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by Beachcomber
March 26th, 2017, 5:50 pm
Forum: Trading Forum
Topic: Electricity Trading
Replies: 3
Views: 960

Re: Electricity Trading

Hi, Trading hubs against one another (many points actually) is what FTR trading is about.  Trading against natural gas is a heat rate spread.  I don't want to go into specifics on trading strategies, but, in general, the most important thing to make sure of is liquidity for the trade you are conside...
by Beachcomber
March 10th, 2017, 6:54 pm
Forum: Trading Forum
Topic: Electricity Trading
Replies: 3
Views: 960

Re: Electricity Trading

This is a pretty broad question.  There are several types of markets - forward, virtual, FTR, etc. as well as several different ISOs that have their own rules for trading.  Each ISO has a manual that details the trading rules for their markets.  This is probably a pretty good place to start. In addi...
by Beachcomber
January 21st, 2016, 8:55 pm
Forum: Programming and Software Forum
Topic: vba question
Replies: 1
Views: 2510

vba question

<t>This doesn't seem that hard, but I can't seem to do it.I want to dimension several matrix variables named, for example, matrix1, matrix2, matrix3, etc...That is Dim matrix1() as variant, etc.but the number of matrixi variables that i need varies and is an input. I have to believe there is a way t...
by Beachcomber
June 14th, 2015, 9:23 pm
Forum: Programming and Software Forum
Topic: can't convert a formula in excel to vba code
Replies: 6
Views: 3361

can't convert a formula in excel to vba code

Thanks. That works. The difference is that I used APPLICATION.WORKSHEETFUNCTION.SUMPRODUCT instead of SUMPRODUCT.The fixed cell range was only for demonstration purposes. I am defining and populating a variable to work with inside VBA.I appreciate the help.Beachcomber
by Beachcomber
June 14th, 2015, 6:33 pm
Forum: Programming and Software Forum
Topic: can't convert a formula in excel to vba code
Replies: 6
Views: 3361

can't convert a formula in excel to vba code

Thank you for the help, but I cannot get the formula to work even with your advice.I may have to try something different.Beachcomber
by Beachcomber
June 13th, 2015, 4:37 pm
Forum: Programming and Software Forum
Topic: can't convert a formula in excel to vba code
Replies: 6
Views: 3361

can't convert a formula in excel to vba code

<t>Hi,I am attempting to count the number of unique string variables in a list (for example, let's say NFL team names). I found this formula that works just fine in excel...=SUMPRODUCT((A2:A100 <> "")/COUNTIF(A2:A100,A2:A100 & ""))I am now attempting to put this logic into vba via...=APPLICATION...
by Beachcomber
June 8th, 2014, 6:55 pm
Forum: General Forum
Topic: big data question
Replies: 1
Views: 4341

big data question

<t>Hi,The company I work for has as much interest in big data as a fish has for a bicycle. I think this might be a mistake as my industry deals with large amounts of both public and private data. Before I make the case to Executive Staff, I'd like to have a coherent story and "happy hour" knowledge ...
by Beachcomber
February 11th, 2014, 4:26 pm
Forum: Programming and Software Forum
Topic: question on excel solver
Replies: 2
Views: 5656

question on excel solver

Thank you.I think we will give it a long look.My initial issue, despite the error message, turned out to be a questionable selection of starting values on my part. But we are now having other issues with solver. We probably need to upgrade.
by Beachcomber
February 7th, 2014, 5:11 pm
Forum: Programming and Software Forum
Topic: question on excel solver
Replies: 2
Views: 5656

question on excel solver

I am calling on solver in my VBA code to optimize a fairly substantial problem. The solver is bombing on me and I think it is a memory issue.Does anybody know if I can allocate more memory to solver; and if so, how?Thanks.
by Beachcomber
January 29th, 2014, 5:49 pm
Forum: Programming and Software Forum
Topic: gas storage model
Replies: 10
Views: 6139

gas storage model

<r>outrun - thanks. I am attaching the version of the paper I used. First column of page 87 is what I used to determine the methodology and number of regressions.<URL url="http://www.energyquants.com/assets/uploads/files/publications/boogert%20de%20jong%20-%20JOD%20gas%20storage%20valuation%20using%...
by Beachcomber
January 28th, 2014, 8:12 pm
Forum: Programming and Software Forum
Topic: gas storage model
Replies: 10
Views: 6139

gas storage model

<t>I am hesitant to ask the author when I believe he has a similiar model for sale. I have had a couple of bad experiences with that (with other people). I would be more willing to contact him if I had reason to believe he wouldn't mind.I am not 100% sure that I have implemented the algorithm correc...
by Beachcomber
January 28th, 2014, 4:51 pm
Forum: Programming and Software Forum
Topic: gas storage model
Replies: 10
Views: 6139

gas storage model

Thanks.I am not familiar with alglib, but I will look into it.
by Beachcomber
January 28th, 2014, 4:44 pm
Forum: Programming and Software Forum
Topic: gas storage model
Replies: 10
Views: 6139

gas storage model

<t>Thank you both for your suggestions...C++ is probably a good long term solution, but I would have to jump through some corporate hoops to use anything but VBA (my company has chosen an "official" programming language after an analyst left and his code was all in some language that no one else kne...
by Beachcomber
January 27th, 2014, 11:43 pm
Forum: Programming and Software Forum
Topic: gas storage model
Replies: 10
Views: 6139

gas storage model

<t>I am attempting to implement the gas storage model of Boogert and de Jong. I have written the code in VBA and I am getting reasonable results. However, the model is taking an unacceptably long time to run (think overnight) when the original paper sights run times of under one minute. Part of it m...
by Beachcomber
August 21st, 2013, 7:06 pm
Forum: Technical Forum
Topic: multiple regression question
Replies: 2
Views: 6760

multiple regression question

<t>I wasn't sure if this belonged in the technical or student section, I took my best shot...I am working with a multiple regression. I am building my own regression code in VBA to bypass some of Excel's issues. I am looking at the formula (in a stats book) for the standard deviation of the coeffici...
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