clausok

8 ms·

1.
by clausok 1y ago
Kx released a 32bit, free-for-commercial-use version in 2014 and then reversed course around a year later after banks and hedge funds surprised them by flocking to it for a large subset of their developers / dev machines. Hopefully the
2.
by clausok 3y ago
I'm always stunned to see the level of VB6 expertise that remains in the world even two decades after Microsoft left it for dead. Just look at the effort and knowhow that went into this VBA function that resolves the local file system
3.
by clausok 3y ago
I've been surprised to see many pro devs using Excel/VBA as a secondary tool. One example: a couple years ago I was working with a big hedge fund and one of their data analysts sent me an Excel model he had built and I was tickled
4.
by clausok 3y ago
He has a younger sister. As for other outlets for making friends and socializing, team sports are indispensable. Also great, and surprisingly underutilized -- in my observation -- are playgrounds. With playgrounds you get the best part of s
5.
by clausok 3y ago
We started homeschooling by happenstance when it turned out that kindergarten was going to conflict with our son's beloved jiu-jitsu class. The class was a bit of a drive and we weren't going to be able to get there in time for hi
6.
by clausok 3y ago
I agree that insider trading is an unlikely explanation for the reason you mention. It could be that an early algorithmic advantage compounded into an incumbency advantage: better research tools; better data; better pay for better scientist
7.
by clausok 5y ago
I have been consulting at a world-renown hedge fund that has a lot of F# including nightly processes that have apparently been running for years with zero maintenance. You'll never hear them talk about it or see them at meet-ups though
8.
by clausok 5y ago
If you use collection classes in vba you can run into this bug pretty quickly. Last year I deployed an Excel add-in to a client that enabled them to run Snowflake queries concurrently from vba and this line: If queries.FilterHasError(
9.
by clausok 5y ago
This debate about whether to use named-ranges in Excel formulas brings back some distant memories. I was on a team at Goldman Sachs that built Excel tools for the investment bankers and because of that we'd help out with the new banker
10.
by clausok 6y ago
I encountered exactly this when my brother went to film school. The students would rotate roles and it was his turn to be the producer. One day I came home from work and he was having problems with his Excel-based budget sheet. I noticed th
11.
by clausok 6y ago
Same for me. My high school and college hockey coaches could really let you have it. They never pulled you aside and did it in private either. My college coach had episodes that would make even Bobby Knight look like a pussycat. He once had
12.
by clausok 6y ago
More color on the original FoxPro matching engine: "Levine found a simple but hugely consequential 'trick' to speed matching. In Levine’s later paraphrase, what the 'enter2order' procedure did when the Island system
13.
by clausok 6y ago
I agree on the key verticals approach as being the best bet. Perhaps the best way to dip your cup into the raging river of Bloomberg cash flow is to take a page out of the Stripe/Twilio book and focus on API first, with phenomenal Exce
14.
by clausok 6y ago
I've been waiting 15 years for litigation in this arena. If prices, like player statistics from an NHL game, are historical facts which can not be copyrighted, why don't we have better and cheaper public market data API's by
15.
by clausok 6y ago
Speaking of this breadth, a few years ago I looked at Bloomberg's PORT suite of portfolio performance attribution and risk management functions to see what they offered and how programmable it was. On top of the usual extensive help do
16.
by clausok 6y ago
Just like you say, I passed the AP calculus exam in high school and then when I arrived at college my advisor, who also happened to teach a freshman Calculus 1 section, told me, "I know you passed out of it, but why don't you sit
17.
by clausok 7y ago
The desk-aligned dev spot is a tough one to land. If you’re not hailing from CalTech, MIT, et al, I suggest the highest-probability strategy is an indirect one: get a client-facing job at hedge fund administrator, get great at Excel+vba; ov
18.
by clausok 7y ago
One thing to consider, which I've found powerful, is a hybrid approach where you use vba for what it's best at -- interacting with the Excel object model -- and have the vba load and call a C# xll that leverages the .Net libraries
19.
by clausok 7y ago
Your Excel+vba application’s features remind me of when I joined an investment bank in 2000. I had come from an insurance company where I was considered the Excel\vba wizard, and I was impressed, in the extreme, by my new colleagues’ approa
20.
by clausok 7y ago
Good point. I've seen miracles occur simply by refactoring an Excel workbook such that the inputs, outputs, and calculations to map the inputs to the outputs were all delineated into their own clearly-formatted bounded context. And als
21.
by clausok 7y ago
Plus, in my observation, there is often a dismissive attitude towards Excel among the generic developers which blinds them to the risk of this “re-implementing Excel’s features” cycle. I worked on a team that helped business users who had &
22.
by clausok 7y ago
I interviewed with a quant hedge fund in 2004 whose systems where all in FoxPro. They loved it. The general partner of the fund believed that Microsoft had figured out that they could unbundle FoxPro into 3+ components (DB, IDE, Reports...)
23.
by clausok 7y ago
Agree. If you're selective about which bits and pieces you move away from Excel, and not religious about getting rid of Excel entirely, you can often have a great result. What trips people up is that Excel models can be deceptively inv
24.
by clausok 7y ago
I know what that voodoo may be. Of the many failed "replace Excel" projects I've seen in the investment banking \ hedge fund world over 20 years, the usual mistake is that the focus was on the specific Excel model itself and
25.
by clausok 7y ago
The worst Excel user I've ever seen was my brother. At film school he was producing a student film. He did the budget in Excel. One day I came home from work and he had some questions waiting for me. Looking through his sheet, I notice
26.
by clausok 7y ago
Maybe not the same thing, but Excel's row scrolling with the arrow keys was driving me nuts until I discovered this setting: Options -> Advanced -> Display -> 'Disable hardware graphics acceleration'. After I checked
27.
by clausok 7y ago
Adding my data point: as a user of the terminal since 2005 I don't ever remember it crashing. Regarding the API (.Net) the only trouble I've had was when I was using a BlockingCollection to keep my simultaneous requests under the
28.
by clausok 7y ago
re WPF vs winforms: consensus recommendation would be WPF. But for something you're building for yourself, WPF has a lot of complexity that you may not get much benefit from. If you decide on WPF, don't use xaml! Separating dynami
29.
by clausok 7y ago
As someone who used xtrader a lot in the past, I'm a little sad to see it get claimed by the web-based movement. That was some really fine software. To get a sense of the tradeoffs taking place that leave you with a noticeably slower U
30.
by clausok 7y ago
We also found using Excel as an output to be a powerful design pattern. Excel is a great language for explaining the flow of calculations. We used to have WPF screens where a portfolio manager / trader / analyst could right-click

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