Recent content by zhouxing

You can call exposed C/C++ DLL functions from VBA (but depending on your analytic interface, you may need a C wrapper). Alternatively you can do Excel/VBA -> managed C++ -> your analytic library (i.e. skip the C# layer). Either way, you only need at most one "intermediate" layer between...

C++ based XLL is a DLL anyway, You can simply reference it in a C# project just as if it's a regular DLL. (However any Excel interfacing specific features will be irrelevant in such scenarios.)

I just published a new book, More on C# in Front Office. It's NOT a 2nd edition of my previous book. Instead it contains new topics and many additional information. All the contents are based on readers' feedback on my previous book. As usual, you can find more information and also some...

Tysken, if your locale is not English, and especially your Excel's language is different from your Windows, you need to be careful about all operations that require data type conversion either explicitly or implicitly. Try Andy's example to see whether it works. If not, try the following...

If you see #Value (instead of #N/A), it indicates an exception was thrown inside the code (instead of function not found). A recommended way to write UDF in C# is always do sth like the following: object MyFunction(parameter list) { try { // your real code } catch(Exception...

To some extent, quant is simply a higher paid hand-dirty programmer. (Even some non-financial sector programmers may demand more math skills.) I am not entirely sure about your motivation. But if you think the perceived compensation may attract you, you can find a higher paid job with your...

Oh? How comes it popped up in the first page? ;-) (I seldom read page that is not on the 1st page :->)

if you manual procedure is more or less the same everyday, you should be able to similar that procedure (including removing header, de-merge cell, get external data, even Access database replication etc) using either VBA or C# etc.

The process to get a US GC is a good candidate for writing a time variant stochastic equation. lol ;-)

Read the original story on telegraph. It really makes a day for me. Indeed, a good candidate for a Hollywood movie!

This is what I will guess too. It is also the case for highly educated Chinese.

My prediction: there will be less and less highly educated Chinese immigrants who will settle down in US. One observation I shared with my friends is "even though there are many Mexicans in US, it is actually harder to find lots of highly educated Mexicans in Wall St firms and other Big...

I meant "move back to China". Among others, the biggest hassle will be global tax and the need to maintain GC if you want. Personally I think it's often better to be a permanent resident and/or citizen of where you intend to live/retire. People tends to over-estimate the "insurance" value of...

For old generations, the reality is it's difficult for them to move back because many of them don't have the locally relevant skills that matches the seniority they desire. If you believe people tend to do whatever they think is good for them, you should believe at least a portion of these...

Is there any fundamental difference if you are allowed to trade any stock? (of course you will need more computation power in the later case :->)