Tag Archives: VBA

Excel VBA script for option chain data from CBOE

Excel VBA script for option chain data from CBOE

It seems the Yahoo Finance Chain Data scripts from Matlab no longer work as in the last few months. Most option data can be downloaded from CBOE so I am hoping this Excel VBA still works.

http://www.vbafin.com/CBOE-data-download-vba-code.php

Also read the description in the video for proper links

(This appears to not work with some subscript out of range error)

Here is the latest update for Yahoo Finance after their change: http://www.reddit.com/r/algotrading/comments/2kq0qz/has_anyone_here_used_yql_to_download_yahoos/

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Learn Microsoft Excel Hide/Show the whole Ribbon with VBA

This was posted in my Linked In Group:

Learn Microsoft Excel Hide/Show the whole Ribbon with VBA

http://rajexcel.blogspot.ca/2014/02/hideshow-whole-ribbon-with-vba.html#.UwAtUhDt7Kk

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For my quant members, I just answered questions on backtesting, IQFeed, Interactive Brokers, Excel and VBA

For my quant members, I just answered questions on backtesting, IQFeed, Interactive Brokers, Excel and VBA

I did this for QuantLabs.Net Premium Members. Join here to get access

Also, you could always join my FREE newsletter to learn more.

I am no longer being as accessible due to my crunched time now. All priority goes to my Membership.

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3rd party software selected for stock charting in Office Excel with advantages of VBA QuantLib Matlab

Hi there

I have investigated various options to help in my trading infrastructure but there is nothing easier than Microsoft Excel. Here is what I mean:

3rd party software selected for stock charting in Office Excel with advantages of VBA

3rd party software selected for stock charting in Office Excel with advantages of VBA



You heard that right. I have decided to commit to a piece of software which is based on Excel worksheets with VBA. It can make life easier but execution is slower. That is ok since these are strictly used for monitoring purposes which has no part of the core trading execution. I already showcased that last week. As a result, you can expect to see some exciting developments  with screeners, decent visual charting, high level market views using Excel. It should be pretty fast to develop as well. Remember I also demoed how to integrate Matlab with Excel as well. Watch this:

https://quantlabs.net/blog/2012/12/youtube-video-matlab-demo-spreadsheet-link-ex-with-microsoft-excel-and-iqfeed-real-time-data/

Or how about with QuantLib using QuantLibXL with C++

how to build quantlib quantlixl as a microsoft excel addin uses visual studio c++

https://quantlabs.net/blog/2012/01/9258/

Wow. I have impressed myself from all this work? Hmm.

You should also check out the day trading capabilities through the video at

http://tsunami.io/media.html#pane-12

Join me and my 150+ members as I piece together various webinars showing how to piece this all together.

–> JOIN NOW <–


Here are the many benefits this offers

Have a profitable trading day,

Bryan

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Here is a tutorial on Building a Pivot Table in Excel VBA

Here is a tutorial on Building a Pivot Table in Excel VBA

http://rajexcel.blogspot.ca/2012/10/building-pivot-table-in-excel-vba.html?goback=.gsm_3427378_1_*2_*2_*2_lna_PENDING_*2#.UfKH0G00-34

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ARMA forecasting model within Excel? More Q & A on using Excel VBA for quant development? Stick with C++, R,, or Matlab for HFT #excel

ARMA forecasting model within Excel?  More Q & A on using Excel VBA for quant development? Stick with C++, R,, or Matlab for HFT #excel

From a visitor query:
Responses below followed by –>
> Hey Bryan,
>
> How’s it going? I’m really interested in joining quantlabs; however,
> I wanted to ask you a couple of questions… In regards to my
> programming skills, they are pretty limited and extend to excel/vba
> right now, is this adequate for someone who is looking to learn stat
> arb/pairs trading (specifically intraday)? I know you focus a lot on
> C++,R and Matlab; however, i was wondering i could make some quant
> systems work with excel/vba if not which of those 3 progamming
> languages which you suggest is easiest for a retailer to learn?

–> Excel/VBA is very limiting and slow. R/Matlab with C++ or Java opens up your choices. Also, I don’t believe in black box technology as I like having source code for end to end control In terms of priority, I would focus on R as that can advance very quickly with the ability to call C++ inline from R if needed.
Do realize professional quants spent 90% of their time in coding in these technologies.
I saw
> in one of your youtube blogs that you touched on ARMA, I was wondering
> if being a member of quantlabs, you could help members build ARMA
> models in excel..?

–> MY priority is always for C++ and R. You may find some Excel files under http://www.quantcode.com/modules/mydownloads/viewcat.php?cid=9 but I cannot guarantee the quality of the code.

Do you currently trade intraday as a quantitative
> retailer?

I am right now focusing on technology and strategies. I do have a connection test into Interactive Brokers with my C++ HFT platform which I am building. http://www.youtube.com/watch?v=mwpXw08X2fE
So I am not actively trading right now until these are built and profitbly working.

I have always wondered what it would be like going down this
> route and I would love to hear from your end.
>
> I couln’t make it out to the last meeting you had at milestones;
> however, I would love to come out to the next one, I was wondering once I start paper trading
> when it is…?

–> My next Meetup in Toronto is Nov119.

Nov Meetup Social in North York-R and C++ HFT platform blabbing session?

Monday, Nov 19, 2012, 7:00 PM

13 Members Went

Check out this Meetup →

I hope these answer your questions.

>
> Kind Regards,
>

See how I do stuff by joining my frequently sent QuantLabs.net Premium membership 

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Does it matter on your tech level of BA, Excel, VBA, SQL to be a quant within our Meetup members in quant finance R Matlab users?

Does it matter on your tech level of BA, Excel, VBA, SQL to be a quant within our Meetup members in quant finance R Matlab users?

 

I got query from a new Meetup member:

Hello Bryan,
Firstly great idea for finding this group! To introduce myself.
My name is Shoba and I am currently working as a BSA supporting SAP in our company called Algorithmics which specializes in Risk Analytics software. Eventhough I haven’t personally worked with the products, I have always been very much interested in the whole Finance/Risk Quant area, eventhough not being a Financial Engineer myself.
Before Algorithmics, I was more in an operational role for a Private Wealth Management/Investment firm where I first got my exposure to Financial products.
While being thankful for the ERP experience I got in my current role, my long term career objective is to be a Business Analyst in the Financial Services sector (Be it Financial solutions, Capital Markets Investment, Wealth Management, Insurance, etc.).
Since I’m in more of a BA role, I don’t do programming. However I am familiar and enjoy using Excel VBA, SQL and currently learning OLAP technology in Business Explorer (which is more for reporting).
I am very much interested in joining your group to learn about your Quant methods and the financial products, and also hope to contribute to whatever I can for the group.
Let me know if you can see me as a valuable addition to your group. If not, I respect your decision.

 

My response:

Have no worries on contributing to the group. I am working on R right now so Excel can be integrated into this if this is your core tech tool
Hope this helps

 

You can also join my email list by filling out the form below, join our Premium members and get instant accss here.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Have a background in C++, VBA and sound understanding of financial. How should I start applying these skills in Algorithmic trading?

Have a background in C++, VBA and sound understanding of financial. How should I start applying these skills in Algorithmic trading?

Have a background in C++, VBA and sound understanding of financial. How should I start applying these skills in Algorithmic trading?

I am interested in algorithmic trading. I have a bit of background in C++, VBA and sound understanding of financial markets. How should I start applying these skills in Algorithmic trading?? Thnks.

 

==

Hiring C developers for Trading Company – Chicago, IL
Send resumes to ExecutiveStaffRecruiters@hotmail.com
Executive Staff Recruiters – US Citizens Only
Send resume and I can send you details.

Need multiple people for C in Chicago for Trading Company.
Multiple openings.

1. Trading Group needs C (finance experience, or eager to be in
finance/trading environment)

2. Options Group needs C (finance experience, or eager to be in
finance/trading environment)

3. Core Dev Group needs C (hacker, techie type)

4. Infrastructure Group needs C (hacker, techie type)

5. Core Dev/Infrastructure Groups

 

==

I’m highly interested in becoming a quantitative analyst, my background is Maths,Physics and computer Science (c++)
I’m current in a Nuclear Physics Msc program with University of Johannesburg. Would you please help me on were can I apply for internships to learn more about Quants.

im looking forward for your reply thanks.

 

 

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New Facebook group for Quant HFT high frequency trading with Matlab C++ Java R Python C# Excel

New Facebook group for Quant HFT high frequency trading trading with Matlab C++ Java R Python C# Excel VBA

I just created a similar group to the Linked In group.

http://www.facebook.com/groups/379703865378393

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Algorithm model source code for quant automated trading in C# C++ Matlab Excel VBA Java

Algorithm model source code for quant automated trading in C# C++ Matlab Excel VBA Java

These are two starting point web sites you could try using source for algoirthmic based.
Get the links here at:

http://www.volopta.com/About.html

http://www.quantcode.com/

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!