Need some advice for computing skills...

[Norah_]

Hey guys

I'm currently a sophomore studying math (major GPA: 3.9; overall: 3.6+). And I plan to apply for some Math Fin./ Fin. Eng. programs next year. My target program may be NYU Columbia UCB UCLA...etc. I have taken a few computing courses in my school, like JAVA intro and MATLAB... But I didn't get a really decent grade for my JAVA intro course...(like a 3.3) And since this is just some introduction stuff, I think it might not be enough to qualify the computational requirements for MSMF/FE programs. My school mainly teaches JAVA and also provides some additional courses for non-CSE majors. Do you guys think I should also take some additional JAVA courses and try to get a good grade in order to justify my ability in computing? And do you guys suggest me to do the QuantNet C++ Certificate this summer?

I need some advice on how to strengthen my computing skills.

Thanks!!!

 

[Gavin L]

I was in a similar position to you - 'sophomore' (we just call it penultimate...) a while ago. I didn't get the best grade in Matlab/C scientific computing in first year. I began the C++ Online certificate this summer (southern hemisphere summer) and have used all that time to really focus on the course. I think the course is a great introduction to C++ and applications in finance - I am about to complete it (Level9/10). The background you already have will be very useful, especially at the start. It is an investment in yourself and will definitely be of help in applying to MFEs later on. You can learn (anything, really) it by yourself, but I feel that the course is really worth it for what you get.

 

[Norah_]

I was in a similar position to you - 'sophomore' (we just call it penultimate...) a while ago. I didn't get the best grade in Matlab/C scientific computing in first year. I began the C++ Online certificate this summer (southern hemisphere summer) and have used all that time to really focus on the course. I think the course is a great introduction to C++ and applications in finance - I am about to complete it (Level9/10). The background you already have will be very useful, especially at the start. It is an investment in yourself and will definitely be of help in applying to MFEs later on. You can learn (anything, really) it by yourself, but I feel that the course is really worth it for what you get.

Thank you! That really helps~
So will you suggest me to continue taking any Java course in my school after learning C++?

 

[Gavin L]

The more coding you do the better you'll become as a programmer. It doesn't matter about the language per se.

 

[Daniel Duffy]

A message from the originator of the course QN C++!

my 2 cents

I would do it as it is thorough and the industry sees it as the gold standard. And great support from your TAs. Even I try to help when the questions are not too difficult

Java is OK. Don't want to start a flame war but Java is not suitable (really) for hard-code computational finance. Java can do things that C++ has difficulty with.

It does no harm to do Java and C++. For quant stuff, C# might also be useful (instead of Java).

 

[yetanotherquant]

Have a look at OpenGamma. Not only will you see how a financial software is written in Java, they also provide an excellent documentation from financial mathematics and practical finance point of view.

 

[Norah_]

A message from the originator of the course QN C++!

my 2 cents

I would do it as it is thorough and the industry sees it as the gold standard. And great support from your TAs. Even I try to help when the questions are not too difficult

Java is OK. Don't want to start a flame war but Java is not suitable (really) for hard-code computational finance. Java can do things that C++ has difficulty with.

It does no harm to do Java and C++. For quant stuff, C# might also be useful (instead of Java).

Thanks Professor Duffy for the advice! I really really appreciate it!

Finally I have decided to take the QN C++ course this summer! I think I will continue learning more on Matlab and Java, since my school doesn't really provide C# courses...

And umm... Actually I don't really know how those master programs evaluate applicants' computing skills. I mean like... Is taking bunch of programming courses and knowing several programming languages enough for a qualified candidate? Or maybe I should also get a related internship and do some real world programming?

 

[Daniel Duffy]

Thanks Professor Duffy for the advice! I really really appreciate it!

Finally I have decided to take the QN C++ course this summer! I think I will continue learning more on Matlab and Java, since my school doesn't really provide C# courses...

And umm... Actually I don't really know how those master programs evaluate applicants' computing skills. I mean like... Is taking bunch of programming courses and knowing several programming languages enough for a qualified candidate? Or maybe I should also get a related internship and do some real world programming?

I would say, try to learn as much as you at university. Then it is great if you can do a thesis and get an internship and learn programming on the job.

Anyway, Bon voyage

hth
Daniel

 

[mathemagician]

A message from the originator of the course QN C++!

my 2 cents

I would do it as it is thorough and the industry sees it as the gold standard. And great support from your TAs. Even I try to help when the questions are not too difficult

Java is OK. Don't want to start a flame war but Java is not suitable (really) for hard-code computational finance. Java can do things that C++ has difficulty with.

It does no harm to do Java and C++. For quant stuff, C# might also be useful (instead of Java).

Java was my first, and I can say that I liked the...not sure how to put this, lack of self-inflicted gunshot wounds that Java can sometimes lead to. Java was really easy to learn though, and the transition from Java to C++ isn't as bad as you'd think.

MATLAB is great, so is Maple. I've only seen demonstrations and heard my professors declare their undying love for both, but from what I've seen I can say I like them both. A physics major I knew who had taken a few MATLAB courses completely killed our intro to java course, got a 4.0/4.0 with barely any effort.

Computer programming with language is like speaking any verbal language - you suck at speaking it at first, but the more you use it, the better you'll get. If you've touched arrays and the RNG, try simulating dice rolls and finding their expected value using Java.

Basically, generate N of single die rolls through the RNG, store each value in an array, and compute the expected value by using the set of rolls. If it comes out around 3.5 for large enough N, you're doing better than most of my peers did in my intro classes.