Trading models: from Excel/VBA to C++/C#

[Andy Nguyen]

Say you've been working for some time with old Excel-based trading models. For many reasons, you can see the realm of potentials if those models are done in C++/C#/.NET/what have you. If you do it in say .NET, you can add many modern features.
So if you decide to move it to .NET, what 3rd party Visual Studio plugin, component that can be used so that the need for Excel is eliminated?
VSTO is not something waste more time on.
We can rewrite all the VBA computation in C++/C# and have the function accessible via DLL. Is it possible to move Excel-based model away from it entirely? Best of both world?

 

[daleholborow]

If you are asking what tools might be useful etc, then the first thing I can think of might be some graphing / graphical tools, for charting and visual display of results. (Note: that is NOT an endorsement of technical analysis )

I had a look on the net a while ago when I was thinking about writing up some software for my own use, and saw dotNetCharting, xygraph and zedgraph... they all looked promising, but I didn't actually get around to writing the software I spoke of

Or perhaps I misunderstood the question?

 

[Andy Nguyen]

I use Dundas for my graphical needs so you misunderstood the question
I'm more interested in middle-ware or something that allow me to move my excel-based tools completely to .NET
You know, in excel, you depend on lot of cell formulas like indirect().

 

[joe_bradley]

Wow, that's a pretty tall order. I've found myself backed into that corner a few times - people write business-critical logic in excel, and I've wanted to pull it out and reuse it without the excel. But I'm not aware of any tools that do this. And it's never been painful enough for me to do real homework on it.

Is keeping excel around for use of the object model feasible? Or are you really intent on cutting Excel out of the equation completely?