tl;dr:  I recommend learning J.<p>If you just want to play around (no commercial use) you can download kdb+ from here: <a href="https:&#x2F;&#x2F;kx.com&#x2F;software-download.php" rel="nofollow">https:&#x2F;&#x2F;kx.com&#x2F;software-download.php</a> 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).<p>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&#x27;t quite as fast&#x2F;optimized.  It&#x27;s great if you are set on using K but don&#x27;t have the cash and don&#x27;t need database integration.<p>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).<p>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&#x27;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&#x27;s under 30 MB.  You can make Qt base GUIs with J and do quite a few things.<p>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.