This should certainly be interesting. Did anyone with a quant background here try the software yet? What are your thoughts? Do other similar software exist in market right now?
Excel has incorporated software from Frontline Systems, rebranded as "Solver", for many years. Most heavy Excel users use it every day. I couldn't dig through the marketing speak entirely, but this product appears to be a port of Solver to C# and not open source. Of limited interest to HN readers, I'd expect.
Thanks for the link. Been looking for something to learn and try trading algorithms in. We use a CPLEX solver library from IBM at work but it's not used for trading but for optimizing a different set of constraints. Interesting to see MS has a solution as well.