Viewing profile — clausok

Kx released a 32bit, free-for-commercial-use version in 2014 and then reversed course around a year later after banks and hedge funds surprised them by flocking to it for a large s…

I'm always stunned to see the level of VB6 expertise that remains in the world even two decades after Microsoft left it for dead. Just look at the effort and knowhow that went into…

I've been surprised to see many pro devs using Excel/VBA as a secondary tool. One example: a couple years ago I was working with a big hedge fund and one of their data analysts sen…

He has a younger sister. As for other outlets for making friends and socializing, team sports are indispensable. Also great, and surprisingly underutilized -- in my observation -- …

We started homeschooling by happenstance when it turned out that kindergarten was going to conflict with our son's beloved jiu-jitsu class. The class was a bit of a drive and we we…

I agree that insider trading is an unlikely explanation for the reason you mention. It could be that an early algorithmic advantage compounded into an incumbency advantage: better …

I have been consulting at a world-renown hedge fund that has a lot of F# including nightly processes that have apparently been running for years with zero maintenance. You'll never…

If you use collection classes in vba you can run into this bug pretty quickly. Last year I deployed an Excel add-in to a client that enabled them to run Snowflake queries concurren…

This debate about whether to use named-ranges in Excel formulas brings back some distant memories. I was on a team at Goldman Sachs that built Excel tools for the investment banker…

I encountered exactly this when my brother went to film school. The students would rotate roles and it was his turn to be the producer. One day I came home from work and he was hav…

Same for me. My high school and college hockey coaches could really let you have it. They never pulled you aside and did it in private either. My college coach had episodes that wo…

More color on the original FoxPro matching engine: "Levine found a simple but hugely consequential 'trick' to speed matching. In Levine’s later paraphrase, what the 'enter2order' p…

I agree on the key verticals approach as being the best bet. Perhaps the best way to dip your cup into the raging river of Bloomberg cash flow is to take a page out of the Stripe/T…

I've been waiting 15 years for litigation in this arena. If prices, like player statistics from an NHL game, are historical facts which can not be copyrighted, why don't we have be…

Speaking of this breadth, a few years ago I looked at Bloomberg's PORT suite of portfolio performance attribution and risk management functions to see what they offered and how pro…

Just like you say, I passed the AP calculus exam in high school and then when I arrived at college my advisor, who also happened to teach a freshman Calculus 1 section, told me, "I…

The desk-aligned dev spot is a tough one to land. If you’re not hailing from CalTech, MIT, et al, I suggest the highest-probability strategy is an indirect one: get a client-facing…

One thing to consider, which I've found powerful, is a hybrid approach where you use vba for what it's best at -- interacting with the Excel object model -- and have the vba load a…

Your Excel+vba application’s features remind me of when I joined an investment bank in 2000. I had come from an insurance company where I was considered the Excel\vba wizard, and I…

Good point. I've seen miracles occur simply by refactoring an Excel workbook such that the inputs, outputs, and calculations to map the inputs to the outputs were all delineated in…

Plus, in my observation, there is often a dismissive attitude towards Excel among the generic developers which blinds them to the risk of this “re-implementing Excel’s features” cy…

I interviewed with a quant hedge fund in 2004 whose systems where all in FoxPro. They loved it. The general partner of the fund believed that Microsoft had figured out that they co…

Agree. If you're selective about which bits and pieces you move away from Excel, and not religious about getting rid of Excel entirely, you can often have a great result. What trip…

I know what that voodoo may be. Of the many failed "replace Excel" projects I've seen in the investment banking \ hedge fund world over 20 years, the usual mistake is that the focu…

The worst Excel user I've ever seen was my brother. At film school he was producing a student film. He did the budget in Excel. One day I came home from work and he had some questi…