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Requesting help to improve my current custom solution. Excel analysis & spreasheets.
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Requesting help to improve my current custom solution. Excel analysis & spreasheets.

  #1 (permalink)
Oslo + Norway
 
 
Posts: 173 since May 2016
Thanks: 175 given, 78 received

Requesting help to improve my current custom solution. Excel analysis & spreasheets.

Hi all,

I made a similar thread a little while back where the question was about professional alternatives to Excel, i.e., commercial software. I didn't do anything more there and stayed with my current solution and improving it with the help of my original programmer team and another external guy.

My current operation looks like this:

1. Collect 1-minute data from IQ Feed using QCollector. Data is stored as *.csv.

Tradeworks Software

2. Perform statistical analysis using proprietary/custom designed software in C# with *.csv file from above. Data is stored in SQL DB.

3. Load data in Excel.

4. Excel is used for analyis/filtering/data exploration.

While I have gained more proficiency using this, I find that in the end it involves a bit too many steps and takes a bit too much time to upload. Excel seems to work fine now, although loading the data takes a bit too long for my taste and Excel can freeze at times. Thanks to help from a guy that's good with VBA I have however improved it greatly.

I'm considering ways to improve my current set-up. Even a complete re-write from scratch.

Without having all details - can anyone think of any suggestions?

I can't imagine going away from spreadsheet analysis, but would it make sense to use other software/solutions for this than Excel?

The best would of course be a solution that's completely integrated.

Or maybe I should strive towards combining steps 1-3 or somehow streamlining those and stay with Excel for analysis. I'm sure the way data is loaded into Excel could be improved also.

Bottom line I think is that Excel isn't that bad as soon as I have the data loaded. With a few clever macros/VBA it's pretty easy to do pretty much what I want with the data. It's the prior steps and the actual loading of data which is troublesome.

Thanks in advance for any pointers or input.

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  #2 (permalink)
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  #3 (permalink)
Oslo + Norway
 
 
Posts: 173 since May 2016
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If doing any improvements, I would need to hire a programmer to do so. I used Guru in the past for this. Initially, I received stellar treatment as I was matched with a new company in Poland which wanted to make a name for themselves and probably did my job rather cheaply.

Later on, I ended up getting less than stellar service from the same company and was rewarded with the programmer who probably knew the least about coding. It has been a painful process. To give one example - he was conditionally formatting/coloring my Excel spreadsheet using VBA every time data was loaded. With a spreadsheet this size it took forever. Since I don't know anything about coding I had no idea this was happening and accidentally discovered this to be true. I told him to remove the color coding and let me do it manually in Excel instead. Just like that - load time improved by 30 seconds. Jeez. I get angry when I think about it now.

So, I'm sure the current code and solution could be improved greatly. I do however not know clearly how to proceed in doing so and what to ask for if I am to offer this up as a job. So, I'd love to get some suggestions from you guys.

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  #4 (permalink)
Super Moderator
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LaissezFaire View Post
My current operation looks like this:

1. Collect 1-minute data from IQ Feed using QCollector. Data is stored as *.csv.

Tradeworks Software

2. Perform statistical analysis using proprietary/custom designed software in C# with *.csv file from above. Data is stored in SQL DB.

3. Load data in Excel.

4. Excel is used for analyis/filtering/data exploration.

While I have gained more proficiency using this, I find that in the end it involves a bit too many steps and takes a bit too much time to upload. Excel seems to work fine now, although loading the data takes a bit too long for my taste and Excel can freeze at times. Thanks to help from a guy that's good with VBA I have however improved it greatly.


How often do you go through this process?
How long does it take you each time?
How many records do you have stored in the DB, and do you import all data set into Excel every time? If not, how many records (lines) do you import in Excel every time?

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  #5 (permalink)
Oslo + Norway
 
 
Posts: 173 since May 2016
Thanks: 175 given, 78 received


xplorer View Post
How often do you go through this process?
How long does it take you each time?
How many records do you have stored in the DB, and do you import all data set into Excel every time? If not, how many records (lines) do you import in Excel every time?

Initially, it was end of day only. As things evolved, I now have two workbooks in Excel which is updated intraday WHEN I want to, i.e., it's done maually. Typically every 15-30 minutes.

If calculations are already done for the entire data set, only new data is calculated. So it can be pretty fast. Still, I have to go through all these steps. This is outside Excel. In Excel, I think everything is loaded each and every time.

I'm not sure how many records are stored in the DB. There are several calculations which probably are not shown in Excel. In Excel I have roughly 93 000 cells for 5 years of data. 113 columns x 1550 rows for 5 years. Approximately.

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  #6 (permalink)
Super Moderator
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LaissezFaire View Post
Initially, it was end of day only. As things evolved, I now have two workbooks in Excel which is updated intraday WHEN I want to, i.e., it's done maually. Typically every 15-30 minutes.

If calculations are already done for the entire data set, only new data is calculated. So it can be pretty fast. Still, I have to go through all these steps. This is outside Excel. In Excel, I think everything is loaded each and every time.

I'm not sure how many records are stored in the DB. There are several calculations which probably are not shown in Excel. In Excel I have roughly 93 000 cells for 5 years of data. 113 columns x 1550 rows for 5 years. Approximately.

Difficult to undestand what exactly could be automated further without seeing the whole thing, but here's a tip, in case you have not heard of this Introduction to Microsoft Power Query for Excel - Excel - Office Support. It's a free add-on to Excel.

Depending on how data is imported into Excel, Power Query may help speed up certain steps, I don't know whether it applies to your case though.

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  #7 (permalink)
Oslo + Norway
 
 
Posts: 173 since May 2016
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xplorer View Post
Difficult to undestand what exactly could be automated further without seeing the whole thing, but here's a tip, in case you have not heard of this Introduction to Microsoft Power Query for Excel - Excel - Office Support. It's a free add-on to Excel.

Depending on how data is imported into Excel, Power Query may help speed up certain steps, I don't know whether it applies to your case though.

Yes, I realize it's difficult. At the same time, this is proprietary stuff that I don't want to disclose online.

Power Query is a good suggestion. Actually, I do use it to export stuff from my current Excel sheets to additional spreadsheets/workbooks. It seems to work great.

I know that within the current framework, the programmers are doing a lot of calculations inside Excel also. I've discovered hidden sheets and stuff. The best would be if everything was calculated outside of Excel. Also, I'm sure the actual data-import could be faster.

Maybe my solution ain't that bad in the end and it can be improved with some small fixes. But I'm putting it out there in case anyone have any immediate advice or ideas.

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  #8 (permalink)
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For me
Tradestation -> data csv's-> excel data manipulation -> more csv's -> RStudio for data analysis.

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  #9 (permalink)
south africa
 
 
Posts: 170 since Dec 2018

I know excel and vba very well.

Pandas in python literally came about to handle market data and to not need to bother with excel and vba.

Once you get use to a jupyter notebook and pandas you would never be able to go back to excel for anything more than looking at a table.

I use a jupyter notebook for R too.

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  #10 (permalink)
Oslo + Norway
 
 
Posts: 173 since May 2016
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centaurer View Post
...never be able to go back to excel for anything more than looking at a table.

But you would have to use Excel for looking at a table...?

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