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Excel 2010 x64

  1. I know some trading applications use Excel so I thought I would post this here for the benefit of those who use it.

    Excel 2010 is available in the x64 flavor. What this does is lift (remove) the former limit of 2GB ram allocation for the program.

    This 2010 x64 version rocks. It's lightning fast.
     
  2. The following occurs in Excel 2007 and 2010:

    In cell A1 enter: .011

    In cell A2 enter: -.01

    In cell A3 click AutoSum

    The correct answer is: .001

    Select all 3 cells, right-click and select Format Cells..., select Number, and change Decimal places to 30. :confused:

    This error occurs if you change Category to ‘Currency’, ‘Accounting’, ‘Percentage’ and ‘Scientific’. :eek:

    Now, in cell A1 enter: 1000.1

    In cell A2 enter: -1000

    Poor cell A3 just can't handle basic subtraction. :p
     
  3. All calculators have errors. It's one of the first things taught at the University level in advanced mathematics.

    You can take two brand new calculators off the shelf, sit them side by side, enter the same input in both and get different results. Maybe both are right, maybe one is right, and maybe both are wrong.

    That's why it's up to the operator to know what they're doing. Computers are for speeding things up first and foremost. You still have to check your answer.

    If a computer says you can build a bridge with paper, it's wrong and you need to know that.

    There's no such thing as "computer error". It's all human error.
     
  4. I guess education has really changed since I was in school. Back then, courses on advanced mathematics taught... <i> advanced mathematics</i>, not <i>quiddities of pocket calculators</i>.
     
  5. All Texas Instruments calculators TI-83, 84, 89,

    Maple

    Mathcad

    Matlab

    Excel

    they all have the same issues.

    It's up to the user to know what's accurate and not accurate.

    Rounding and integration are two of the main culprits.

    Zero and infinity are very close to the same. One over zero is undefined but get a gazillionth from zero in that denominator and suddenly you're at infinity. Limits exist where the function does not. Numbers mean nothing more than somebody said this many is one, that many is two, etc.

    Go get a MS or PhD in mathematics or speak to someone who has; your understanding of computers and mathematics will change considerably.

    Science begins when you disbelieve everything you're taught.

    Education: Pay for it once and use it for a lifetime.
     
  6. You can also tell it how many cores to use. I have mine set to 4 cores (physical) and I have 16gb ram. It's currently using 6.7gb ram on a big workbook I have. Runs like a sewing machine on things I previously had to break into separate books & processes.
     
  7. heh... I knew that 2007 was far better than 2003 but I didn't know it had such small limitations. I guess any time you have a spreadsheet with more than 2GB of memory capacity things are going to get a bit hairy.

    I have a development copy of 2010 but haven't installed it yet. Is it noticeably better?
     
  8. Just do a Google search for a comparison of 2007 and 2010 and you will find a number of reviews that determine 2010 to be faster. I find there is a significant difference running backtesting that takes 10 to 30 hours to perform.
     
  9. For me, the nice thing about Excel is the portability across brokers/feeds/etc.. I keep thinking about trying to autotrade out of it for that reason but not sure if it will be up to the task. I like to trade between 1000 - 2000 symbols and run 5-6 (simple) models. On 1000 symbols, my current software doesn't miss data and looping through all the symbols to check for signals takes 2.5 - 3 seconds...any opinions on whether Excel 2010 could beat that?

    There's nothing fancy at all about the models, although a couple of them use bar based logic which could be a headache. Other than that, I would guess that the biggest bottleneck is writing prices to cells...which I would think is necessary to take advantage of the speed offered by multithreaded calcs. Interested in any thoughts in general on this...properly set up, how low latency can Excel 2010 go on a large portfolio?
     
  10. Doubtful...mainly because none of the 2010 speed increase is due to improvements in VBA....it's all in the formulas. VBA remains STA (single threaded architecture). Relative to Java and Dot-Net, it's slow.
    You are talking 2-3 milliseconds per symbol....that's pretty fast.
     
  11. Well, to do it, you've got to shut down a lot of automatic facilities and do them on a timer instead.
    Make the calculations update manually, lock the worksheet, kill the screen updating, etc.
    Once you do that, it's pretty fast. Its automatic the event handling that really slows it down.
     
  12. Yeah, I was thinking of an approach that minimizes the use of VBA and tries to use 2010's strength by allowing the formulas to do all the work (it must be a horrible approach b/c it's pretty much the exact opposite of what your saying, ha). The only macro in the sheet is one that is event driven by a single cell that flags to TRUE when there is an order to be sent from any of the models. Then it can run a quick order send / risk check macro, but then right back to the sheet on full auto-calc. The downside to the approach is that any signal logic must be embedding in cells creating the need for any historical bars, stats, etc. to be held in formulas as well. My concern with that approach is losing ticks while copying data around for bars or when the order sending macro is running. I don't know the answer, but I would imagine that data gets lost rather than queue??
     
  13. you need to be using something other than Excel
     
  14. If I write something in Excel 2003 32 bit and then open it in 10 64 bit and then save as xl10 64 bit do i then get all the benefits of 10 64 bit? - reason is I prefer to do development in 2003 with old interface I am used to and have been using for years.
     
  15. Yes, just save the workbook as XLSX or XLSM format. Unfortunately you'll need to get used to the "Ribbon" interface. However, someone did create an addin that provides the old style menu bar system in XL 2007, 2010. You should be able to Google it.
    The VBA menues are the same.
     
  16. I've found the most efficient format for 64-bit Excel to be .xlsb. Try it, you'll see.
     
  17. Interesting. Have any links to prove or confirm that claim ?
     
  18. http://blogs.msdn.com/b/davbosch/archive/2006/08/29/730183.aspx

    http://blogs.msdn.com/b/dmahugh/archive/2006/08/22/712835.aspx

    One more thing to consider before jumping to 64bit Excel, compatibility:

    http://technet.microsoft.com/en-us/library/ee681792.aspx