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The objective of this paper is to develop a standardized methodology forsoftware development in the very unique industry and culture of financialmarkets. The prototyping process we present allows the development team todeliver for review and comment intermediate-level models based upon clearlydefined customer requirements. This spreadsheet development methodology ispresented within a larger business context, that of trading system development,the subject of an upcoming book by the authors of this paper.

A Software Development Methodology for Research and Prototyping in Financial Markets