4 ms·
who would need to use QuantLib in Excel?
by porter 14y ago
who would need to use QuantLib in Excel?
- yeureka 14y agoExcel is used quite a lot in the finance sector. I my previous job I had to write a plugin to allow traders to do some simple algo trading in Excel. Oh, and once you are forced to work in VBA all other languages seem amazing.
- karamazov 14y agoI'd like to ask you a few questions about your finance experience - could you contact me? ben@datanitro.com
- elemeno 14y agoIf you've got any questions, feel free to drop me an e-mail as well - it's in my profile.
- jwilliams 14y ago+1 I worked for a long time in Finance & Market Data - in Europe (UK/CH mostly). Most people would be surprised how much of it runs of Excel. Particularly Fixed Income - a lot of the sophisticated instruments will be priced straight off Excel spreadsheets (so you use Excel to publish data, not just analyse it).
- svdad 14y agoIn fact, most people outside finance would be surprised at how much sophisticated analysis and interactivity you can build in Excel. Once you start digging under the hood it's a powerful platform. The only addition you need is a pricing feed e.g. Bloomberg.
- chollida1 14y agoWe do alot of what-if calculations usign quantlib and excel. It's great because it allows the traders to use the excel macro language and vba to try out new models. If something looks promising then we can break out C++ and R to do more indepth analysis. Heck we have a plugin that allows traders to do straight DMA trading out of excel. You can run an entire hedge fund on excel.