Quants
Is the plural for Quantitative Analyst. Usually an expert at Math or Physics who uses these tools to create trading models. We've helped a number of quants turn their Excel prototypes to production systems that process data and run on an user's machine.
While working at Instinet, on a VWAP Slicer trading model we interfaced Excel with Reuters to collect bid/ask spreads of a list of stocks using Reuters DDE. In addition collected, scrubbed and stored Tick data from NYSE TAQ CDs to a database to assist with the modeling of the VWAP strategy. |
