About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Kx and DataRobot Partnership Applies AI to Time Series Data, Generates Fast Actionable Insights into Market Data

Subscribe to our newsletter

Kx has partnered DataRobot, a provider of enterprise artificial intelligence (AI), to offer financial institutions a scalable high-performance solution for applying AI to time series data. By integrating DataRobot’s Enterprise AI Platform with the Kx in-memory time series database kdb+, consumers of market data can quickly generate actionable insights for agile, strategic business decisions.

Rob Hegarty, general manager of financial markets and fintech at DataRobot, says: “AI is reshaping financial institutions. So much of the world’s market data is in kdb+ due to its powerful time series capabilities and performance. The integration with DataRobot will accelerate ROI and separate financial institutions’ performance from their peers.”

The integration, which includes DataRobot time-aware machine learning algos, helps market participants solve the challenges presented by AI, such as managing huge volumes of market data and distributed data across tools, teams and platforms, and provides a single system that can be used to prepare, build, deploy, monitor and manage mission-critical applications including trading, risk management, middle and back-office operations, compliance, and surveillance. The speed of iteration is high, reducing time-to-value for AI applications, and the barrier between market data and value generation is lowered.

Mark Sykes, group chief technology officer at First Derivatives, and chief operating officer at Kx, which is owned by First Derivatives, explains: “The combination of the two time series technologies creates a single solution that accelerates market players’ ability to draw inferences and build time-aware machine learning models that can make extremely fast and accurate predictions. Firms deploying the DataRobot and Kx time series solutions together stand to gain immediate and unprecedented scale and speed over other firms.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: How to move to a modern, component based trading architecture using a Buy AND Build approach

Date: 7 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes To remain competitive in today’s electronic markets, firms need trading architectures that support rapid innovation, effortless integration of new capabilities, and the agility to respond to shifting market demands. This is prompting technology leaders to move beyond the traditional...

BLOG

Breaking Conway’s Law: Why Composable Trading Platforms Demand Organisational Change, Not Just Better APIs

Nearly 60 years ago, Melvin Conway observed that an organisation’s technology will inevitably mirror its internal structure. It’s a law that has aged uncomfortably well in capital markets, where billions spent on trading, risk and analytics systems have produced vertical stacks that reflect business-line org charts rather than the horizontal data flows firms now need...

EVENT

RegTech Summit New York

Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

Enterprise Data Management, 2009 Edition

This year has truly been a year of change for the data management community. Regulators and industry participants alike have been keenly focused on the importance of data with regards to compliance and risk management considerations. The UK Financial Services Authority’s fining of Barclays for transaction reporting failures as a result of inconsistent underlying reference...