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Comp. Sci. + what specific courses?

and that's why you should always bring your computer and let other people see the content of your webpage lol
 
Just to clarify, when I say "theory of languages" I mean a course that compares different ways of expressing constructs as well as different constructs. For instance a language may implement a variant of for...loops that allows each iteration to be done in parallel, not just in sequence. That will typically require you to learn lambda calculus, at least a bit, but this makes you a better developer anyway.
A TOL course will typically compare and contrast different languages so although it's possible to do loops in Lisp or it's bastard child SQL, that's rarely elegant or efficient.

This may intersect with learning about compilers an activity that has declined from the core of CS courses to the periphery, partly because CS has grown and partly because the quality of CS undergrads has declined and many find the idea of syntax being anything other than something you learn from your betters as uncomfortable.

A compiler course is of use to pretty much exactly one type of CS grad considering some form of quant work, the very high end number crunncher, numerical analysis and including supercomputing & GPU type stuff. If you want to write stupidly efficient code you have to know how it will be translated and optimised.
Note that I say "stupidly" efficient, in nearly all the code you will ever write +/- 20% doesn't matter at all, and >80% of you code could run 5 times slower without anyone noticing or caring, so it's not worth your expensive time to save CPU. For instance last week I upgraded my main PC from 6 2.8 GHz cores to 8 * 3.5 GHz, making it about 30% faster for about $150, at a bank you will cost (not earn) that much per hour. My change makes all CPU bound code run faster with very low risk that some will stop working.
I have spent whole days trying to make code go faster with no result, in face in some cases, I've noticed bugs or edge cases that caused me to add code that slowed it down, making my apparent productivity negative.
So if you see your future as writing ultra sharp code, do the compiler options, else do some maths.
 
@ DominiConnor - I just joined QuantNet and I see that your posts are quite informative!

@ Everyone:
I think it'd be helpful to know a list of courses that one can take (or self study) in undergraduate and graduate school level that will help one get a Quant job.

I am thinking, here is what you'd need:

CS courses:
  1. Data Structures
  2. C++ or Python
  3. OS
  4. Compiler Construction
Math courses:
  1. Linear Algebra
  2. Calculus 1
  3. Calculus 2 (I think it's also called multivariate calculus?) How about this one from MIT OCW http://ocw.mit.edu/courses/mathematics/18-02sc-multivariable-calculus-fall-2010/
  4. Probability and Statistics
  5. Statistics 2 (I don't know what the Stats 2 course is called, probably Time Series?)
Business courses:
  1. Econ 1/2
  2. Finance 1/2
  3. Accounting 1/2
I know I am probably off-target by quite a bit. But I'd appreciate it if someone could post a better targeted list of relevant courses.

It'd also help if the courses are listed in the order they should be studied. For eg: you can't really do Calc 2 without knowing Calc 1!
 
I'm a Junior computer science + applied math major and I'm registering for courses. I found a way for me to cram in a business economics major (intro to finance + intro to accounting + micro and macro economics). Would this be worth it or would I be better off taking Time Series and Intro to Financial Mathematics? I'm interested in doing quant work but I'm not sure how to go about it. Should I forgo all Business classes for math classes and just do a masters in finance? or should I definitely consider a MFE?

I know these are broad questions but I'm just looking for a little direction. Thanks
 
Be careful with your course choice. Look at the requirements at various programs and take them first. As a general rules, more math/programming/stats courses are always better but you should take at least one/two courses in finance at the level of John Hull book.
Skip the specialized Financial Mathematics courses at the undergrad level. You will take them in your future MFE program. Build the core courses first.
 
Thanks for the help Andy. Beyond those business classes that I listed, I'm not really able to take anything else as they tend to require many prereqs and are closed off to students in the business school. Would taking these basic econ and finance classes do anything for me job wise? I don't necessarily intend to apply for a MFE right out of college as I doubt my chances of getting in to a solid one.
 
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