OK. So I've outgrown the capabilities of Excell -- by a mile. Any suggestions on what programming languages to look at using for all the number crunching and graphing? Any pointers to reference material would be useful as well. BTW. I have an MS in Computer Science so I have some programming background, but it's been many years since I've touched the stuff. Thanks for any advise !!
http://elitetrader.com/vb/showthread.php?threadid=170797 Here's your chance to polish up those skills.
Quantitative Trading: How to Build Your Own Algorithmic Trading Business http://www.amazon.com/Quantitative-...=sr_1_2?ie=UTF8&s=books&qid=1248218414&sr=8-2 Use Octave instead of Matlab... Chan also has a blog at: http://epchan.blogspot.com/ Great book...
For Charting Data In Excel... Graphing in Excel sucks from the very start... but you can throw any summed or formula data from Excel into Sierra Charts which has first class charts... and can be on multiple windows with multiple monitors.. we have done this and it works fine... For Number Crunching... You can slam the data from Excel into SQL Sever or another DB and then run stored procs as triggers... and then send the results back... we have done this and it works fine... if you need it faster than stored procs or 3D match graphs, etc... then you will need to go to something else... good luck...
I use R. Check out quantmod, FOSS Trading (my blog), and Rmetrics. Hopefully that gives you an idea of what you can accomplish with R.
May want to take a look at: http://www.gigaspaces.com/excel before abandoning Excel. Excel That Scales High-Performance, Scalable Excel Solutions, powered by GigaSpaces Solution Overview The joint solution from Microsoft and GigaSpaces combines the latest Microsoft technologies â Office Excel (2003 and 2007), SharePoint Server and Windows HPC Server 2008 (Windows Compute Cluster Server) â with the GigaSpaces eXtreme Application Platform (XAP) to deliver unparalleled usability, performance, and scalability. The solution harnesses the power of the data center to scale Excel-based applications: Offload data from Excel to the GigaSpaces âmemory cloud â (with an in-memory data grid, which provides an unlimited database scale-out capability) Offload calculations to a grid of servers, enabling them to run in parallel and close to the data, offering Excel the capabilities of application scaling without massive code changes Benefits Handle infinite amounts of data in a reliable manner Support for disconnected mode Dramatically reduce processing times and enable real-time decision making Share data among multiple Excel users and enable better collaboration Free up desktop resources Shield users from desktop and server failures Enable Excel applications to scale up (and down) to meet varying load