• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

About C++

Rebelex

Joined
9/24/10
Messages
45
Points
18
What's up guys?

This is actually my first post in this forum. I am a junior undergraduate and I am getting two degrees in Math and Finance.

I know one of the important skills to be a quant is programming. So, this semester I decided to take my first C++ programming class. I have few questions here:

1) Is C++ the most common/basic programming languange using in a quant career? or you have to know others like visual basic, java, C, C#......

2) Which editor and compiler should I use for C++ if I would like to be a quant in the future? I am using window XP. Please name some, I need some suggestions.

Let me know if you don't understand my questions.
Thanks!
 
1) C/C++ is the way to go in my opinion. It is widely used and if you know C/C++ then picking up Java or C# should be easy. If you wanted to learn Visual Basic then I would recommend learning VBA in Excel, as having strong Excel skills is always a plus.

2) I don't have a solid recommendation but I will suggest Eclipse and Visual Studio.
 
1) C++ is common but it's far from basic. It's not simple either. If you decide to learn C++, you should concentrate in learning a subset of it really really well.

2) You are asking the wrong question. If you are using Windows (all flavors are equally bad, some worse than others), you should use Visual Studio. However, make sure you use standard C++ and not managed C++.
 
1) Agree with what others have said. Focus on one thing first, once you have strong programming fundamentals picking up other languages will be easier. You could potentially need any of the other languages listed at some point.

2) Use Visual Studio if you're doing Windows. Once you get comfortable with a good amount of C++ (ie you're at the point where you're creating programs with several source files) I'd also look at getting comfortable with vi/emacs and a UNIX C++ compiler. Using vmware player (free) or workstation ($) and an ubuntu linux install is a fast and cost-effective way to do this.
 
Using vmware player (free) or workstation ($) and an ubuntu linux install is a fast and cost-effective way to do this. <!-- / message -->
Click to expand...

Even better, use VirtualBox (completely free) and any Linux flavor.
 
Back
Top