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LactoseO.D.'d posted:Can someone give me an example of something I would be expected to use VBA for in Excel in an IB environment? I get so much functionality off of just the macro recorder, I have a tough time envisioning what I would actually need to bust out some code for. In equities you could use macros to build unofficial trade notifications or confirmations for clients from raw data, if your order management system doesn't already provide the feature. VBA could be used in the trading desk's front-office for building price forecasting models (based on related market and industry data) and spitting out results in an organized format. For mid-office VBA can be used to transform data from one format to another, such as if you need to take trades from one system and import them into another, but the two systems don't have a direct interface. VBA can also be used to do support reconciliations, if you are in the mid to back-office. There are ways to kludge existing VBA functions like vlookup to provide some of the functionality above, but VBA coding helps to keep the spreadsheets a little cleaner. It can help keep your code organized if you learn how to create a VBA Add-in, and also learn how classes and collections work. Also learn the range and offset objects.
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Jan 29, 2011 18:40
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| # ¿ Apr 24, 2024 05:50 |
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