Hi, I have found this solution to integrate excel/fix/realtime market data for algo trading. http://mach2software.com/helium.html Has any tried this solution? Do you know any other alternatives? plz share Thanks
Oh I have found this thread http://www.elitetrader.com/vb/showthread.php?s=&threadid=209327&highlight=excel+fix However, if any needs to add any comment, please do I think there are many questions still there need an answer Excel has still its advantages and if not working on quick end , one could use it for easily testing , modelling and optimizing some quick , no complex progamming needed trading ideas However, i am not still not sure.. if it is suitable solution or not. But, personally, i love Excel. This is my bias comes from
I see videos like this http://www.zerohedge.com/news/2013-05-09/presenting-flash-trading-detectives-work and wonder how you cannot be simple and slower and survive? I mean a simple MOC order, will often be different from whats published. Of course I speak from an independent trader standpoint.
No offense but Mike is correct. Many people haven't really seen the power of excel as regards to trading!
Hey folks, Let us focus on sharing some links/thoughts that would support our own argument. I am fairly new of using excel as one of my arsenal software. I would appreciate your positive input here in this thread. Thanks
vba is awesome. it's also slow, although it is faster than using sheet-level functions or, say, a pencil and calculator. C++ is lightning -- esp where complex computations are involved. Just be aware that the big money is using C++ and direct connections. If that kind of time frame isn't important to you, VBA will do anything and everything you want and more, probably.
If you want to use c++ or c# for excel, XLW is really nice. Its really easy to use. Not sure if you can use it for submitting trades and such, but for implementing calculations its good. http://xlw.sourceforge.net/