• 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!

Purpose of QuantNet C++ Course?

Joined
7/25/16
Messages
25
Points
13
Is the course only for guys hoping to enter an MFE program?

About me: I'm a data scientist in NYC working for a real estate/financial firm. I do machine learning, use a lot of Python and my MS was in pure math and stats (I also have some actuary exams which taught me a good bit of business stats and financial stuff, also did a finance minor in undergrad).

Long-term I hope to transfer to a role trading MBS. It doesn't sound like an MFE is for me, but I'm interested in the C++ course. I've been interested in C/C++ for a while because I just want to work with a lower-level language. Having a TA sounds nice too.
 
Is the course only for guys hoping to enter an MFE program?

About me: I'm a data scientist in NYC working for a real estate/financial firm. I do machine learning, use a lot of Python and my MS was in pure math and stats (I also have some actuary exams which taught me a good bit of business stats and financial stuff, also did a finance minor in undergrad).

Long-term I hope to transfer to a role trading MBS. It doesn't sound like an MFE is for me, but I'm interested in the C++ course. I've been interested in C/C++ for a while because I just want to work with a lower-level language. Having a TA sounds nice too.
While a large number of students who take the course are indeed hoping to enter MFE, we have also had many students take the course with no MFE aspirations at all. The first eight levels, which are the core of the course, are pure C/C++ without any application specific to MFE. The last level is a comprehensive application of what was learned in the course; the application is in options pricing, which happens to be of interest to those entering MFE. It makes no assumptions of a previous finance/math background (though it sounds like you already have some).
 
I agree. The more the better. I am intermediate in Python and currently using Python Finance books to sharpen my skills. Is taking C++ at the same time a good idea? Because focus is the key to success.
The key of the C++ course is to learn C++ for finance. The goals are

C++ Programming for Financial Engineering | QuantNet Community
The "C++ Programming for Financial Engineering" Online Course is designed for people interested in pursuing graduate studies in financial engineering and covers essential C++ topics with applications to finance. With an emphasis on financial applications for quantitative finance, the course is also useful to professionals interested in learning the main programming language used in the quantitative financial industry

With C++ you have a fighting chance of success.

I would do C++ first and _then_ Python, for many reasons, e..g.

1. With C++, learning Python is easy.
2. Avoid sloppy programming habits that Python tolerates but which C++ does not
3. Danger is most Python books teach you syntax but not Software Engineering., aka writing maintainable Python code. What is the mission statement of these books? a major theme seems to be learning TensorFlow which is like having a driver's licence, i.e. everyone has one.
 
Last edited:
Back
Top