Columbia MFE Advice on Columbia MFE

[Andy Nguyen]

Take 4727 on the third semester. 4727 requires a lot of time and effort. There are weekly programming and project assignments that take a lot of time. On your first semester you also have 4007 which also has weekly assignments and it is a grueling course if you have zero linear and nonlinear programming background. Every MSFE student at Columbia will tell you that the first semester is the most challenging because of the workload. You also want some wiggle room to prep for internship interviews so choose a light elective like quant-risk mgt, for example. Hope this helps.

Curious to hear how much help the knowledge you learned in the C++ and advanced C++ courses you completed on QuantNet with the courses at Columbia MFE? Would you say it make you more competitive compared to your peers?

 

[joe_boy]

Take 4727 on the third semester. 4727 requires a lot of time and effort. There are weekly programming and project assignments that take a lot of time. On your first semester you also have 4007 which also has weekly assignments and it is a grueling course if you have zero linear and nonlinear programming background. Every MSFE student at Columbia will tell you that the first semester is the most challenging because of the workload. You also want some wiggle room to prep for internship interviews so choose a light elective like quant-risk mgt, for example. Hope this helps.

Thank you @Chacinluis
Course credit in Columbia for 4727 is about $2500, while Quant.Net C++ course here is $1450. Do you think Columbia's course is still worth it? Just wondering if I can just take the course here (most probably during the summer) and take other courses in Columbia such as Stochastic Controls and Fin. Apps or Big Data in Finance to complete the required 36 credits.

 

[Chacinluis]

Thank you @Chacinluis
Course credit in Columbia for 4727 is about $2500, while Quant.Net C++ course here is $1450. Do you think Columbia's course is still worth it? Just wondering if I can just take the course here (most probably during the summer) and take other courses in Columbia such as Stochastic Controls and Fin. Apps or Big Data in Finance to complete the required 36 credits.

The QuantNet C++ certificate is a prerequisite for 4727. Columbia's 4727 is highly worth it. But 4727 is not a C++ programming course per se, it just happens to be the language of choice. The real takeaway from 4727 is learning how low-latency systems are developed in quantitative finance, so it will focus on designing software to achieve high throughput and low latency, and it will delve into the architecture and hardware to explore what happens "under the hood".

 

[joe_boy]

The QuantNet C++ certificate is a prerequisite for 4727. Columbia's 4727 is highly worth it. But 4727 is not a C++ programming course per se, it just happens to be the language of choice. The real takeaway from 4727 is learning how low-latency systems are developed in quantitative finance, so it will focus on designing software to achieve high throughput and low latency, and it will delve into the architecture and hardware to explore what happens "under the hood".

Thank you for your response.

But it looks like this knowledge is particularly relevant for Quant Dev roles. Do you think most of the course content would be relevant for QR roles?

 

[Chacinluis]

Thank you for your response.

But it looks like this knowledge is particularly relevant for Quant Dev roles. Do you think most of the course content would be relevant for QR roles?

That's true. You can probably do without ieor 4727-"Programming for FE" if you are shooting for a QR role.