dmaevsky
What kind of tools are you currently using to manage the nightmare?
Exactly the example I was looking for! Mind if I re-implement all this on the Ellx platform (https://ellx.io)?
trying to carve a niche out of the orange territory on slide 12 as well
I have been in the industry for 20 years myself as a quant, mostly using Excel as a "glue" layer indeed, and I worked with the Python based "clone" you mentioned too.
For the last two years I have been working on a platform to fix exactly the pain points you are talking about.
Amazing how your post sounds almost like as if I wrote it myself before I started working on this project :)
Please, take a look at https://ellx.io I would be more than happy to discuss it in detail: dmitry + at + ellxoft.com
This was the major motivation for us to create
- a platform for visual reactive programming, working in your browser.
ObservableHQ was obviously an inspiration, but we concentrated on making it more production oriented: you can literally build a fully-fledged web application without leaving your browser, around solid reactive abstractions.
Some examples built with Ellx:
[1] https://ellx.io/matyunya/tensorflowjs-simple-demo
Spreadsheets are truly ubiquitous in the financial industry, and for 20 years I've been struggling with exactly the same issues mentioned in the article and in other comments here.
The problem is that neither Excel, nor most alternatives treat a spreadsheet as code that it essentially is. And being code, it needs to - be source control friendly - be testable - have business logic (formulas) decoupled from presentation
Only then one can seriously consider using a spreadsheet as part of any production grade system.
For the past couple of years I've been working on https://ellx.io - a platform for visual reactive programming and a new generation spreadsheet/notebook designed to solve exactly this pain point.
Here are some examples of what you can do with it:
[1] https://ellx.io/dmaevsky/monte-carlo