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I remember working on a system at an investment bank in London before the GFC that valued exotic derivative portfolios on a grid of machines all running an inst
by jimmcslim 12y ago
I remember working on a system at an investment bank in London before the GFC that valued exotic derivative portfolios on a grid of machines all running an instance of Excel; each trade was represented as a separate spreadsheet with well known locations for market data to be inserted.... madness!
- angersock 12y agoWow. That's...I'm not even mad. Excel as an actor framework?