Hi A bit late, but I here goes.
I write custom trading systems that use Excel as a Front End. These days my customers are pushing me further to create a backtesting platform, and optimization. This means I will be dealing with millions upon millions of records. My initial intention was to use Excel VBA, but for records in these dimensions it is simply not possible. With C# I can easily run through this code, but exposing a C# layer to my customers (eg NinjaTrader) is asking too much. Hence I chose IronPython. I had used it in the past and found it to be pretty good and did some initial integration tests and it worked out pretty well.
Why Excel? After a very long and deliberate decision process I chose it because with Excel and IronPython a developer can extend their application to use TA-Lib, or QuantLib without having me to write an explicit layer. Simply put I can focus on the simulation, optimization, and strategy implementations.
Christian Gross _______________________________________________ Users mailing list [email protected] http://lists.ironpython.com/listinfo.cgi/users-ironpython.com
