• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering.
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Coming soon.
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models.

Guidance for programming related to Financial Engineering

Hi,

I'll be joining my MFE program this Fall. I come from a non-programming engineering background, having done a basic undergrad level course in Python.

Can someone explain the order of relevance (for MFE) of the following languages - C++, Python, R, SQL ? I wish to pursue my career as a Quant Trader post MFE, please suggest the language that I must have a command on?

I also wanted advice on the topics and sections in Computer Science that are most relevant for a financial engineering course such as Data Structures & Algorithms, Machine Learning, Object Oriented Programming etc. It would be very helpful if you could posts links to the resources so that I can learn these topics with relevance to MFE, for eg - a course like Machine Learning for Algorithmic Trading.
 

Daniel Duffy

C++ author, trainer
C++ is the best foundation for many reasons.

e.g. knowing C++ means learning Python, C#, Java is a piece of cake.

Knowledge of Python doesn't really help if you wish to learn C++. The best way to learn C++ is to learn C++.
 
C++ is the best foundation for many reasons.

e.g. knowing C++ means learning Python, C#, Java is a piece of cake.

Knowledge of Python doesn't really help if you wish to learn C++. The best way to learn C++ is to learn C++.
Yes, luckily I'm done with the basic course in C++.
Could you also give me some idea about the essential topics that I should have a good grasp on, like the ones I mentioned in the question?
 
Top