We 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 mo

We 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.