c++ vs. SAS

Hi everyone.

I am about to enter a Masters in Stats program that has a heavy SAS computing component including a development project. I am happy about this becasue SAS is pretty much the industry standard in statistical software packages.

In addition I would like to keep improving my c++ chops. Right now I only have 2 quarters of c++ but would like to keep improving and learning.

A couple questions:

1) It seems like the job market wants either c++ programmers or SAS programmers but really has no need for a person with both skills. Is this true?

2) Which c++ courses should I take that would best prepare me for the fin eng job market (i.e. what material should I be trying to learn)?

Thanks everyone. Any advice on career development is always appreciated!

Bastian Gross

German Mathquant
Hi BrentS,

to my mind SAS is the best software package in statistics, but SAS is not ideally suited for applications software. So you should improve your C++ programming skills.

SAS-programmers prepare data and applications software programmers use statistical evaluation.
1) SAS is designed for statistical analysis of large data amounts. If you want to use C++ for the same purpose you will have to re-invent wheel most of the time.

2) Start with Mark Joshi's book on C++. It's very well written. After finishing it, you should have a pretty good idea what to do next.

I work for a firm that almost exclusively uses SAS. There are few applications on C++, but all computational parts are done in SAS. The underlying reason is quite simple-we have humongous data and SAS alone can handle that.