[Weekend Drop] Trading derivatives with VBA and Finance - swyx on the Keycuts podcast

<p>Listen to Keycuts: https://www.thekeycuts.com/dear-analyst-50-walking-through-a-vba-script-for-trading-billions-of-dollars-worth-of-derivatives-with-shawn-wang/</p><p>This little podcast/newsletter started as a little experiment last year. I never thought I would make it to episode number 50, but here we are! Thank you to the few of you out there who listen/read my ramblings about spreadsheets.</p><p>I decided to give you all a break and invite my first guest to the podcast: Shawn Wang (aka <a href="https://twitter.com/swyx"><strong>@swyx</strong></a>). Shawn currently works in developer experience at AWS, but has a really diverse background (check out <a href="https://www.swyx.io/"><strong>his site</strong></a> to learn more). I’ve mentioned Shawn in previous episodes (<a href="https://www.thekeycuts.com/dear-analyst-50-walking-through-a-vba-script-for-trading-billions-of-dollars-worth-of-derivatives-with-shawn-wang/#25"><strong>25</strong></a> and <a href="https://www.thekeycuts.com/dear-analyst-49-dcf-spreadsheet-error-leads-to-400m-difference-in-tesla-acquisition/"><strong>49</strong></a>) and was honored he agreed to be the first guest on Dear Analyst. We dig into a variety of topics including negotiating your salary, Javascript frameworks, creating, and whatever else tickled my fancy.</p><p>Becoming a Jedi</p><p>I was particularly interested in a 4,000-line Excel VBA script he wrote while working as a trader in a previous job. You can learn a lot about someone from looking at their code, and that’s exactly what we did during this episode. Shawn was kind enough to share <a href="https://gist.github.com/sw-yx/03e267bc246449648c721850166adec7"><strong>a VBA script</strong></a> he built back in 2012 for his team to price billions dollars worth of derivatives. I honestly don’t understand 90% of this script, but Shawn walked through a lot of the derivative concepts he had to translate into this VBA script. You can see some of his thoughts about this script in the Tweet thread below:</p><p>https://twit