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Instructor

Shannon Bradshaw, Ph.D.
302 Hall of Sciences
973.408.3198
sbradsha at drew dot edu
http://users.drew.edu/sbradsha

Office Hours
 
MWF: 4:00pm - 5:00pm

Schedule, log, action items
Week 1
  • Review positions and activity files from Fairfield's broker.

  • Read the Extreme Programming Pocket Guide (80 pages)

  • Get familiar with Google Docs
Week 2
  • Steven: Devise a strategy for working together on VBA code.

  • Zack: 1) Check out SQL Server Express (Query Analyzer?); 2) Check out SQLyog

  • Paul: 1) Have a look at MorningStar Principia; 2) See if you can get QTrader to work.

  • Kevin and John: put together for the rest of the class an overview of the Excel P&L application that Tim constructed (and which Fairfield currently uses).

  • Shannon: Develop a draft data model for score keeping Fairfield positions.

Week 3
  • Review pricing data sample I sent via email

  • Kevin posted an overview of the Excel-based P&L application that Fairfield currently uses. Have a look.

  • Review the database schema I sent via email

Week 4
  • Add to Safari bookshelf: Integrating Excel and Access by Michael Schmalz

  • Add to Safari bookshelf: Writing Excel Macros with VBA, 2nd Edition by Steven Roman, Ph.D.

  • Add to Safari bookshelf: Access Database Design & Programming, 3rd Edition by Steven Roman, Ph.D.

  • We've had a change in the positions tables due to a better understanding of what needs to happen. It actually simplifies the problem of adding information to them somewhat. Please see the change document and schema on Google docs.

Week 5
  • Everyone: Please complete the VBA code you were assigned on Monday.
Week 6
  • I've aggregated everyone's code into a single workbook and updated the database to reflect needed changes identified during this last round of development. I'll email the Excel and Access files around.
Week 7
  • I've aggregated everyone's code into a single workbook and updated the database to reflect needed changes identified during this last round of development. I'll email the Excel and Access files around.

  • Congratulations! Fairfield was happy with the VBA application we built. They were so happy in fact that they want us to build it all over again. ?!?

  • As is commonly the case the customer has responded with..."Yes, you gave me what I ask for, but what I really want is something entirely different." They want to step outside the Excel box (yeah!) and build a real Windows app. We agreed that this would enable us to provide a more flexible user interface. Let's explore yet another new language...C#. I think this will best suite our needs given that it will allow us to more easily integrate with Excel if needed, and with Access and potentially SQLServer.
Week 8
Week 9
  • Work on your code assignments. We'll have updates and coding sessions throughout the week.
Week 10
  • DatabaseAPI is finished and pushed out to the svn repository. Everything we have so far is out there under CSharpLibrary.

  • Work on your code assignments. We'll have updates and coding sessions throughout the week.

  • See my comments/examples on various Visual Studio problem and solutions.
Week 11
  • Unit testing! Unit testing! Unit testing! Unit testing!

  • My wife gave birth to our son Graham on Tuesday night. We delivered him together at home (no one else made it in time). I'll tell you the story on Friday. I'm a little out of it for the next several days. I'm sorry, If I don't get back to you on some of your questions.
Week 12
  • Integration testing! Integration testing! Integration testing!

Week 13
  • Integration testing went well, but there are a number of fixes required. Please see the Google doc outlining changes required in the portions of the code over which you have ownership.

Week 14
  • Please send me an email response as to whether you have anything scheduled for Wednesday from 2:30-3:45 this week. I'm thinking about have a set of smaller meetings with each of your individually rather than our two MF meetings.

  • http://nymag.com/news/features/2007/hedgefunds/30341/

  • See bug fix document.

  • Need to roll as C# code the VBA code we have for grabbing position files from Credit Suisse and stuffing them into the database.
Week 15
  • Implement logging functionality

  • Take care of bugs
Week 16
  • I showed our application to Fairfield. They are happy. There is about one week's worth of code cleanup for me to do to finish off release 1.0 of the app. I'm happy to do it. You all did very well.

  • Fairfield would like to take everyone to lunch this week. It would be a good way to put a cap on the semester. Please let me know what days you would be able to do that.