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Fixed Income Trading: New venues

A simple question came up recently in a conversation – how many new Fixed Income trading venues are there?  I could not think of anywhere th...

Wednesday, 5 November 2014

Excel VBA – does it have a future?

Since the late 1990s I've worked with Excel. Typically I've coded up huge VBA code modules, win32 api calls, DDE, RTD, WinForms, interoperability with VB6 and C#, database access, webservice access and integration with financial toolkits such as Reuters, Bloomberg, Factset, S+ and R.  I’ve also pushed the user interface and VBA IDE using undocumented functionality and the VBE extensibility library. A very simple observation is that the pace of change within Excel VBA has been pretty slow since 2000.  Let’s analyse that assertion…

COM and .net, FIX and ITCH/OUCH

Most posts on here are clearly sat in either technology or business.  This is a rare one that uses technology as a way to look at business.

Monday, 3 November 2014

ETFs, liquidity profile and valuation issues

ETFs are generally seen as being a low risk way to invest in an asset class.  This is often stated to be because the assets within the ETF are valued by the market and the ETF manager
[I recommend reading an article on this topic in the Economist of 25th October 2014]