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Always expect the unexpected

well, PDE in finance is fine. But can you write a PDE solver for Maxwell's electromagnetic equations w/o physics? eh!! that's high-school level, unfortunately. In my day, maths students learned Fortran, C etc. by osmosis during 4-year degree program. Just make time and prune other...

I wasn't fishing for compliments, but stating what my experience was, for good or bad. I have been told that QN C++ is miles ahead of any CS course. So, maths + physics + C++ and good to go.

Most math and physics programs, especially as a double major, don’t have the time for Student’s to take foundational programming classes That's the fault of your university, not of physics. They don't take the time and/or they are not interested. Same old story of the last 60 years. Believe me...

Depends on the context. PDE,SDE models are all based on physics + intuition. just think Fokker-Planck. Markov chains etc. For me, CS education on its own is a bit soft IMO. It doesn't teach maths or domain stuff. I learned it on the job.

You can learn CS on the job. And it's relatively easy. Physics is of fundamental importance.

An Explicit Implied Volatility Formula International Journal of Theoretical and Applied Finance, Vol. 20, no. 7, 2017 Dan Stefanica Baruch College, City University of New York Rados Radoicic CUNY Baruch College // DS_RR.cpp // /* An Explicit Implied Volatility Formula International Journal...

Python meets Excel https://techcommunity.microsoft.com/t5/excel-blog/announcing-python-in-excel-combining-the-power-of-python-and-the/ba-p/3893439

"For whom is the Course and what are the Prerequisites? This course is suitable for professionals in industry and finance as well as for advanced undergraduate and MSc/MFE students. The prerequisite knowledge is calculus to the level in the book by D.V. Widder 1989 Advanced Calculus Dover, for...

The posts on PVC piping are quite useful.

I recall my ODE/PDE course for MFE.

My approach for MFE is students do parts A,B,F and G + exercises and then they get certificate, personally signed by yours truly :cool: I help students with the exercises. TBD, I have not see an ODE/PDE course like mine + applications to finance (unique feature). And in my 10 books. I've being...

ODE and PDE are so essential in all walks of life. It means you are missing out https://en.wikipedia.org/wiki/List_of_partial_differential_equation_topics

UCB has PDE as prerequisite, for example.

To really understand PDE, decent groundwork in ODE is essential. And my ODE/PDE online also does PDEs in finance, which is unique in PDE land.

some relevant maths https://www.datasim.nl/onlinecourses https://www.datasim.nl/testimonials

Monte :)

The physics of the lawn game Croquet. And it's modelled by an ordinary differential equation (ODE). Of course.

You might be getting the run of yourself.

1. Object-based := OOP minus the inheritance (which is an optimisation). 2. Procedural (aka modular).

I have heard good thing about Scala. Haven't looked into it. For what I do, 70% is OOP and ~20 functional. FP is not an objective in itself.

https://www.datasim.nl/onlinecourses https://www.datasim.nl/testimonials My ode/pde courses. And QN C++ and Advanced C+ + are a kind of gold standard.

Would it be feasible to land a job as a quant researcher with a Ph.D. in CFD? Not at all. I qualify: it is a great skill but not useful for finance, e.g. FEM is hardly even known, let alone used. MechEng doesn't have (enough) relevant maths; it has maths methods kind of stuff minus (deep)...

Betrand Meyer's views https://cacm.acm.org/blogs/blog-cacm/273577-ai-does-not-help-programmers/fulltext AI in its modern form, however, does not generate correct programs: it generates programs inferred from many earlier programs it has seen. These programs look correct but have no guarantee...

I have subsumed the GOF pattern in C++20, making them more robust and future-proof. In our new book. // TestFactories.cpp // // Factory patterns in C++20 Concepts // // (C) Datasim Education BV 2023 // #include <iostream> template <typename Factory> concept ICreate = requires (Factory& f)...

A good way to learn patterns and reduce learning curve is to do first do Visitor in Python and then port to C++. Modern Multiparadigm Software Architectures and Design Patterns with Examples and Applications in C++, C# and Python Volume I Datasim Press (planned publication date December 2023)...

Student exercise: port above C# code to C++ (of course, we don't spoon feed: real QN programmers do it themselves in C++) @APalley

// ConsoleVisitor.cs // // Shape visitor that sends the shapes to the console output. // // (C) Datasim Education BV 2001-2002 using System; public class ConsoleVisitor: ShapeVisitor { // Default Constructor. public ConsoleVisitor(): base() { } // Copy constructor...

// ShapeVisitor.cs // // Abstract base class for shape visitors. // The visitor can be used to extend the functionality of // the shape hierarchy such as output drivers, transformation drivers, etc. // Can be used in combination with Composites. // // (C) Datasim Education BV 2001-2002 public...

More non s/w examples https://www.researchgate.net/publication/234819209_Non-software_examples_of_software_design_patterns/link/00b4953680c9c1c689000000/download Good luck with the interview.

Also a form in C++17 https://en.cppreference.com/w/cpp/utility/variant/visit

Yes, in fact we do all the patterns in that course! Wouldn't be surprised if interviewer had seen my previous books and articles :cool: and ze new one.. Visitor is like an outsourced member function...

Visitor is super. I invented indepedently in 1992 (!) and built a complete CAD package around it. Separation of Concerns. (originally called multiple polymorphism, invented by Dan Ingalls). In my many books and courses. A visitor pattern is a software design pattern and separates the algorithm...

By looking at these programs and their courses, which one would you advise a Dutchman to take? You may also keep international reputation etc. in mind. Confusing. What is your ultimate goal? I never hear the term MFE used in NL, at least not in the usual sense.

According to the ads on BNR radio, Erasmus is the best in Benelux. It does look like a nice course at face value. Tilburg is econometrics. Amsterdam is the most quantitativs of the three and is closest to the Zuid As. Maybe Utrecht might be worth investigating. I would look into testimonials...

Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24) 2nd Edition https://www.amazon.com/Numerical-Stochastic-Continuous-Modelling-Probability/dp/0387951393

20% gives 80% effectiveness in real-life applications. In judo there are 100s of throws + combinations. Most judokas only do [1,5] in competitions.

Again, get Glasserman >> all others https://www.amazon.com/Financial-Engineering-Stochastic-Modelling-Probability/dp/0387004513 and Kloeden/Platen...

The best way to learn is to document your code as you write .. then you can recall it any time in the future. This is the way I do it, e.g. // TestExp5.cpp // // dx/dt = - grad(U(x)) , grad == gradient // Transform f(x) = 0 to a least-squares problem, U = f*f // // Tip iceberg: minimise a...

Since I've decided to major in Stats and minor in Math, A bit lobsided choice? Stats is easy if you know maths IMO. It can easily be learned even after a maths degree.

“Wax on, wax off. Wax on, wax off.”

''' // TestMC101.py // // Prototype Monte Carlo option pricing in Python // // (C) Datasim Education BV 2008-2023 // This code can be used as a baseline for extensions in C++ and C#, for example. More generally, other possible use cases are: U1: Learning a language feature in Python as a...

Afaik Econ is application of maths and not hard core maths. The point about doing a maths degree is that it teaches analytical thinking that you can apply to any problem. Other disciplines apply maths on a recipe-by-recipe basis (more or less). Econ is 80% Linear Algebra with some calculus...

It's not exactly rocket science, what?

You've got your whole life ahead of you .. you'll be fine!

:coffee:

I started 4 year maths degree with 50 other sudents in Trinity College Dublin. 6 of us surived the Special Maths degree course. "No pain, no gain"

Most unis don't do C++, let alone adv C++. I am open to correction. CS depts. seem to hate C++. https://quantnet.com/advancedcpp/

Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24) 2nd Edition https://www.amazon.com/Numerical-Stochastic-Continuous-Modelling-Probability/dp/0387951393

You guys are lucky; it took me 33 years to learn C++.:ninja:

5

Maths is best. Also OK I speak Spanish to God, Italian to women, French to men, and German to my horse. Charles V

On the surface, it seems odd to assume that a model designed to make accurate predictions about words and sentences without actually understanding their meanings can understand expected gain. But there is an enormous body of research showing that language and cognition are intertwined. An...

https://science.ku.dk/english/press/news/2023/chatgpt-promotes-american-norms-and-values/#:~:text=According%20to%20Daniel%20Hershcovich%2C%20the,Though%20perhaps%20unintentionally.

Brownian motion, jump, mean reversion ? :cool:

Good heavens! For more than forty years I have been speaking math without knowing.

Programming = coding + discipline + reusable patterns + defined process.

60 years combined software programming experience. If that rocks your boat.

I don't have a phone. And I have a room full of books and a photographic memory. $20 .. no way o_O Still prone to mistakes and sounding authoritarian while giving false info, i rest my case.

I'll take youir word for it. Wait until it becomes mainstream...

does it matter? the apple does not fall far from the tree.

Me: What does "Walking on the beaches lookin' at the peaches" mean? ChatGBT: It is not clear what "Walking on the beaches lookin' at the peaches" means, as it is a nonsensical phrase. It could potentially refer to a person walking on a beach and looking at peach trees or peach fruit, but...

He Spent $140 Billion on AI With Little to Show. Now He Is Trying Again. Billionaire Masayoshi Son said he would make SoftBank ‘the investment company for the AI revolution,’ but he missed out on the most recent frenzy...

http://www.diva-portal.org/smash/get/diva2:944063/FULLTEXT02

book on pthreads https://www.oreilly.com/library/view/pthreads-programming/9781449364724/ch01.html

static int random_int(int const min, int const max) { return min + rand() / (RAND_MAX / (max - min + 1) + 1); } The C Standard rand() function makes no guarantees as to the quality of the random sequence produced. The numbers generated by some implementations of rand() have a comparatively...

Had a quick look at this C library 1. You use rand(), what's the rationale? 2. pthreads library is good but from the 90s. C++11, TBB, PPL have all this functionality. To be brutally honest, what's the compelling reason for using x9?

No SDEs in this ODE/PDE course. But see my book on Monte Carlo with Joerg KIenitz.

My pure maths course is not too big on probability as it is usually known. However, I do quite a bit of Measure and Lebesgue integration.

https://www.datasim.nl/onlinecourses Matlab and R OK C++ and Python better.

Welcome all

I'll fly to NY and hand it to you in person :ninja:

Modern Multiparadigm Software Architectures and Design Patterns with Examples and Applications in C++, C# and Python Volume I Datasim Press (planned publication date December 2023) Daniel J. Duffy dduffy@datasim.nl and Harold Kasperink harold.kasperink@enjoytocode.com Summary The main...

Probably the former. Quantum is not there yet.

Good point. Maybe AI defies the laws of gravity. My claim indeed is that this new algorithm to be better explained. Traditionally, superoptimizing is performed via exhaustive brute-force search in the space of valid instruction sequences. This is a costly method, and thus impractical for...

The current reusability levels in software products are too low for ChatGPT to use. There is not much codified knowledge in software at the moment.

https://www.cnbc.com/2023/06/07/citadels-ken-griffin-says-the-ai-community-is-making-a-mistake-by-creating-so-much-hype.html “I do think the AI community is making a terrible mistake by being full of hype on the near-term implications of generative AI,” Griffin said Tuesday during an event for...

Where's the meat? i.e. details of how the algorithms work? How can I check it is correct? It is a survey article, like many AI articles. And no references to the CS giants, like Donald Knuth, Tony Hoare et al. Too much gravy and hype for my taste, unfortunately..

Have these numbers been independently verified?

Was it generated by ChatGPT? An article with > 50 authors doesn't feel right. Sorting is old hat; can we have something more exciting por favor?

Portraits for code, No C++ templates, thus?

Here is a nice example of a student project based on the current material.

In pdf form

Online ODE PDE Course Ordinary and Partial Differential Equations with Applications to Computational Finance Dr. Daniel J. Duffy (Datasim Education BV) dduffy@datasim.nl May 2023 Ordinary and partial differential equations (ODE/PDE) have major applications in many areas of science...

A good test: solve an optimisation by hand, i.e. without a computer, e.g. graphically or high-school algebra. Low-dimensional problems.

It's not self-aware.

OpenAI, the company behind ChatGPT, does offer a service that tries to detect when the AI chatbot has been used, but that detector reportedly has just a 20% accuracy rate.

A of Machine Learning, calibration etc. demands a good knowledge of optimisation. Nothing takes place in the world whose meaning is not that of some maximum or minimum. - Leonhard Euler

I sometimes go directly to a library as a way to learn a new topic. It breaks the ice as it were. Goofing around throws up unexpected results, which can be good.

And havinng understand it all, then Python libraries give implementations.

Developers have a dismal reputations for documenting their code. Most poeple are not interested in reading someone else's code. There should a story Fin model -> math model -> numerical model -> C++/Python -> Conclusions Make sure you understand it A-Z. At least, if you want to win friends and...

This is not bad https://www.amazon.com/Numerical-Optimization-Operations-Financial-Engineering/dp/0387303030/ and this has LOTS of examples https://www.amazon.com/Schaums-Outline-Operations-Research-Richard/dp/0070080208/

I also like “It is better to solve one problem five different ways, than to solve five problems one way.” ― George Pólya “The heart of mathematics consists of concrete examples and concrete problems. Big general theories are usually afterthoughts based on small but profound insights; the...

By 'analysis' you probably mean 'real and complex analysis' and even maybe numerical analysis. If yes, then they are fundamental. Some topics that I think are important: https://www.datasim.nl/application/files/1315/5947/7165/DL_Pure_Mathematics_Foundations.pdf esp A-D (on the critical path...

You are doing somethig wrong . location? . version? https://learn.microsoft.com/en-us/deployoffice/endofsupport/microsoft-365-services-connectivity

My environment: Visual Studio 2017 + Excel Office 365 For starters, I recommend VS 2019. And always possible that MS has changed the interfaces... maybe possibly.

Indeed. Excel is a Microsoft product and the driver interface is based on COM. This is a known feature. Only Visual Studio

Well, OOP and inheritance is an optimisation step ... it is neither necessary not sufficient for successful software. A more maintainable solution is Composition (for structure) and FP for behaviour. OOP in Python seems to be an add on? (abc module) and is not a good implementation ... probably...

In my experience 90% of OOP in Python is a load of (unmaintainable) junk. I can give at least 10 reasons. On the other hand, Python OOP is a nice medium when you want to learn how design patterns work. Having done that, you can port/rewrite the patterns in C++.

Of course, Python doesn't engender good programming practices. Eventually, it becomes unmaintainable which may or may not be serious. But for POC and throwaway prototypes it is a good scripting language.

What do you do for performance?

And Italy.

Europe has 500 years of mathematical genealogy. https://genealogy.math.ndsu.nodak.edu/

My guess C++/C Python Java VBA/Excel??

I recommend ODE/PDE before the next courses https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations Then moving to FDM is more seamless. For ODE/PDE, some knowledge of Python and/or C++ does no harm.

That's a big list! I don't know what your precise background is, but I recommmend 1. Quantnet C++ (16 weeks) 2. My ODE/PDE course (3-4 months) https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations for starters.

This discussion is going nowhere. Again, the terms and conditions are in the book's preface. No one is forcing your to buy a a book from a publisher you don't like. Your are stating to repeat yourself. see my post of 4/23/23 where I explained it all to you.

OR tends to discrete maths. Finite-dimensional space. Many problems start life in infinite-dimensional space.

What are your dislikes, precisely? Or just a feeling? Wiley is one of the best publishers around in my opinion.. I published > 10 books with them.

The kids have to eat. It doesn't grow on trees. I'm not Mother Theresa. Seriously, if you want C++ code, I provide it for purchasers of my 2018 C++ book. My 2022 is maths/numerics and not a C++ book. The book does not state that I supply code. The terms and conditions are in the Preface, page xix.

I remember this discussion a while back? Eindhoven is a high-tech semiconductor hub.

Applied maths embraces many topics which may or may not be useful. Are you eyeing a specific (techniical) university in NL?

I suppose he'll do QN C++ soon?

My son took to drumming! // My parents wanted me to become a lion tamer.

If you check out my Linkedin profile you find a large number of MSc theses in computational finance that I supervised.

For example, projects related my continuing work Online Courses :: Datasim The book Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach, March 2022. Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach

What's he going to do later?

There isn't any more mature, stamina, thorough and professional C++ course than QN C++.

Gradient Descent Method in continuous space By solving an ODE // TestExp5.cpp // // dx/dt = - grad(U(x)) , grad == gradient // Transform f(x) = 0 to a least-squares problem, U = f*f // // Tip iceberg: minimise a function using an ODE solver for a gradient system. // // compute z = exp(5); f(z)...

https://www.linkedin.com/feed/update/urn:li:activity:7060876456251330560/?commentUrn=urn%3Ali%3Acomment%3A(activity%3A7060876456251330560%2C7060927699891970048)&dashCommentUrn=urn%3Ali%3Afsd_comment%3A(7060927699891970048%2Curn%3Ali%3Aactivity%3A7060876456251330560)#?lipi=urn%3Ali%3Apage%3Ad_flag...

SQL is not a programming languade as such. It is 'used' by programming languages. BTW C++ has Poco and Boost MySQL. https://www.boost.org/doc/libs/1_82_0/libs/mysql/doc/html/index.html And SQLite https://www.sqlite.org/cintro.html https://en.wikipedia.org/wiki/POCO_C%2B%2B_Libraries

Rough Heston model https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020

IMO Roelof's thesis was the best.

2 factor PDE

https://onlinelibrary.wiley.com/doi/pdf/10.1002/wilm.10366 https://wiredspace.wits.ac.za/server/api/core/bitstreams/7d764823-bc56-41ef-86b6-bf8b81903159/content

If you are not afraid of (very) hard maths, check this out. https://www.amazon.com/Option-Valuation-under-Stochastic-Volatility/dp/096763721X#customerReviews

you're welcome. I remember 121 analysis course in the Museum Building on Monday mornings 9 am. Hard going :) Good luck!

I'm a bit sceptical about ML ... lots of hype and for me its advantages are not clear. One thing for sure: I am not happy with ML's mathematical foundations. https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020

My 2 cents C++ seems to be popular in this area, especially for trading systems. Many Quantnet C++ (caveat: I am the originator) students are traders. Knowing numerical maths is always good. Especially algorithmic mindset. And Python is also great. https://quantnet.com/courses/ In any case...

#9 don't get scalped.

Like a breath of fresh air https://www.microsoft.com/en-us/research/video/the-programming-language-wars/

** The Programming Language Warriors, wise words to .. (Listen and Learn) https://lnkd.in/egrzQ297 Modern society is built on software platforms that encompass a great deal of our lives. While this is well known, software is invented by people and this comes at considerable cost. Notably...

https://www.technologyreview.com/2023/04/25/1072177/a-cambridge-analytica-style-scandal-for-ai-is-coming/ What Americans need to understand about the EU’s data protection philosophy: “The European approach is connected with the purpose for which you use the data. So when you change the purpose...

C# and C++ are similar in many (but also different). C# generics are useful when you get to C++ templates.

Civilisation is doomed.

There are many programming languages that can be used for differential equations in finance, including Julia1, Python, and MATLAB2. There are many types of differential equations used in finance, including ordinary differential equations (ODEs) and partial differential equations (PDEs). ODEs...

How's it going now?

One more thing ... the publisher has stopped with CDs and code on their site (w/o informing me).

I decided not to in that book. (and a common problem is hacking of my work, so no way José), ON THE OTHER hand, purchasers of my books who request code will receive it. Exercises are in my 2018 C++ book and most of the code is there are well. So, with that code and some grafting it is very...

And C++ is the standard in games industry.

This approach is a bit outdated TBH ... the functional language Haskell can do it in its sleep and has been an influence on C++20.

What about writing some ML stuff in C++20. No one writes home-grown matrices any more. get my programming skills to a green-belt/blue-belt level. In judo, you do stuff at that level. No free lunch. 1st, check how sensei does it...

No, I mean 1. My feeling is your C++ depth is not sufficient. 2. All this stuff has already been done. 3. It's reinvention of the wheel.

https://futurism.com/the-byte/chatgpt-ai-water-consumption

Why, oh why?

PDEs are mentioned a few times ... Fourier series and stuff like that are not on the critical path. Edu courses in general are lacking what is needed in industry. Before PDE, learn ODE theory + NUMERICS is a must. I can't emphasise enough...

I wonder if we could trains ChatGPT's LTM to get it to direct all quant queries to QUANTNET.

Random remark.. If ChatGPT is the answer, what is the question?

https://blog.invgate.com/chatgpt-statistics 25. Despite its large size and high accuracy, ChatGPT still makes mistakes and can generate biased or inaccurate responses, particularly when the model has not been fine-tuned on specific domains or tasks. 38. The GPT-3 AI model reportedly cost...

yeah, reliable sources are important Caveat emptor In artificial intelligence (AI), a hallucination or artificial hallucination (also occasionally called delusion[1]) is a confident response by an AI that does not seem to be justified by its training data.[2] For example, a hallucinating chatbot...

It is not always accurate though. For some of the answers that sound suspicious, I always ask follow-up questions to force them to answer. For example, I asked it what is the advantage of union vs. variant, and why we use static_visitor vs. just function overloading. While the answer did turn...

Bjarne Stroustrup on C++ Concepts My (DJD) 2 cents This is a new idea for most C++ developers. It represents a shift in thinking from the traditional OOP subtype polymorphism mindset/way of life. It is essentially functional programming and I have subsumed Concepts into my own applications...

It is good for getting original brainwaves as well as "hey ChatGPT how does garbage collection in Rust work?"?

Junior just arrived back from Napoli today; he saw no pineapple pizza but he did try _deep_fried_pizza_ And pictures of patron saint _everywhere_ Sanctus Diego Maradona.

ChatGPT banned in bell' Italia. https://www.bbc.com/news/technology-65139406

Do Not Fold, Staple, Spindle or Mutilate

Many of the authors in that list have unfortunately passed, retired, playing gauf or spending more time with the grandchildren. My own books -> https://www.amazon.com/Books-Daniel-J-Duffy/s?rh=n%3A283155%2Cp_27%3ADaniel+J.+Duffy

Have you been reading my (@Cuchulainn) posts, Quasar? :) https://forum.wilmott.com/viewtopic.php?f=34&t=102822 This thesis => compute gamma as a PDE https://www.datasim.nl/application/files/5915/7045/5027/Matt_Robinson_Thesis_.pdf

Don't tell me; the punch card fell on the floor?

Once I saw a sealed silver box around 1992 containing COBOL source code for a swap system. It cost 1 million dollars. Very impressive.

In fairness, IBM was quick off the mark with punch cards

Fortran is the best language for numerics. Many Python libraries use it. IBM adapted quite well. But I digress. “When I was a boy of 14, my father was so ignorant I could hardly stand to have the old man around. But when I got to be 21, I was astonished at how much the old man had learned in...

The above analysis is wrong, in essence. Classical maths breaks down because Dirac is a generalised function aka distribution. Read this background first and we can talk further :cool: https://www.cantorsparadise.com/distributions-what-exactly-is-the-dirac-delta-function-e2af19d6e700...

I got a COBOL certificate from Michael Jackson Institute (not the singer) a long way back. Bonds need +, * etc. which COBOL has. I tried BS in COBOL but gave up when reaching N(x).

Arnhem, 1945 .. A Bridge Too Far. Only the British bring umbrellas to war.

COBOL!

Avi will like this (mee too)

In contrast to that t shirt, neithet Avi nor myself would use using namespace std; jikes

Indeed! never leave home without it, what?

I agree 100% @Andy Nguyen @APalley

At some stage someone wil ask abot C++23. That's my prediction. https://en.wikipedia.org/wiki/C%2B%2B23

C++ Concepts for the Impatient // Test101Concepts.cpp // // Simplest example of a system. Context diagram consists only // of Input and Output systems. // // Daniel J. Duffy // // We use C++20 Concepts to replace policy-based design. Concepts are // a game-changer and seem to have been...

I suppose an umbrella swap is useful for those rainy days.

C++20 Concepts? // no lambda :devil:

Of course, this is a terminal value problem! Like discounting metaphor, which is fine. Some work with initial value problem PDE (minus - V_t) Risk of Littl Endian/Big Endian schism :cautious: // TYPO should be S^2

A word from our sponsor QN T SHIRTS?

This Dutch chap repaired my uncle's bagpipes from 1945 a few weeks ago.

All of our family are/were into music, My grandad was a drum major in a pipe band. His son emigrated to NYC and worked in Wall St. A few times played with NYPD pipe band.

I hope they outgrew it! my son started learning Irish fiddle music, then he became a drummer with Dodsrit.

Do they like metal music?

The only swag I can offer is this https://dodsrit.bandcamp.com/album/mortal-coil

"Swag" has multiple connotations and is not a common term. What is a swag, precisely?

https://media.licdn.com/dms/image/D4E22AQEFaVoNzoN7ig/feedshare-shrink_800/0/1679504866944?e=1682553600&v=beta&t=cDEPlYpFcWI3mZV_Bbnj3G3oCgSVaFGlcjmU7u7WgLc

On QN, C++ course is a joy to learn. We have set it up to learn it in easy stages.

bump

Even after the first course you could do a nice compact project.

" I have literally scoured the internet as well as countless continuing education courses at universities and can’t find anything." Most institutions probably don't have the stamina, knowledge or mindset to get it up and running. Based on my experience of such orgs in the last 40 years. And it...

Andy, I like the new structure! @Andy Nguyen

We have kind of resolved most interop use cases -> The Interoperable World of the Big Three C++, Python, C# 2023-2-5 Daniel J. Duffy With my co-author Harold Kasperink we will have chapters on Call C++ from Python and vice versa Call C# from Python and vice versa Call C# from...

Actually, we have been approached about this precise question a few times the last while. And I am coaching a student (who did QN C++ and Adv C++) to set up a prototype. A lot of techniques are needed. And multiple participants. Kdb could be in there somewhere, as well as Python scripting. In...

Just a general remark; have a directory structure. Now we get all posts at top level; not everyone in interested in everthing but we see everything. (for me, GRE stuff is not for me).

Threads on "Life after MFE" and not just network, salary etc. but technical content like www.wilmott.com (for example) in the old days. i.e. more technical {finance, maths, numeric, programming} forums. and a HEAVY METAL thread :devil:

BTW, just out of curiosity, do you have the list of topics in the C++ Coursera course?

Here are some articles on C++ applied to option pricing, Might be useful. https://quantnet.com/threads/blog-articles-on-c-11-and-computational-finance-by-daniel-j-duffy.32237/page-6#post-310389

Here's one readable example of a MSc thesis. It shows student has learned and applied her knowledge.

I have been training and coaching students and industry quants for some time now. I think "bridging the gap" between finance and C++ is a good way to show that you are able and interested. The QN courses includes projects to get you started. My advice: take a well known (not too big) problem...

Actually, Haskell is good for functional programming in C++20. For a moment, I thought you were going to say Java :devil::geek::ROFLMAO:

Which C++ courses have you done? I would start on QN C++