Ex-Quant here from large multinational broker dealer, currently living in Thailand working in yacht industry, looking into getting back into developing, coding, backtesting, and running profitable long/short pairs trading strategies that yield 8-12% APR with HFT strategies, Market Making strategies, and Long/Short basket trading based on quantitative analysis.
I have 5 strategies coded in VBA from my old research and notes breaking each step down, as well as details of the raw arithmetic involved to be coded as efficiently as possible.
I'm not a strong programmer because I used only this proprietary VBA 6.0 API with custom C++ backend and also PowerLanguage for MultiCharts, and dabbled in Deltix Labs C# modules.
Looking for pointers for basic code for calling price every print on an instrument, or one minute volume and close to calculate VWAP and MA.