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by alvincho
September 4th, 2006, 1:52 am
Forum: Programming and Software Forum
Topic: Software for Derivatives buyer
Replies: 4
Views: 94613

Software for Derivatives buyer

(I am sorry this message is duplicated.)
by alvincho
September 4th, 2006, 1:48 am
Forum: Programming and Software Forum
Topic: Software for Derivatives buyer
Replies: 4
Views: 94613

Software for Derivatives buyer

<t>Thanks.I know these tools but they can be used only by someone with programming and financial skills. If a company with a small financial department doesn't hire one employee to do this job, is there any application can help them to do the math of pricing or hedging? Just any easy-to-use small ap...
by alvincho
September 1st, 2006, 5:21 am
Forum: Programming and Software Forum
Topic: Software for Derivatives buyer
Replies: 4
Views: 94613

Software for Derivatives buyer

I am searching for simple software for pricing forex derivatives. I found a lot of complex software mostly designed for financial institutions. Is there any software for derivatives buyers who need to hedge fx risk?
by alvincho
January 26th, 2006, 1:30 am
Forum: Programming and Software Forum
Topic: Excel ADO
Replies: 11
Views: 125387

Excel ADO

I think 65500 is the limit that Excel can handle data in a friendly way. Beyond the limit, you have to do it by programming VBA.
by alvincho
January 24th, 2006, 11:46 pm
Forum: Programming and Software Forum
Topic: Excel ADO
Replies: 11
Views: 125387

Excel ADO

I have an article in my blogReading Excel files from .NET/C#It might be the same to do that in Excel VBA.
by alvincho
January 18th, 2006, 7:18 am
Forum: Programming and Software Forum
Topic: web services in qf
Replies: 6
Views: 125656

web services in qf

WebServices can be overriden in .NET enviornment. You can use MessageName attribute to make .NET application treat different methods in WebServices as the same name.We use Web Services a lot in our inhouse applications.
by alvincho
August 10th, 2005, 5:35 am
Forum: Programming and Software Forum
Topic: How to best monitore a .net service?
Replies: 3
Views: 140717

How to best monitore a .net service?

<t>There are many ways to do it. The simplest is send a SQL command to a database periodically to note it is alive. You can just collect entries in the table to know when the service's is last alive or something happen to it.Some other 'formal' way to do it. .NET provide interface to write Performan...
by alvincho
August 10th, 2005, 5:18 am
Forum: Programming and Software Forum
Topic: Excel data into C# array?
Replies: 1
Views: 147542

Excel data into C# array?

<r>I copied the following from my blog:First you must declare using namespace using Microsoft.Office.Interop.Excel;if the Office Primary Interop Assemblies is installed in your system. If not, you can get it at <URL url="http://www.microsoft.com/downloads/details.aspx?FamilyId=C41BD61E-3060-4F71-A6B...
by alvincho
August 10th, 2005, 5:13 am
Forum: Programming and Software Forum
Topic: SQL and bloomberg
Replies: 3
Views: 140827

SQL and bloomberg

If you already know how to insert data to your MySQL database, your problem is how to get data from Bloomberg. Bloomberg offer 3 difference method to retrieve data: DDE, ActiveX, and .NET Component. Which programming language are you using?
by alvincho
June 22nd, 2005, 2:41 am
Forum: Programming and Software Forum
Topic: FPML Any comments?
Replies: 7
Views: 145517

FPML Any comments?

<t>We are surveying FpML for internal use. It is designed for derivatives but we want to use it to exchange trading information of all trades (equity, futures, etc) between trading desks and risk management. We have to modify the schema to includes non-derivatives as products.I think it is great cho...
by alvincho
January 12th, 2005, 1:53 pm
Forum: Programming and Software Forum
Topic: Back testing on Bloomberg
Replies: 18
Views: 198936

Back testing on Bloomberg

aneelkanwer,Sorry I can't send the file to you. Please use the following link to download it:http://www.jumbosoft.com/pairsim1.xls
by alvincho
October 24th, 2004, 1:44 pm
Forum: Programming and Software Forum
Topic: Back testing on Bloomberg
Replies: 18
Views: 198936

Back testing on Bloomberg

<r>I can't upload the file. Please use the following link:<URL url="http://www.jumbosoft.com/pairsim1.xlsThe">http://www.jumbosoft.com/pairsim1.xlsThe</URL> file can be used only on Bloomberg terminal. It is a pair trade model which is still new in Taiwanese market. It test the distance of current p...
by alvincho
August 6th, 2003, 8:02 am
Forum: Careers Forum
Topic: IT to CFA benefits?
Replies: 6
Views: 190261

IT to CFA benefits?

<t>I am an IT and participating CFA program, too. I passed Level I last year and took Level II exam in June. In Taiwan, there are a few companies will take CFA into consideration when you want to find a finance-related job. If you talk to IT or personnel managers of financial institutes, they hardly...
by alvincho
August 6th, 2003, 7:34 am
Forum: Student Forum
Topic: how to solve a qadratic equation using TI BA II PLUS
Replies: 3
Views: 192933

how to solve a qadratic equation using TI BA II PLUS

It seems you are working (or worked) on CFA program....I use BA II Plus, it can't solve equation. You have to use Time Value solver to do that, as Johnny said.
by alvincho
August 6th, 2003, 5:26 am
Forum: Programming and Software Forum
Topic: I need historical equity data
Replies: 14
Views: 191073

I need historical equity data

<t>I checked Bloomberg and it has DJIA daily from 1900/1/1 to date. For Taiwanese stocks, they have all historical daily data since every stocks listed on the exchange. I am not sure but defintely it must have all the daily data of US stocks. The Bloomberg API or Activex is very easy to use, althoug...