QuantNet - Baruch MS Program Analytics and DataFramework...

[Phat Loc]

I am starting a new project to build a data and analytics framework. The idea is to create webservices that provide financial data as a webservice it will be similar to the service that http://www.xignite.com/ but for free.

I might not expose this webservice to the internet (not sure about the copyright laws on market data). However I do plan to setup a server in like say the computer lab.

There will also be Excel addin tools that will use the data to do various calcuations.

[Phat Loc]

Attached are compiled Excel Addins that I developed for my Interest Rate and Credit Models course at NYU last semester.

Software Requirements:

1. Microsoft .net Framework 2.0 installed

2. Office XP or Office 2003 (Excel 2000 does not support Automation Addins)

Instructions to install:

1. Download and the files and run virus scans. Better to be safe than sorry (possibility is small but it is possible to hack the forum and change the attachments or I am just paranoid).

2. Unzip ExcelAddin.zip and run QuantNetExcelAddinSetup.msi to install the files. This will create a folder called C:\Program Files\QuantNet\QuantNetExcelAddinSetup and register the libraries.

3. Open Excel go to Tools->Add-Ins->Click Automation scroll down until you see QuantNetExcelAddin.Connect Highlight it and hit ok. A message will pop up and say "Cannot find add-in 'mscoree.dll'. Delete from list?" ignore this and hit No.

4. Hit Ok then you are done.

5. Open up one of the homeworks in the Excel_Sample.zip and play around with it.

Let me know if you have problems.

[Phat Loc]

Attached is the source code to the addin I posted earlier. This is written using Visual Studio .Net 2005. You will need a copy if you want to compile it.

Feel free to download it and mess around with it. I coded it pretty quickly (time constraints of doing homework). It is probably really messy.

:D

Let me know if you questions.

[bobbychopra]

Is anyone working on this effort? Is it still active. I would like to know ....

[dstefan]

Not as far as I know.