practicedo the puzzles on http://www.topcoder.com

anything that provides FIX format would be good because then you could switch providers and not worry about a new API.

port valgrind to vistamore debugging tools to see what memory and threads are doing

<t>QuoteOriginally posted by: propertyrightsburnedOut,What was your equity option market making experience like? Why did you decide to go back to school instead of continuing as a marketmaker? Is it because of narrowing bid-ask spreads as equity option market making becomes more competitive?probably...

its easier to go from c++ to c#/java than the other way. Also, some people just think c++ programmers are better.

Opt++http://csmr.ca.sandia.gov/opt++/

why even ask. take the small investment bank credit derivative trading. The middle office can be a backup plan.

trade. quant is a backup plan. also, trading means different things in different places. some traders are really just clerks while other traders make decisions and put on trades looking for profit.

also a phd from 10/15 years ago is vastly different from one from today. With the internet's search capabilities, finding data today is rather easy.

QuoteOriginally posted by: crowlogic The position would be of trader with good technical skills, monitoring connectivity and datafeeds, checking for anomolies, analyzing performance, etc.why would a trader be monitoring connectivity and datafeed anomolies?

you'll know if your startup is a dog within a six months.

depeneds on what you think a quant is and a trader is. Some quants are just coders and some traders are just desk clerks. If you are good in any profession you will do well.

look at Calendar::advance()

search the forums for a 'how to' compile. you need the boost libraries as well.

Your best bet is to get historical tickdata and program against that