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tl;dr: I recommend learning J.

If you just want to play around (no commercial use) you can download kdb+ from here: https://kx.com/software-download.php but you only get the 32-bit version for free, so keep your DB under 4 GB. With kdb+ you get K, the language, Q, which is a superset of K, and a column (time-series) oriented database engine. I recommend against using it, because if you want to do something meaningful (like make money somehow) then you need to buy a commercial license. I hear that they cost around $2k per machine (or possibly per core).

Kona is nice but it is a full version behind K (Kona is a copy of K3, and kdb+ is on K4) and it isn't quite as fast/optimized. It's great if you are set on using K but don't have the cash and don't need database integration.

Kerf (by the same guy who made Kona) has a friendlier syntax but seems to be commercially oriented similar to K (as in email us for free demo software but pay up when you want to do it for real).

J is open source, free for commercial use, has some decent tutorials written for it, and even has a free database engine (JDB requires a license for commercial use, but Jd seems to be free for everything. It probably isn't as fast as K, but it has a nice feel to it. The runtime is under 3 MB and even with a Qt IDE and a bunch of extras it's under 30 MB. You can make Qt base GUIs with J and do quite a few things.

I started learning J just last week and have been doing some problems on Project Euler to get familiar with it. I like it quite a bit. It even has built in functions for prime factorization, finding the prime number sieve, and and extended precision mode which makes solving some problems very easy.



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