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What programming skills do I need to learn to become a quant?

pololiquantfin

Well-Known Member
C++
I'm a rising senior studying statistics with a minor in CS. My goal is to become a quantitative researcher, or at least get a quant internship first. I heard that quants need strong coding skills, but most of courses I've taken are theoretical ones(math & stats), and in addition, those CS courses offered in school only teaches part of the skills, like python/java/C. The other ones commonly employed in the industry, such as javascript, csv, mySql(I've only heard of these) needs to be learned by myself. So what type of coding skills do I need, and what are some great ways to learn that? Is a coding bootcamp necessary? I would appreciate anybody who had quant experience to answer.
 

Daniel Duffy

C++ author, trainer
I recommend Quantnet C++ and then you start being able to think about the next level, i.e. design. Design != coding.
 

pololiquantfin

Well-Known Member
C++
I recommend Quantnet C++ and then you start being able to think about the next level, i.e. design. Design != coding.
I'm already enrolled in this course and it's almost done for me. I can program in python/java/C++/R now, but I feel like that's not enough for getting a quant internship. One of the ways I could think of now is to start learning to backtest a strategy from quant reports. Does that sound reasonable?
 

Daniel Duffy

C++ author, trainer
Oops, sorry, I missed that.
One of the ways I could think of now is to start learning to backtest a strategy from quant reports.

I would say that the next skills are to independently design and implement a program from scratch based on some requirements document?
This is not a skill that you learn in a couple of weeks.
 

pololiquantfin

Well-Known Member
C++
Oops, sorry, I missed that.
One of the ways I could think of now is to start learning to backtest a strategy from quant reports.

I would say that the next skills are to independently design and implement a program from scratch based on some requirements document?
This is not a skill that you learn in a couple of weeks.
May you explain in more details about "design and implement a program from scratch based on some requirements document?" What are some typical projects I could work on?
 

Daniel Duffy

C++ author, trainer
There are lots! Here are two theses I supervised last year.


Initially, you first need to walk (learn the design process on a generic/non nitty-gritty cases) before running (actually applying design know-how to problem, A,B,C,...X,Y,Z, whatever).

Something in finance/ML arena in C++/Python might be a good case.
 
Last edited:

pololiquantfin

Well-Known Member
C++
There are lots! Here are two theses I supervised last year.


Initially, you first need to walk (learn the design process on a generic/non nitty-gritty cases) before running (actually applying design know-how to problem, A,B,C,...X,Y,Z, whatever).

Something in finance/ML arena in C++/Python might be a good case.
Thanks you very much Daniel!
 

IntoDarkness

Well-Known Member
Library quant do a bit more than software development they also responsible for initial research and prototype. But they are less concerned with deskside analytics
 
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