VBA advice Intern

Chrisbougias's picture
Rank: Monkey | banana points 42

Hi all,

I am currently doing my MSc in Financial Mathematics at LSE and yesterday started a 1-month part-time internship in Quantifi (risk, analytics, and trading solution provider), at London office. The tasks I have to complete throughout my internship are mostly based on VBA programming and Excel in general. My concern is that I have never written a single line of a VBA code (I am totally a newbie on it). In general, I know little things about programming (I am currently learning C++ as part of my master's degree, but I am quite novice).

  • What would you suggest me to do now? Is there any fast as well as effective way to learn VBA and deliver at least some tasks, considering the time constraints (it is a 1-month part-time internship which means I will go 8 full days in total)?
  • Also, I am wondering if VBA is essential for someone who wants to become a quant to learn it. I know that programming languages like Pyhton, C++ and Java are must for a quant career, but haven't heard of extensively using VBA.

PS: I never told the recruiters I know VBA programming!

Thank you in advance for your contribution!

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Comments (2)

Feb 10, 2019

VBA is very easy to learn...just pickup VBA for dummies to start off. and do a few simple example exercises to learn

example 1 - given a column of data (say, 100 items), write VBA code to loop over the column of data and pickout items that fit some criteria, and then make a new column with just that data in another worksheet.

(this will teach you how to use variables, loops, if/else/then statements and that is the bulk of programming).

VBA is powerful, because it has access to the Excel object and all the features of excel (which can be convenient), but programatically. The downside to VBA is that compared to other languages (like C++ or Python) it executes very slow (measured in milliseconds, not nano seconds). This is not an issue for small projects where 1000 iterations takes 1000 milliseconds = 1 second...but if you have a loop doing millions of iterations to solve a problem, then that time lag starts to show. Also, Excel itself has memory leaks that appear randomly (not often, but often enough to cause problems every now and then), which can be annoying and hard to track down.

just google it...you're welcome

    • 1
Feb 13, 2019