C++ Programming for Financial Engineering

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.

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.

I found this course when first applying to Baruch's MFE Program. I had some coding experience, but not with C++, which was specifically required for admission into the program. For students who do not meet this requirement, Baruch recommends this QuantNet course, stating that its certificate would meet the C++ requirement. This, and later learning that it is relatively well known / respected course, I decided to take it.
As I was taking the course, I was pleased with most explanations on the topics, including a general idea, perhaps a tangible analogy, and then some utility and examples. I was also happy to see the lots of sample code provided to us so that we may experiment and play with already working code. I also appreciated the suggestions throughout regarding other texts / resources for more information on whatever topic in question.
In general, it was a very informative course, with easy-to-follow lectures and interesting, albeit occasionally difficult, quizzes and homework assignments.

I took the course as a prerequisite for applying to the Baruch MFE program. Throughout the course, I gained valuable new tools and can confidently attest to the program's high standards

The forum style course made it collaborative.
Video lectures felt dated.
Assignments were challenging yet helpful
Great course, super informative!

The course offers a lot of breadth and a fair amount of depth. I'm an economist who has fallen in love with coding all these years, and C++ has able been someone on my resume I lacked and I always wanted to learn. So now I know some C++ and maybe this will make the industry transition a bit easier for me.

Very good course especially for someone with no C experience. The large number of threads are very useful when working through the course. All together a great first step to financial engineering.

I have no previous C++ experience, and I need it for application purpose.

Found the course when browsing through the quantnet site. Great course to get the foot in the door of C++ programing and get a glimpse in how C++ program can be used in practice. Would hope there are more practices like the ones in level 9 with the application beyond options (fixed income, rates, and etc.) as well as follow up calls post final exam to walk through areas to improve upon.

The course overall was good, thus I will focus in what I would like to change below.

Reason to take the course: To have a basic grasp of C++ as I am mostly doing C# and Python these days..

I want to be a quantitative finance analyst in the future which is why I took this course

The course has a good reputation. I believe it has a very good content and exercises. However, I believe videos could be updated and that the course could adapt for Visual Studio Code and MacOS users (especially Project E Level 9).

I’ve enjoyed the course, the last levels were quite challenging, but provided a good introduction to the financial pricing component, rarely present in other courses.

I find the materials, homework and quiz given helpful, especially when I was reviewing the course for the final exam. I would say preparation for final exam contribute 50% to my understanding of knowledge taught in this course.
However, I do feel that watching the videos is not efficient for learning in my case. They are helpful, but can be improved.
Lastly, the level9 part was really hard for me. I don't think the materials explain enough to understand what's happening. Maybe more materials could be given. They don't have to be thorough, just explain the theory behind the codes as plain as possible, with necessary graphs etc. I spent about 3 weeks to understand PDE, lattice, etc., mainly relying on Internet.
Overall, I learnt a lot from this course. Above are just some suggestions that might make this course better.

The lecture videos provided a solid foundation, while the slides offered an effective summary. The teaching assistants were immensely helpful, and the discussion forums added to the engagement of the course. I enrolled primarily to learn C++. I'm currently considering pursuing a Master's, though I'm still deciding between Financial Engineering (FE) program and its equivalents, Applied Mathematics or Econometrics. I believe this course offered valuable insights from both an academic and a practical professional standpoint, which is extremely valuable.

Comprehensive material, sharp learning curve

My teacher recommend it to me, because HFT requires c++ experiences.

Hands on practice with C++. Solidified my understanding of OOP and generic programming. Will continue to improve my programming skills from here.

I took the course because I had heard it would give a good foundation for programming skills.

I found the material to be good, while also requiring quite a lot of personal supplementation (which is fine).

Thank you for providing this amazing course. I had no experience in C++ at all, but now I can read and write in C++, albeit rudimentary yet. What I liked the most about the course is that there are well-designed exercises for each level. I learned a lot doing exercises on my own, and even enjoyed them. Feedbacks of Avi(APalley) were brilliant. The comments were precise, professional, and meticulous. Forums were also very helpful and encouraging. The grading policy is well-designed that it provokes desire to get discreet certificate and extra points.