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by Edgey
May 2nd, 2013, 8:55 am
Forum: Book And Research Paper Forum
Topic: C# for Financial Markets (Andrea Germani and Daniel J. Duffy)
Replies: 46
Views: 29806

C# for Financial Markets (Andrea Germani and Daniel J. Duffy)

<r>QuoteOriginally posted by: CuchulainnThe following random post kind of confirms my own feelingsQuoteAs you may know Thread management is very tied and closed to the underlying OS. The Mono team has not yet completed an implement of the TPL for Linux and I have some doubt that they will be able to...
by Edgey
April 29th, 2013, 4:43 pm
Forum: Technical Forum
Topic: Best execution with trading bias
Replies: 3
Views: 8057

Best execution with trading bias

<t>I have a problem which I'm sure has been tackled before, but I'm having trouble finding some relevant papers. I have to hedge by purchasing 100 forwards of a commodity within a time period of T days. Once I buy a contract, I cannot sell it. If my goal were just to minimise risk I would by 100 con...
by Edgey
March 18th, 2013, 1:53 pm
Forum: Book And Research Paper Forum
Topic: C# for Financial Markets (Andrea Germani and Daniel J. Duffy)
Replies: 46
Views: 29806

C# for Financial Markets (Andrea Germani and Daniel J. Duffy)

Just out of interest, why is C# better than VB.net? (say, for a person unfamiliar with either C++ or Visual Basic)
by Edgey
February 28th, 2013, 11:01 am
Forum: Programming and Software Forum
Topic: MySQL for Excel
Replies: 21
Views: 12854

MySQL for Excel

Got it. The link from the excel page takes you to the MySQL Workbench download. It should be taking you to the MySQL Installer page. It's almost as if Oracle don't care. Thanks for your help
by Edgey
February 28th, 2013, 10:06 am
Forum: Programming and Software Forum
Topic: MySQL for Excel
Replies: 21
Views: 12854

MySQL for Excel

This looked interesting so I downloaded the MySQL workbench (the only link I could find) but can't see any Excel Add in. Can anyone help? (I ask here because Oracle help is non existent). Cheers.
by Edgey
February 7th, 2013, 1:21 pm
Forum: Book And Research Paper Forum
Topic: C# for Financial Markets (Andrea Germani and Daniel J. Duffy)
Replies: 46
Views: 29806

C# for Financial Markets (Andrea Germani and Daniel J. Duffy)

Thanks for investigating. I'm not developing anything cross platform at the moment, but option to do so (with the inclusion of multithreading) would have been a useful bonus.
by Edgey
February 4th, 2013, 10:16 am
Forum: Book And Research Paper Forum
Topic: C# for Financial Markets (Andrea Germani and Daniel J. Duffy)
Replies: 46
Views: 29806

C# for Financial Markets (Andrea Germani and Daniel J. Duffy)

I've been looking at C# in conjunction with Mono as a way to develop on multiple platforms. Are all the techniques/code in your book compatible with Mono (I'm thinking about the multithreading in particular)?Cheers
by Edgey
January 28th, 2013, 10:01 am
Forum: Student Forum
Topic: Phd positions on quant finance at maths and economics departments, what's the difference
Replies: 9
Views: 9763

Phd positions on quant finance at maths and economics departments, what's the difference

<t>Choose the supervisor, not the department. Look at the papers they have published and see if they are in an area you are interested in. Rule of thumb. Economics departments will be more case study and maths will be more theory development. Choose the right uni and you may be able to get access to...
by Edgey
January 24th, 2013, 1:27 pm
Forum: Programming and Software Forum
Topic: Excel tricks
Replies: 134
Views: 79701

Excel tricks

[begin, end]But I usually leave the sheets begin and end blank.
by Edgey
January 8th, 2013, 10:52 am
Forum: Programming and Software Forum
Topic: Controlling Excel via Midi controller
Replies: 11
Views: 11630

Controlling Excel via Midi controller

I want to use the controller to vary assumptions in a model. i.e. one slider controls the vol of brent, another controls the vol of EURUSD. Makes it easier to perform interactive presentations.
by Edgey
January 2nd, 2013, 10:09 am
Forum: Programming and Software Forum
Topic: Controlling Excel via Midi controller
Replies: 11
Views: 11630

Controlling Excel via Midi controller

<t>Thanks for the searching. The code you found actually looks very similar to the one I posted, but using Msgbox instead of a sheet write (this stabilizes the code a little but not enough). There are a couple of helpful links too. My problem is not getting working code. It's getting stable code. I ...
by Edgey
December 30th, 2012, 9:58 pm
Forum: Programming and Software Forum
Topic: Controlling Excel via Midi controller
Replies: 11
Views: 11630

Controlling Excel via Midi controller

Thanks for the pointers. It's annoying because I'm so close to a pure VBA solution, yet so far. BTW, Here is some documentation on winmm.dll
by Edgey
December 30th, 2012, 5:16 pm
Forum: Programming and Software Forum
Topic: Controlling Excel via Midi controller
Replies: 11
Views: 11630

Controlling Excel via Midi controller

Yes, I have a lot more programming flexibility if I code outside VBA, but then it is less portable, and I'll have to install extra software if I use someone elses machine.
by Edgey
December 30th, 2012, 3:59 pm
Forum: Programming and Software Forum
Topic: Controlling Excel via Midi controller
Replies: 11
Views: 11630

Controlling Excel via Midi controller

No documentation I'm afraid. Just the links I provided.
by Edgey
December 30th, 2012, 3:57 pm
Forum: Programming and Software Forum
Topic: Controlling Excel via Midi controller
Replies: 11
Views: 11630

Controlling Excel via Midi controller

<t>QuoteOriginally posted by: CuchulainnQuoteI've managed to modify this code this code for VBA, but it is extremely unstable. In what sense? The code or Excel gets flooded with data?(?)Cool interfaceI can't tell. I think winmm.dll is expecting the raised event to be returned straight away, and cras...