Hello,
I'm a newcomer in FE and I'm a bit lost with the ton of tools used. Well, I guess that there is no absolute set of tools, but it depends on what's your objective.
Let's say I'm a arbitrageur (hi. freq.). Hence, I need to have real-time quotations and analysis of markets. Will I still use Bloomberg (or reuters.. doesn't matter)? If I made a list of securities in Excel to look for, will I retrieve the informations from Bloomberg via DDE or RTD? How would you make your choice?
Then, once I have these informations, I'll make few computations. In order to be efficient (an because, in my case, I'm better at those languages), I wrote a piece of code.
Should that code be in C++ or in C#? My favorite is C++, but which one is the most widespread in front-offices? What about for the quants? Finally, would you have wrapped it into a DLL or an Excel Addin (Xll) (I mean, with all the "useless" functions required for compatibility) ?
When using the "=blph" bloomberg function in a cell, you may have noticed that it returns a list of values, an array, but an Excel-style array (shift+ctrl+enter). It's definitely more convenient! How do you think they do? I may have a guess : they use the blph function to retrieve the first cell's address, then a code returns the first value into that cell ("passive" : Excel uses the code). But that code also triggers an automation process ("active" : the code drives Excel) and fills up the following cells.
It sounds it could work, but a bit complicated, isn't it?
As a practice case, I would like to make a code (C++ or C#, dll if possible) that highlight a cell in green or red when its value has just changed, say for a second. In your opinion, how should I proceed? I thought I could use the "Worksheet_Change" (getting the previous value with a Application.undo trick...) event as a trigger. The point is that the dll must not freeze Excel (start a thread?) and has to come back later, by its own, changing the cell's background color. How?
Thank you for having read such a long post!
C.
I'm a newcomer in FE and I'm a bit lost with the ton of tools used. Well, I guess that there is no absolute set of tools, but it depends on what's your objective.
Let's say I'm a arbitrageur (hi. freq.). Hence, I need to have real-time quotations and analysis of markets. Will I still use Bloomberg (or reuters.. doesn't matter)? If I made a list of securities in Excel to look for, will I retrieve the informations from Bloomberg via DDE or RTD? How would you make your choice?
Then, once I have these informations, I'll make few computations. In order to be efficient (an because, in my case, I'm better at those languages), I wrote a piece of code.
Should that code be in C++ or in C#? My favorite is C++, but which one is the most widespread in front-offices? What about for the quants? Finally, would you have wrapped it into a DLL or an Excel Addin (Xll) (I mean, with all the "useless" functions required for compatibility) ?
When using the "=blph" bloomberg function in a cell, you may have noticed that it returns a list of values, an array, but an Excel-style array (shift+ctrl+enter). It's definitely more convenient! How do you think they do? I may have a guess : they use the blph function to retrieve the first cell's address, then a code returns the first value into that cell ("passive" : Excel uses the code). But that code also triggers an automation process ("active" : the code drives Excel) and fills up the following cells.
It sounds it could work, but a bit complicated, isn't it?
As a practice case, I would like to make a code (C++ or C#, dll if possible) that highlight a cell in green or red when its value has just changed, say for a second. In your opinion, how should I proceed? I thought I could use the "Worksheet_Change" (getting the previous value with a Application.undo trick...) event as a trigger. The point is that the dll must not freeze Excel (start a thread?) and has to come back later, by its own, changing the cell's background color. How?
Thank you for having read such a long post!
C.
... as soon as I'll have basic samples running on my computer (e.g : the mail I sent you) !
