<t>...and there's always FAME, which I used briefly a few years ago. it was designed from the ground up to handle time series data efficiently and seemed pretty much to do that. It has its own language, FAME4GL (or something like that), with which I didn't get on too well, but the traders who used i...

If you have Visual Studio there may be some benefit in moving your VBA code to "straight" Visual Basic, wrapped in a COM DLL, then call that from VBA. I have had some success with this in the past: it's a lot less work than rewriting in C++ (ugh) or Delphi and it may just be fast enough.

<t>A good set of unit tests developed using test-first (i.e. write a failing test, then write the simplest code that could possibly make the test succeed) is a marvellous discipline in itself but it's still going to lead (potentially) to spaghetti without refactoring, which is the driver for emergen...