3 ms·
In a past life I've made extensive use of the q/kdb excel plugin to do my financial analysis (backtesting, model fitting etc). The basic setup was: 1. set up
by maest 7y ago
In a past life I've made extensive use of the q/kdb excel plugin to do my financial analysis (backtesting, model fitting etc).
The basic setup was:
1. set up a q server and load lots of price data and signal tables in memory
2. open a connection to the server from your spreadsheet
3. write q queries in excel directly.
Because q is so compact you could essentially write a (quite long) one line aproximate backtester, as long as your q server stored daily prices, volumes, advs etc in a sensible way.
The spreadsheet form factor was pretty good - it was nice to be able to plot arbitrary series and generally made it quite fast to work with data.
It was by no means perfect, but I found it infinitely better than setups like jupyter notebooks.