C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,381 reviews

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Learning to Apply C++ Directly to Finance
I previously learned C++ in my university courses, but I had no idea how to apply it in the financial field. Baruch’s "C++ for Financial Engineering" course taught me how to integrate C++ with finance.
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A Great First Step Into Quant Finance with C++
I wished to take my first step into the world of quant, searched online for a good beginner's course and ended up with this one. It's been a fruitful journey and it really helps you get an idea about what exactly is going on when we talk about financial engineering.
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Well-Structured C++ Course with Engaging Peer Learning
Reviewed by Verified Member
I stumbled upon the course through Baruch's MFE program prerequisites, but chose to follow through with it after seeing great positive sentiment online. I found the structure of the course to be great, with the idea of learning through previous students' threads to be a lucrative aspect of it. It engaged discussion and allowed me to see peoples' though processes unfold.
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Sharpening C++ Skills for Quant Finance
I found the course through my father who recommended it to me. I decided to take it to brush up on my C++ skill and apply it to finance. I found it interesting and it helped push my C++ and quantitative finance skills further.
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Solid C++ Foundation with Practical Projects to Prepare for Baruch MFE
Since 2024, I've been taking Pre-MFE courses to prepare for application to the Baruch MFE program, which is how I was initially introduced to the Quantnet website. In an information session with Professor Dan, I found out that having a solid foundation in C++ was considered an equal prerequisite to the program as calculus/probability/linear algebra - shortly after finishing my ODE/PDE seminar with Dan, I signed up for this course.

I thought the course was an excellent introduction to the fundamentals of C++. The weekly homeworks and quizzes were a great way to reinforce concepts. Avi was an excellent TA and generous with feedback - my coding habits have definitely improved thanks to his suggestions. I especially enjoyed the Level 9 project, in which I had to exercise my own judgement to come up with a robust and flexible OOP structure and decide which concepts and libraries would be useful.

Some minor gripes:
1. The Quantnet UI is difficult to traverse. It was difficult in the beginning to find the lecture materials and navigate the website.
2. I didn't find the lecture videos all that intuitive. I relied on Claude heavily to explain concepts in a way that made sense. I think the slides and content could be presented in a more organized fashion.

My biggest takeaway from this course is a solid understanding of the major concepts of C++ programming. Improving my coding ability is an ongoing process, but the concepts in this course are instrumental in helping me know where to begin, how to proceed, and where I might be going wrong.
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Best C++ course for MFE programs
I would like to apply for MFE programs in the future, which appears to be quite demanding on programming and data structure knowledge. As recommended by my professor, I searched this course and found it an effective way to learn C++.
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Fill the Gaps in Programming Fundamentals with Practical C++ Training
The course was an excellent learning experience and significantly improved my programming abilities. As I progressed through each level, I noticed that I was steadily learning new concepts and improving my coding abilities. I believe this course gave me the foundational skills that I can apply for the future. The course strengthened my understanding of object oriented and generic programming principles and code organization. While I had previous experience with Python, MATLAB, VBA, and R, this course filled the gaps in my understanding of core programming concepts such as how to turn an abstract concept into an actual program. I wanted to take this course to learn C++ but also to deepen my general comprehension of programming fundamentals that I can apply universally. Overall, this course fulfilled my missing gaps and I was glad to take the course.
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Well-Designed C++ Course to Boost Skills and Strengthen MFE Applications
Reviewed by Verified Member
My experience with this course was excellent, very well designed. I feel there is just the correct amount of homework required to get a good grasp of the material. I found the course through personal research within financial engineering careers, and saw many successful individuals have taken this course. After doing further research, I found C++ knowledge is required to apply to Baruch's Financial Engineering program and many others, so I decided to take their course. I figured this was necessary to complete to add value to my resume and technical abilities for education and careers.
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CMU MSCF recommended this course. Build a Strong C++ Foundation for HFT
I enrolled in the QuantNet C++ course to strengthen my programming foundation, specifically for quantitative finance. I chose this course because of its strong reputation among professionals and its focus on practical applications in finance. I know Python is the most widely used tool in today's financial market; however, C++ keeps its competitive property due to its time efficiency. Thus, the high-frequency trading task still requires C++ to process. This class successfully helps me build the foundation of C++.
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Practical C++ Training to Build a Strong Foundation for MFE Success
I took this course as part of my preparation for applying to a Master’s in Financial Engineering (MFE). I understand that strong programming skills—especially in C++—are essential for success in that field, so I wanted to build a solid foundation before starting the program. I found the course both practical and insightful, particularly in how it applied programming concepts to finance-related problems.
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Essential C++ Prep Course for Aspiring MFE Applicants
I found the course on Baruch College's website - I was interested in applying for the MFE program but I realised I lacked some prerequisites, having never taken an undergraduate course in C++. So I chose to take this course to make up for that lack of experience.
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Challenging and Useful C++ Course for Career Advancement in Finance
I am currently working in a small fund and found the resource to improve my career. I am also considering going for school again for a second masters.
This course was challenging but useful. I am unable to comment on helpfulness in my job as I do not have the opportunity to do so yet.
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Challenging C++ Course That Builds a Strong Programming Foundation for MFE Prep
As someone without a proper programming education (took business as bachelors), the course proved to be very challenging. But it was through the constant struggle and many hours of practice, I feel that it elevated my understanding in programming as a whole, not just in C++. I took the course to prepare myself for MFE, and I am glad to say that it built a good foundation for me. I recommend the course for those who are serious about understanding the fundamentals of C++.
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Strong C++ Foundation for Pre-MFE Students, with a Challenging Final Project
I think this course provides a good foundation for C++ language. The final project is a little bit challenging. I believe I have spent an extensive amount of hours finishing it. Overall, I enjoy taking the course.
I took it because it is one of the Pre-MFE courses offered by Baruch College and I do not have any C experience before.
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CMU MSCF recommended! Comprehensive C++ Course That Prepares You for Quant Finance Applications
I had a great experience taking this course. I came with a background of having taken two C++ introduction courses in college, and took this course to fulfill the requirements for the CMU MSCF program as well as to learn more about the applications of C++ in the field of quantitative finance. I think it was very rewarding -- it was a good refreshment of C++ basics for me, I learned more advanced techniques in C++, and I found the Level 9 Applications Module especially interesting and useful as it's my first time learning to write financial engineering programs in C++. Also, I'm very thankful for the TAs' help and feedback throughout the course. It was a very Great experience overall, though sometimes it took time to think carefully and look through the forum to figure out a great answer and it was a little hard to navigate stuff in the beginning. I would definitely recommend the course to those who want to pursue a career in quant finance as well.
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C++ Course That Bridges Knowledge Gaps for Aspiring Quant Developers
I learned a lot about C++. Although I am a software engineer team lead in a finance company, I find it fills a lot of knowledge gaps I didn’t know I have. I wanted to transition to quant dev/algo trading dev, and in preparing for that I searched and found this course.
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Intensive C++ Course That Ignites a Passion for Coding in Finance
I found this course because of the suggestion of a colleagues of mine. This course is intense, challenging and in a short time give you a very wide amount of tools in C++. To me, without previous experience in C++ , it was a journey in a new coding style , and it ignited in me the will to go on an improve in this field.
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Fast-Track C++ Learning to Excel in Quantitative Finance Software
It was a nice experience taking the course especially the assignments helped me understand the course in depth. Having worked very less with c++ before, I am able to understand c++ very fast through this course. Currently in our company Opensource Risk Engine (ORE) software is used for derivatives pricing and risk management and its written in c++. To understand the source code of the software in depth and extend it, I am taking this course. I have the course online and found its description interesting as well as access to the forum. My department head also knows Prof. Daniel Duffy and encouraged to take this course.
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C++ Course That Strengthened My Coding Skills for Top MFE Applications
It is a great course! I have learnt a lot from it. When I applied for my MFE degree, I searched for information on the QuantNet forum, and I noticed that this course is helpful in some top MFE program applications, such as Baruch MFE and CMU MSCF. Learning C++ enhanced my coding skills, especially my understanding of OOP. It is a great journey and thanks for everything.
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High-Quality C++ Course with Quick Feedback and Strong Foundation
My TA, APalley, was excellent. His feedback on the HW assignments were instrumental to my learning. Throughout the course, the grading was fair and prompt (often 24 hours or less). The rapid feedback helped me to complete the course in only 6 weeks, which allowed me to take a second course over the summer.

Overall, I was impressed by the high quality of the course materials and number of topics covered. I cannot recommend this course enough for those looking to build a strong foundation in C++.
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