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A few questions for all you quants

waterborne

Joined
8/6/08
Messages
19
Points
11
I know a lot of you guys are quants working in the real world and I have a few questions for you.

It seems like a lot of you program using C++. I don't really know what you guys do all day long but I figure there has to be someone out there that analyzes old stock data or back tests new trading algorithms. How do you guys read comma delimited files using C++? I can't seem to find a simple way of doing this. It seems easiest to read files using tabs instead of commas.

I am also wondering how many of you develop parallel programs for use on cluster computers.

And last but not least, what environments do you guys program in and how big are the programs you guys work on?

Thanks!

Jeff
 
>>How do you guys read comma delimited files using C++? I can't seem to find a simple way of doing this. It seems easiest to read files using tabs instead of commas.
In your C++ app, use std::ifstream to open the file, getline to read each comma separated line, and strtok to tokenize the values.
Or, if you have a small and fixed number of columns, you can use fscanf(file,"%g,%g...",...)

If you want to do bleeding edge technology, you would use LINQ to read in XML files and do what you wish.
>>I am also wondering how many of you develop parallel programs for use on cluster computers.
If you need realtime pricing engine, there are vendors that sell highly specialized servers which cost hundreds K. There is a thread about NVdia GPU on Quantnet.

>>>And last but not least, what environments do you guys program in and how big are the programs you guys work on?
Standard Visual Studio 2008 environment.
Programs will always get bigger and bigger. It's the size of the data you have to deal with that grows exponentially.
 
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