Writing
Notes from building and running production-grade Excel trading infrastructure on the Interactive Brokers TWS API — including The Hardening Journey, a series on the problems that took half a year and seventeen thousand lines of C# to solve properly.
Beyond Market Data
Building a production Excel trading dashboard on the IBKR TWS API — and why the part that looks easy isn't. IBKR's RTD sample leaves the callbacks for accounts, positions, and orders as empty stubs; filling them in is a cliff. The setup for the series, and the one rule it turns on: fail loud.
Why Excel
The case for the spreadsheet as production trading infrastructure. The 2005 objections are gone; the bottleneck moved from "can the grid hold the data" to "can you keep it correct under load" — and that is where the real engineering lives.