Systems and created kdb+, a time-series database built on K. The combination of array processing with database functionality proved ideal for financial data, where time-series queries are fundamental.
Design Philosophy
Whitney’s work emphasizes:
- Extreme terseness (programs as dense notation)
- Array operations as primitives
- Performance through simplicity
- Domain-specific optimization
Impact on Finance
kdb+ became essential infrastructure for:
- Investment bank trading systems
- Risk management
- Quantitative research
- Real-time market data processing
Whitney’s tools process trillions of dollars in transactions daily.