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- 2/18/16
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Hi, I'm contemplating a plan of study the UW CFRM graduate program. I am weighing the pros and cons about taking C++ courses as electives.
In general, I'm not the type of guy who likes high-pressure high-stress work, except on occasion. So, in general, I can't picture myself working in a high-frequency trading environment. I actually think I would prefer wealth management, or just general portfolio construction and analysis. And, I think the standard languages, for this type of work, are R and Python.
On the other hand, my BS is in Computer Science and Engineering and we used C++ for the coursework when I did the degree. So, taking C++ courses electives would probably be fairly easy for me. I could use a GPA boost. Also, I do enjoy the language itself, in terms of the efficiency of memory/processor usage, and also enjoy porting code from scripting language to a compiled language.
For example, on a non-financial publication I worked on, I ported a co-author's Perl code to ANSI C and achieved an 80-fold speed increase. This was great, because we were then able to launch a set of embarrassingly parallel batch jobs on an HPC cluster. If I could do the same type of thing, as a quant developer, for a living, I wouldn't really mind it so much.
So, I guess my question is, are there any good reasons to learn C++ besides working in the high-frequency trading jobs? Does working in a job that uses C++ necessarily translate into crazy hours and high-stress work? If one wants to work as a risk manager or portfolio manager in a town besides Chicago or New York, will C++ be of any use whatsoever?
In general, I'm not the type of guy who likes high-pressure high-stress work, except on occasion. So, in general, I can't picture myself working in a high-frequency trading environment. I actually think I would prefer wealth management, or just general portfolio construction and analysis. And, I think the standard languages, for this type of work, are R and Python.
On the other hand, my BS is in Computer Science and Engineering and we used C++ for the coursework when I did the degree. So, taking C++ courses electives would probably be fairly easy for me. I could use a GPA boost. Also, I do enjoy the language itself, in terms of the efficiency of memory/processor usage, and also enjoy porting code from scripting language to a compiled language.
For example, on a non-financial publication I worked on, I ported a co-author's Perl code to ANSI C and achieved an 80-fold speed increase. This was great, because we were then able to launch a set of embarrassingly parallel batch jobs on an HPC cluster. If I could do the same type of thing, as a quant developer, for a living, I wouldn't really mind it so much.
So, I guess my question is, are there any good reasons to learn C++ besides working in the high-frequency trading jobs? Does working in a job that uses C++ necessarily translate into crazy hours and high-stress work? If one wants to work as a risk manager or portfolio manager in a town besides Chicago or New York, will C++ be of any use whatsoever?
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