C++ in Quant Finance

Hi All,

I have a general question about C++ in the quant finance world. I like programming in C++ and I am fairly comfartable with the language but by no means an expert.

What is the desired skill level for a quant who majorly works on C++?..what aspects of the lang do you guys mainly work on? for example, is knowledge of multihreading in C++, Design patterns etc also very relevant?

Thanks
 

Daniel Duffy

C++ author, trainer
well.. I have an academic knowledge of C++, I have a bachelors degree in Computer Science..
I work for a tech firm ..but thats mainly using JAVA, J2EE ..JMS webservices etc..


To answer the original question based on your feedback: your current C++ knowledge will not be sufficient for quant dev work in C++.

And maths savvy is probably needed as well.

Multithreading and Design patterns are nice to know but not yet part of core C++ competency.
 
Can somebody spell out just what you need to know C++ wise to get into quant dev? If you learnt the material on this website: http://www.cplusplus.com/doc/tutorial/ for instance, would that be enough?

Their tutorial is nice as it gives a beginner a quick birds-eye view of language capabilities but it's not nearly detailed for the job. If you are a CS major it's all should be familiar to you. No tutorial on STL (as Duffy said). Their Reference section was very useful however they still haven't updated it with a new C++11 standard, and once you start learning STL it's better to start right from the new STL as its syntax is much nicer. Their forum is excellent - a good place to ask questions if you get stuck with something.
 
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