FPGAs: The software in the hardware

Lately, I’ve been exploring a little known corner of high performance computing (HPC) known as FPGAs. Turns out, it’s time to get electrical on yowass (Pulp Fiction reference intentional). You can program these chips in the field, thus speeding up processing speeds dramatically, relative to generic CPUs. It’s possible to customize functionality to very specific needs. Why … Continue reading

Excel Programming Options: XLLs for performance

The following are the available ways to develop new software on Excel, that are still worthwhile and viable on recent versions of Excel, as mentioned on MSDN and other places: C API and XLLs: essentially fully integrated DLLs that are accessed as Excel worksheet functions. VBA: a popular option to quickly generate something which accomplishes a particular busines goal. … Continue reading

Question: how important is VBA and C++?

gabx asks: Question How important is the knowledge of VBA and C++ for working as an analyst or as a risk manager in hedge funds. I would like to develop these skills and bought some books which deal with modelling derivatives pricing in VBA/C++/Matlab. Do you have in mind a specific book/area I should focus … Continue reading