Money Machines, An Interview with an Anonymous Algorithmic Trader
- Thread starter Banjo
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Personally, I think you're on the right track. Getting your VBA/Excel tools in order will give you great and justifiable confidence in moving into a more-pure language like Python. You will find 3/4s of Python structures to resemble data/maneuvers that you undertook with VBA/Excel. And what is more, the specific protocols that you've created to work options/strikes/markets in VBA/Excel, will transfer *nearly* 1|1 into Pythonic phrases.
If you can divide learning a computer language into a) learning phrases, and b) learning what to *do* with the phrases -- then you're learning the part-b stuff first -- and it's the hardest. Your time learning Python will be *shorter* because you've nailed VBA/Excel to the wall.
"Good shit, Maynard." Good shit, indeed.
iron.. how are you getting option valuation in XL? A while bak I bought Hoadley.net which is a plugin ... dont know if they have free tools now. Alternatively, you could check out ThinkorSwim. good tutorials.. just don't go whole hog on their premium selling thing- there are other ways...thhey have simulators which are quite good.
I've said it before, but it's way worth repeating:
When my excellent, wonderful, amazing spreadsheets grow up, they will be Hoadley.
(That's about as high a compliment as I could make. Never used it, never bought it, "NFI", but I have certainly lusted over it and drooled over it, over the years. Great stuff which sets the bar plenty high.)
Thank you for the coaching and encouragements.Personally, I think you're on the right track. Getting your VBA/Excel tools in order will give you great and justifiable confidence in moving into a more-pure language like Python. You will find 3/4s of Python structures to resemble data/maneuvers that you undertook with VBA/Excel. And what is more, the specific protocols that you've created to work options/strikes/markets in VBA/Excel, will transfer *nearly* 1|1 into Pythonic phrases.
If you can divide learning a computer language into a) learning phrases, and b) learning what to *do* with the phrases -- then you're learning the part-b stuff first -- and it's the hardest. Your time learning Python will be *shorter* because you've nailed VBA/Excel to the wall.
"Good shit, Maynard." Good shit, indeed.
After much work, I finally understood the general principles of how options (B-S) are priced. I think VBA will allow me an easier time to analyze my set ups, entries and exits compare to just excel. Python will take me to the next level and be easier to analyze butterfly set ups?
Regards,
Thank you for your suggestion. I tried Hoadley a while back. To use it regularly required joining and paying a fee, I didn't think they had what I wanted so never signed up.
I asked Prof Google and some of you folks here when I started reading and posting. Prof Google provided me with B-S equation in excel format. I downloaded the equation and used it to calculate my own option prices. It is a lot of work as I am kind of doing it manually. Hopefully VBA and Python will automate that and make life a little easier.
Don't tell me that sir.
By the way you are one of the good guys and there is truth in what you said. After programming, the rubber will meet the road.
Have a good day.
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Good + great points in that; Not that every''mutual fund employee is @ risk''That would be like noting since most hedge funds+ mutual funds underperform; ignore the top 20% +Mr PT Jones + Mr S Cohen LOL
Also cool pic of all the gold; not that gold is good for much besides rings ......LOL