• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    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. Learn more Join!
    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. Learn more Join!

how to get stared?

SuperMiguel

SuperMiguel

Joined
7/7/14
Messages
3
Points
11
Basically im a Computer Science student, almost graduated and i want to start investing mostly options, i have read few books and im ready to start investing, i now know the criteria im looking for, and what to look for, im using the thinkorswim software but i would like to write something to find this specific criteria im looking for... For example i want to write a program that reads live data and finds all the stocks that the buy and sell price are apart from each other 1 cent as an example...

I want to then expand my knowledge into making more complicated queries and analysis.. Can any one point me in the right direction? like a book to read or what language to use?
 
By reading more and more in this forums, people often recommend C++, i know C++ is there a book that teaches how to do Quantitative finance programming with C++??
 
C++ is good to learn to get a job and for low-latency trading. If you're not latency sensitive, might as well learn Python and R. You'll iterate much faster, plus the upgrade path in terms of speed is actually not bad in Python (ie Cython).
 
Well if you're using TDAmeritrade, you should look up their API (hopefully they have one) and start getting data from them. Also Google and Yahoo Finance have APIs. The rest is kind of up to you to apply your knowledge.
 
Back
Top